Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Optimal RD Bandwidth Choice also for Rectangular Kernel?


From   andreas nordset <andreas.nordset@gmail.com>
To   statalist@hsphsun2.harvard.edu
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
Fuji-Imbens-Kalyanaraman,
as posted at http://www.economics.harvard.edu/faculty/imbens/software_imbens
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,
AN
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index