Regression kink design – slope discontinuity at the cutoff

Regression kink design – slope discontinuity at the cutoff

Usage

morie_rdd_kink(
  data,
  outcome,
  running,
  cutoff = 0,
  bandwidth = NULL,
  kernel = "triangular",
  alpha = 0.05
)

Arguments

data

A data.frame holding the outcome, running variable, treatment, and any covariates referenced by name.

outcome

Character; column name of the response variable in data.

running

Character; column name of the running (forcing) variable in data.

cutoff

Numeric scalar; the threshold on running. Default 0 (the canonical normalisation).

bandwidth

Numeric; the local-polynomial bandwidth on each side of the cutoff. NULL invokes the data-driven CCT selector.

kernel

One of "triangular" (default), "epanechnikov", "uniform", or "gaussian".

alpha

Significance level (default 0.05).

Value

A named list with elements estimate, std_error, t_stat, p_value, ci_lower, ci_upper, n_obs, method, details.

Examples

set.seed(45)
n <- 2000
x <- runif(n, -1, 1)
y <- 1 + 0.5 * x + 1.5 * pmax(x, 0) + rnorm(n, 0, 0.2)
df <- data.frame(x, y)
res <- morie_rdd_kink(df, "y", "x", bandwidth = 0.6)
res$estimate
#> [1] 2.100231