Bandwidth Sensitivity Simulation for Multivariate Regression Discontinuity

mrd_sens_bw refits the supplied model with varying bandwidths. All other aspects of the model are held constant.

Usage

mrd_sens_bw(object, approach = c("center", "univ1", "univ2"), bws)

Arguments

object

An object returned by mrd_est or mrd_impute.

approach

A string of the approaches to be refitted, choosing from c("center", "univ1", "univ2").

bws

A positive numeric vector of the bandwidths for refitting an mrd object.

Value

mrd_sens_bw returns a dataframe containing the estimate est

and standard error se

for each supplied bandwidth and for the Imbens-Kalyanaraman (2012) optimal bandwidth, bw, and for each supplied approach, model. Approaches are either user specified ("usr") or based on the optimal bandwidth ("origin").

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)
x1 <- runif(10000, -1, 1)
x2 <- rnorm(10000, 10, 2)
cov <- rnorm(10000)
y <- 3 + 2 * x1 + 1 * x2 + 3 * cov + 10 * (x1 >= 0) + 5 * (x2 >= 10) + rnorm(10000)
# front.bw arugment was supplied to speed up the example
# users should choose appropriate values for front.bw
mrd <- mrd_est(y ~ x1 + x2 | cov,
               cutpoint = c(0, 10), t.design = c("geq", "geq"), front.bw=c(1,1,1))
#> [1] "Cross validation failed. `front.bw` = 1 is used."
mrd_sens_bw(mrd, approach = "univ1", bws = seq(0.1, 1, length.out = 3))
#>            bw       est         se        model
#> Usr  0.100000  9.752709 0.34105420    univ1-usr
#> Usr1 0.550000 10.276529 0.13111027    univ1-usr
#> Usr2 1.000000 10.272710 0.09749180    univ1-usr
#> Opt  0.954053 10.273433 0.09980858 univ1-origin