rdbwselect_2014 {rdrobust}

Deprecated Bandwidth Selection Procedures for Local-Polynomial Regression-Discontinuity Estimators.

Description

rdbwselect_2014 is a deprecated command implementing three bandwidth selectors for local polynomial Regression Discontinuity (RD) point estimators and inference procedures, as described in Calonico, Cattaneo and Titiunik (2014).

This command is no longer supported or updated, and it is made available only for backward compatibility purposes. Please use rdbwselect instead.

The latest version of the rdrobust package includes the following commands: rdrobust for point estimation and inference procedures. rdbwselect for data-driven bandwidth selection. rdplot for data-driven RD plots.

For more details, and related Stata and R packages useful for analysis of RD designs, visit https://rdpackages.github.io/

Usage

rdbwselect_2014(y, x, subset = NULL, c = 0, p = 1, q = 2, deriv = 0,
              rho = NULL, kernel = "tri", bwselect = "CCT", scaleregul = 1,
              delta = 0.5, cvgrid_min = NULL, cvgrid_max = NULL, 
              cvgrid_length = NULL, cvplot = FALSE, vce = "nn", matches = 3, 
              all = FALSE, precalc = TRUE )

Arguments

y

is the dependent variable.

x

is the running variable (a.k.a. score or forcing variable).

subset

an optional vector specifying a subset of observations to be used.

c

specifies the RD cutoff in x; default is c = 0.

p

specifies the order of the local-polynomial used to construct the point-estimator; default is p = 1 (local linear regression).

q

specifies the order of the local-polynomial used to construct the bias-correction; default is q = 2 (local quadratic regression).

deriv

specifies the order of the derivative of the regression function to be estimated; default is deriv = 0 (Sharp RD, or Fuzzy RD if fuzzy is also specified). Setting it equal to 1 results in estimation of a Kink RD design (or Fuzzy Kink RD if fuzzy is also specified).

rho

if specified, sets the pilot bandwidth b equal to h/rho, where h is computed using the method and options chosen below.

kernel

is the kernel function used to construct the local-polynomial estimator(s). Options are triangular (default option), epanechnikov and uniform.

bwselect

selects the bandwidth selection procedure to be used. By default it computes both h and b, unless rho is specified, in which case it only computes h and sets b = h/rho. Options are:

CCT for bandwidth selector proposed by Calonico, Cattaneo and Titiunik (2014) (default option).

IK for bandwidth selector proposed by Imbens and Kalyanaraman (2012) (only available for Sharp RD design).

CV for cross-validation method proposded by Ludwig and Miller (2007) (only available for Sharp RD design).

scaleregul

specifies scaling factor for the regularization terms of CCT and IK bandwidth selectors. Setting scaleregul = 0 removes the regularization term from the bandwidth selectors; default is scaleregul = 1.

delta

sets the quantile that defines the sample used in the cross-validation procedure. This option is used only if bwselect(CV) is specified; default is delta = 0.5, that is, the median of the control and treated samples.

cvgrid_min

sets the minimum value of the bandwidth grid used in the cross-validation procedure. This option is used only if bwselect = "CV" is specified.

cvgrid_max

sets the maximum value of the bandwidth grid used in the cross-validation procedure. This option is used only if bwselect = "CV" is specified.

cvgrid_length

sets the bin length of the (evenly-spaced) bandwidth grid used in the cross-validation procedure. This option is used only if bwselect = "CV" is specified.

cvplot

generates a graph of the CV objective function. This option is used only if bwselect = "CV" is specified.

vce

specifies the procedure used to compute the variance-covariance matrix estimator. This option is used only if CCT or IK bankdwith procedures are employed. Options are:

nn for nearest-neighbor matches residuals using matches number of matches. This is the default option (with matches = 3, see below).

resid for estimated plug-in residuals using h bandwidth.

matches

specifies the number of matches in the nearest-neighbor based variance-covariance matrix estimator. This options is used only when nearest-neighbor matches residuals are employed; default is matches = 3.

all

if specified, rdbwselect_2014 reports three different procedures:

CCT for bandwidth selector proposed by Calonico, Cattaneo and Titiunik (2014).

IK for bandwidth selector proposed by Imbens and Kalyanaraman (2012).

CV for cross-validation method proposed by Ludwig and Miller (2007).

precalc

internal option.

Value

bws

matrix containing the estimated bandwidths for each selected procedure.

bwselect

bandwidth selection procedure employed.

kernel

kernel function used to construct the local-polynomial estimator(s).

p

order of the local-polynomial used to construct the point-estimator.

q

order of the local-polynomial used to construct the bias-correction estimator.

Author(s)

Sebastian Calonico, Columbia University, New York, NY. [e-mail].

Matias D. Cattaneo, Princeton University, Princeton, NJ. [e-mail].

Max H. Farrell, University of California, Santa Barbara, CA. [e-mail].

Rocio Titiunik, Princeton University, Princeton, NJ. [e-mail].

References

Calonico, S., Cattaneo, M. D., and R. Titiunik. 2014. Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs. Econometrica 82(6): 2295-2326. .

See Also

rdrobust, rdplot

Examples

x<-runif(1000,-1,1)
y<-5+3*x+2*(x>=0)+rnorm(1000)
rdbwselect_2014(y,x)