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Module rd

Module rd 

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Local polynomial regression discontinuity (RD) estimation: a port of the default path of the rdrobust package (Calonico, Cattaneo and Titiunik, 2014; Calonico, Cattaneo and Farrell, 2020), used by RdFlex.

  • rdbwselect: the MSE-optimal common bandwidth (bwselect = "mserd") for the point estimate (h) and the bias correction (b).
  • rdrobust: the local linear estimate at the cutoff with a quadratic bias correction, nearest-neighbour standard errors and the conventional, bias-corrected and robust confidence intervals.

Defaults as in rdrobust: triangular kernel, p = 1, q = 2, vce = "nn" with 3 neighbours, standardised variables for bandwidth selection and masspoints = "adjust". Sharp and fuzzy designs are supported; covariates, clusters and weights are not.

Structs§

RdEstimate
Result of rdrobust: rows are the conventional, bias-corrected and robust (bias-corrected with robust standard error) estimates.

Functions§

rdbwselect
The MSE-optimal common bandwidths (h, b) of rdrobust’s rdbwselect (bwselect = "mserd") for the RD effect at cutoff c; pass the treatment as fuzzy for a fuzzy design.
rdrobust
Local linear RD estimate at cutoff c with a quadratic bias correction and nearest-neighbour standard errors, as rdrobust. bandwidths gives (h, b) (both sides); None selects them with rdbwselect. Pass the treatment as fuzzy for a fuzzy design (the effect is then the ratio of the outcome and treatment jumps).