IKbandwidth function

Imbens-Kalyanaraman Optimal Bandwidth Calculation

IKbandwidth calculates the Imbens-Kalyanaraman optimal bandwidth for local linear regression in Regression discontinuity designs.

IKbandwidth(X, Y, cutpoint = NULL, verbose = FALSE, kernel = "triangular")

Arguments

• X: a numerical vector which is the running variable
• Y: a numerical vector which is the outcome variable
• cutpoint: the cutpoint
• verbose: logical flag indicating whether to print more information to the terminal. Default is FALSE.
• kernel: string indicating which kernel to use. Options are "triangular" (default and recommended), "rectangular", "epanechnikov", "quartic", "triweight", "tricube", "gaussian", and "cosine".

Returns

The optimal bandwidth

Author(s)

Drew Dimmery <drewd@nyu.edu >

References

Imbens, Guido and Karthik Kalyanaraman. (2009) "Optimal Bandwidth Choice for the regression discontinuity estimator," NBER Working Paper Series. 14726. http://www.nber.org/papers/w14726