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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 26 May 2011 11:30:57 -0400 |

andreas nordset <andreas.nordset@gmail.com>: You can multiply by 5.4/3.4375 or 1.57, or you can specify the uniform option and have their program do it for you. On Thu, May 26, 2011 at 10:54 AM, andreas nordset <andreas.nordset@gmail.com> wrote: > Thanks so much Austin! > > It says h_opt = CK times other things, so once I have the h_opt for > the triangular kernel, I will just divide by the CK=3.4375 that they > say is the CK value for the triangular edge kernel, and multiply > instead by the CK applicable to the uniform kernel, > where I should be able to compute the latter from the formulas given then? > > Thanks again and all best, > AN > > > Austin Nichols <austinnichols@gmail.com>: > >> 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 * * 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/

**Follow-Ups**:**Re: st: Optimal RD Bandwidth Choice also for Rectangular Kernel?***From:*andreas nordset <andreas.nordset@gmail.com>

**References**:**st: Optimal RD Bandwidth Choice also for Rectangular Kernel?***From:*andreas nordset <andreas.nordset@gmail.com>

**Re: st: Optimal RD Bandwidth Choice also for Rectangular Kernel?***From:*Austin Nichols <austinnichols@gmail.com>

**Re: st: Optimal RD Bandwidth Choice also for Rectangular Kernel?***From:*andreas nordset <andreas.nordset@gmail.com>

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