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st: Optimal RD Bandwidth Choice also for Rectangular Kernel?

From   andreas nordset <>
Subject   st: Optimal RD Bandwidth Choice also for Rectangular Kernel?
Date   Wed, 25 May 2011 18:37:54 +0200

Dear Statalist members,

I would like to use the -rdob- Optimal-Bandwidth RD estimator by
as posted at
together with the relevant documentation / help file,
and based on [Imbens, Guido and Karthik Kalyanaraman, "Optimal
Bandwidth Choice for the Regression Discontinuity Estimator", NBER WP
14726, Feb. 2009].

Now, if I understand the documentation there correctly, the algorithm
it uses is based on the use of a triangular kernel, and I understand
the documentation as saying that which bandwidth is optimal will vary
with the kernel chosen.
At the same time though, I understand Imbens-Lemieux 2009 [Imbens,
Guido and Thomas Lemieux, "Regression discontinuity designs: A guide
to practice", Journal of Econometrics 2008, as suggesting that a
sensible baseline specification is to use a simple rectangular kernel
and then just check sensitivity to the bandwidth.

So I'm wondering whether any of you could think of a way to find out
what the optimal bandwidth would be when using a rectangular rather
than a triangular kernel, short of writing an alternative to the
-rdob- ado file?

Thank you so much and best regards,
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