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Re: st: Optimal RD Bandwidth Choice also for Rectangular Kernel?


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Optimal RD Bandwidth Choice also for Rectangular Kernel?
Date   Wed, 25 May 2011 13:01:10 -0400

andreas nordset <andreas.nordset@gmail.com>:

The two differ by a constant as explained in the WP; in the code look for

if "`uniform'"~="" {
local CK = 5.4
}
else {
local CK = 3.4375
}


On Wed, May 25, 2011 at 12:37 PM, andreas nordset
<andreas.nordset@gmail.com> wrote:
> 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
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