rd_sens_cutoff {rddapp} | R Documentation |
Cutoff Sensitivity Simulation for Regression Discontinuity
Description
rd_sens_cutoff
refits the supplied model with varying cutoff(s).
All other aspects of the model, such as the automatically calculated bandwidth, are held constant.
Usage
rd_sens_cutoff(object, cutoffs)
Arguments
object |
An object returned by |
cutoffs |
A numeric vector of cutoff values to be used for refitting
an |
Value
rd_sens_cutoff
returns a dataframe containing the estimate est
and standard error se
for each cutoff value (A1
). Column A1
contains varying cutoffs
on the assignment variable. The model
column contains the parametric model (linear, quadratic, or cubic) or
non-parametric bandwidth setting (Imbens-Kalyanaraman 2012 optimal, half, or double) used for estimation.
References
Imbens, G., Kalyanaraman, K. (2012). Optimal bandwidth choice for the regression discontinuity estimator. The Review of Economic Studies, 79(3), 933-959. https://academic.oup.com/restud/article/79/3/933/1533189.
Examples
set.seed(12345)
x <- runif(1000, -1, 1)
cov <- rnorm(1000)
y <- 3 + 2 * x + 3 * cov + 10 * (x >= 0) + rnorm(1000)
rd <- rd_est(y ~ x | cov, t.design = "geq")
rd_sens_cutoff(rd, seq(-.5, .5, length.out = 10))