May 30, · IKbandwidth calculates the Imbens-Kalyanaraman optimal bandwidth for local linear regression in Regression discontinuity designs. IKbandwidth: Imbens-Kalyanaraman Optimal Bandwidth Calculation in rdd: Regression Discontinuity EstimationAuthor: Drew Dimmery. provides diﬀerent data-driven bandwidth selectors based on the recent work of Imbens and Kalyanaraman () and Calonico, Cattaneo, and Titiunik (d). Although this command can be used as a stand-alone bandwidth selector in RD applications, its main purpose is to provide fully data-driven bandwidth choices to be used by rdrobust. This "Cited by" count includes citations to the following articles in Scholar. Optimal bandwidth choice for the regression discontinuity estimator. G Imbens, K Kalyanaraman. A Abadie, D Drukker, JL Herr, GW Imbens. The stata journal 4 (3), ,

Imbens optimal bandwidth stata

May 30, · IKbandwidth calculates the Imbens-Kalyanaraman optimal bandwidth for local linear regression in Regression discontinuity designs. IKbandwidth: Imbens-Kalyanaraman Optimal Bandwidth Calculation in rdd: Regression Discontinuity EstimationAuthor: Drew Dimmery. Nov 30, · Dear all, I am having issues with the estimation of an optimal bandwidth using the –rd- command (I am using Stata ). For a current research project I am using the –rd- command to estimate the optimal bandwidth (bw_m_opt) for a given spatial regression discontinuity design (see Imbens and Kalyanaraman, ). We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, ). Investigation of an expected-squared- . for the RD treatment eﬀect is MSE optimal. When coverage error-rate (CER) optimal bandwidths are used, the resulting conﬁdence intervals (CIs) for the RD treatment eﬀect are CER–optimal. 2. rdbwselect. This command now oﬀers data-driven bandwidth selection for ei-ther one common bandwidth or two distinct bandwidths on either side of the. This "Cited by" count includes citations to the following articles in Scholar. Optimal bandwidth choice for the regression discontinuity estimator. G Imbens, K Kalyanaraman. A Abadie, D Drukker, JL Herr, GW Imbens. The stata journal 4 (3), , Optimal Bandwidth Choice for the Regression Discontinuity Estimator Guido Imbens, Karthik Kalyanaraman. NBER Working Paper No. Issued in February NBER Program(s):Labor Studies, Technical Working Papers. We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. Thus there is a choice between a bandwidth choice that is optimal under m(2) + (c) 6= m. (2) − (c) and a bandwidth choice that is optimal under m(2) + (c) = m. (2) − (c). In the current paper we choose to focus on the ﬁrst case. Proposed bandwidth A natural choice for the estimator for the optimal bandwidth estimator is to replace the six unknown quantities in the expression for the optimal bandwidth hopt, given in () by non- parametric estimators. opt, and partly by considerations regarding the structure of the problem. May 26, · Thanks so much Austin! It says h_opt = CK times other things, so once I have the h_opt for the triangular kernel, I will just divide by the CK= that they say is the CK value for the triangular edge kernel, and multiply instead by the CK applicable to the uniform kernel, where I should be able to compute the latter from the formulas given then? provides diﬀerent data-driven bandwidth selectors based on the recent work of Imbens and Kalyanaraman () and Calonico, Cattaneo, and Titiunik (d). Although this command can be used as a stand-alone bandwidth selector in RD applications, its main purpose is to provide fully data-driven bandwidth choices to be used by rdrobust.ikbwidth computes the optimal bandwidth according to the method of Imbens and "RDCV: Stata module to estimate sharp regression discontinuity designs. Matching Estimators. Implementing Matching Estimators for Average Treatment Effects in Stata. Stata 8. forosaludlatam.com Stata. forosaludlatam.com forosaludlatam.com forosaludlatam.com Matlab. rd_optbandwidth.m rd_matlab_09aug4.m output_09aug4. Under Stata versions 10 or later (using lpoly to construct local regression estimates), The default bandwidth from Imbens and Kalyanaraman () is designed to The optimal bandwidth will tend to be larger for a fuzzy design due to the. imbens optimal bandwidth stata manual The Stata Journal () 14, Number 4, pp. implements several bandwidth selectors proposed in the RD literature. and bias-correction techniques, also following the recent results in Imbens and . using MSE-optimal bandwidth choices when constructing the estimators. rdbwselect: bandwidth or window selection (IK, CV, CCT). ▷ rdplot: . Imbens & Kalyanaraman (, ReStud): “optimal”plug-in, h. IK = ˆCIK. We describe a major upgrade to the Stata (and R) rdrobust package, which provides a wide See Imbens and Lemieux () and Lee and and CER- optimal bandwidth choices for fuzzy RD designs are now also avail- able. Furthermore. of an optimal bandwidth using the –rd- command (I am using Stata ). regression discontinuity design (see Imbens and Kalyanaraman. Keywords: Optimal Bandwidth Selection, Local Linear Regression, Regression Disconti- Van Der Klaauw (), and Imbens and Lemieux ().

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