Imbens-Kalyanaraman 2009 Optimal Bandwidth Calculation

bw_ik09 calculates the Imbens-Kalyanaraman (2009) optimal bandwidth for local linear regression in regression discontinuity designs. It is based on the IKbandwidth function in the "rdd" package. This is an internal function and is typically not directly invoked by the user. It can be accessed using the triple colon, as in rddapp:::bw_ik09().

Usage

bw_ik09(X, Y, cutpoint = NULL, verbose = FALSE, kernel = "triangular")

Arguments

X

A numeric vector containing the running variable.

Y

A numeric vector containing the outcome variable.

cutpoint

A numeric value containing the cutpoint at which assignment to the treatment is determined. The default is 0.

verbose

A logical value indicating whether to print more information to the terminal. The default is FALSE.

kernel

A string indicating which kernel to use. Options are "triangular" (default and recommended), "rectangular", "epanechnikov", "quartic", "triweight", "tricube", and "cosine".

Value

ik_bw09 returns a numeric value specifying the optimal bandwidth.

References

Imbens, G., Kalyanaraman, K. (2009). Optimal bandwidth choice for the regression discontinuity estimator (Working Paper No. 14726). National Bureau of Economic Research. https://www.nber.org/papers/w14726.

Drew Dimmery (2016). rdd: Regression Discontinuity Estimation. R package version 0.57. https://CRAN.R-project.org/package=rdd