Bandwidth Sensitivity Simulation for Regression Discontinuity

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

Usage

rd_sens_bw(object, bws)

Arguments

object

An object returned by rd_est or rd_impute.

bws

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

Value

rd_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)
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_bw(rd, bws = seq(.1, 1, length.out = 5))
#>             bw       est        se  model
#> Usr  0.1000000  9.542498 0.3855296    usr
#> Usr1 0.3250000  9.851057 0.2137608    usr
#> Usr2 0.5500000  9.963613 0.1697730    usr
#> Usr3 0.7750000 10.039427 0.1459733    usr
#> Usr4 1.0000000 10.057096 0.1293339    usr
#> Opt  0.8336036 10.046675 0.1413530 origin