Calonico-Cattaneo-Titiunik (CCT) MSE-optimal bandwidth
Arguments
- x
Numeric vector of running-variable values (used by bandwidth selectors + density tests that don't take a
data.frame).- y
Numeric vector of outcome values aligned with
x.- cutoff
Numeric scalar; the threshold on
running. Default0(the canonical normalisation).- kernel
One of
"triangular"(default),"epanechnikov","uniform", or"gaussian".- p
Integer; local-polynomial order (default 1 for local- linear). 2 picks up quadratic curvature for bias correction.