tau = alpha_plus - alpha_minus from kernel-weighted one-sided
linear fits at the cutoff; IK plug-in bandwidth
(Causrddh) and edge (triangular) kernel by default.
HC0 sandwich per side, sides independent (rdrobust vce = "hc0"
convention). Exact on side-linear data for any bandwidth.
Usage
Causrdd(x, y, cutoff = 0, h = NULL, kernel = "triangular")
Arguments
- x
Running variable.
- y
Outcome.
- cutoff
Threshold c.
- h
Bandwidth; IK plug-in when NULL.
- kernel
"triangular" or "uniform".
Value
List with estimate, se, ci,
intercept_left, intercept_right,
slope_left, slope_right, h, kernel,
n_left, n_right, n_used, method.
References
Imbens, G. and Kalyanaraman, K. (2009), NBER w14726,
Sections 2-3; White (1980) HC0; Calonico, Cattaneo and Titiunik
(2014), Econometrica 82(6), 2295-2326 (vce convention).
Examples
set.seed(1)
x <- runif(300, -1, 1)
y <- 1 + 2 * x + 0.5 * (x >= 0) + rnorm(300, 0, 0.3)
r <- Causrdd(x, y, cutoff = 0)
abs(r$estimate - 0.5) < 0.4
#> [1] TRUE
