rdmde {rdpower}

MDE Calculations for RD Designs

Description

rdmde() performs MDE calculations for RD designs.

Usage

rdmde(
  data = NULL,
  cutoff = 0,
  alpha = 0.05,
  beta = 0.8,
  nsamples = NULL,
  sampsi = NULL,
  samph = NULL,
  all = FALSE,
  bias = NULL,
  variance = NULL,
  init.cond = NULL,
  covs = NULL,
  covs_drop = TRUE,
  deriv = 0,
  p = 1,
  q = NULL,
  h = NULL,
  b = NULL,
  rho = NULL,
  kernel = "triangular",
  bwselect = "mserd",
  vce = "nn",
  cluster = NULL,
  scalepar = 1,
  scaleregul = 1,
  fuzzy = NULL,
  level = 95,
  weights = NULL,
  masspoints = "adjust",
  bwcheck = NULL,
  bwrestrict = TRUE,
  stdvars = FALSE
)

Arguments

data

a matrix (Y,R) containing the outcome variable and the running variable (as column vectors).

cutoff

the RD cutoff (default is 0).

alpha

specifies the significance level for the power function. Default is 0.05.

beta

specifies the desired power. Default is 0.8.

nsamples

sets the total sample size to the left, sample size to the left inside the bandwidth, total sample size to the right and sample size to the right of the cutoff inside the bandwidth to calculate the variance when the running variable is not specified. When not specified, the values are calculated using the running variable.

sampsi

sets the sample size at each side of the cutoff for power calculation. The first number is the sample size to the left of the cutoff and the second number is the sample size to the right. Default values are the sample sizes inside the chosen bandwidth.

samph

sets the bandwidths at each side of the cutoff for power calculation. The first number is the bandwidth to the left of the cutoff and the second number is the bandwidth to the right. Default values are the bandwidths used by rdrobust.

all

displays the power using the conventional variance estimator, in addition to the robust bias corrected one.

bias

set bias to the left and right of the cutoff. If not specified, the biases are estimated using rdrobust.

variance

set variance to the left and right of the cutoff. If not specified, the variances are estimated using rdrobust.

init.cond

sets the initial condition for the Newton-Raphson algorithm that finds the MDE. Default is 0.2 times the standard deviation of the outcome below the cutoff.

covs

option for rdrobust(): specifies additional covariates to be used for estimation and inference.

covs_drop

option for rdrobust(): if TRUE, it checks for collinear additional covariates and drops them. Default is TRUE.

deriv

option for rdrobust(): specifies the order of the derivative of the regression functions to be estimated.

p

option for rdrobust(): specifies the order of the local-polynomial used to construct the point-estimator.

q

option for rdrobust(): specifies the order of the local-polynomial used to construct the bias-correction.

h

option for rdrobust(): specifies the values of the main bandwidth to be used on the left and on the right of the cutoff, respectively.

b

option for rdrobust(): specifies the values of the bias bandwidth $b$ to be used on the left and on the right of the cutoff, respectively.

rho

option for rdrobust(): specifies the value of rho so that the bias bandwidth b equals b=h/rho.

kernel

option for rdrobust(): kernel function used to construct the local-polynomial estimators.

bwselect

option for rdrobust(): specifies the bandwidth selection procedure to be used.

vce

option for rdrobust(): specifies the procedure used to compute the variance-covariance matrix estimator.

cluster

option for rdrobust(): indicates the cluster ID variable used for the cluster-robust variance estimation with degrees-of-freedom weights.

scalepar

option for rdrobust(): specifies scaling factor for RD parameter of interest.

scaleregul

option for rdrobust(): specifies scaling factor for the regularization terms of bandwidth selectors.

fuzzy

option for rdrobust(): specifies the treatment status variable used to implement fuzzy RD estimation.

level

option for rdrobust(): sets the confidence level for confidence intervals.

weights

option for rdrobust(): is the variable used for optional weighting of the estimation procedure. The unit-specific weights multiply the kernel function.

masspoints

option for rdrobust(): checks and controls for repeated observations in tue running variable.

bwcheck

option for rdrobust(): if a positive integer is provided, the preliminary bandwidth used in the calculations is enlarged so that at least bwcheck unique observations are used.

bwrestrict

option for rdrobust(): if TRUE, computed bandwidths are restricted to lie withing the range of x. Default is bwrestrict=TRUE.

stdvars

option for rdrobust(): if TRUE, x and y are standardized before computing the bandwidths. Default is stdvars=TRUE.

Value

mde

MDE using robust bias corrected standard error

se.rbc

robust bias corrected standard error

sampsi.r

number of observations inside the window to the right of the cutoff

sampsi.l

number of observations inside the window to the left of the cutoff

samph.r

bandwidth to the right of the cutoff

samph.l

bandwidth to the left of the cutoff

alpha

significance level used in power function

bias.r

bias to the right of the cutoff

bias.l

bias to the left of the cutoff

Vr.rb

Robust bias corrected variance to the right of the cutoff

Vl.rb

Robust bias corrected variance to the left of the cutoff

N.r

Total sample size to the right of the cutoff

N.l

Total sample size to the left of the cutoff

mde.conv

MDE using conventional inference

se.conv

conventional standard error

Author(s)

Matias Cattaneo, Princeton University. [e-mail]

Rocio Titiunik, Princeton University. [e-mail]

Gonzalo Vazquez-Bare, UC Santa Barbara. [e-mail]

References

Cattaneo, M. D., R. Titiunik and G. Vazquez-Bare. (2019). Power Calculations for Regression Discontinuity Designs. Stata Journal, 19(1): 210-245.

Examples

# Toy dataset
X <- array(rnorm(2000),dim=c(1000,2))
R <- X[,1] + X[,2] + rnorm(1000)
Y <- 1 + R -.5*R^2 + .3*R^3 + (R>=0) + rnorm(1000)
# MDE calculation
tmp <- rdmde(data=cbind(Y,R),init.cond=0.5)