FRDsimple {FRD} | R Documentation |
This function calculates simplified confidence sets for the parameter of interest in fuzzy regression discontinuity designs by assuming that the Confidence Set takes either the form (i) [a,b], (ii) \mathbb R or (-\infty, a] [b, \infty), where a<b.
FRDsimple( y, d, x, By = 0, Bt = 0, alpha = 0.05, cutoff = 0, tol = 1e-04, eta = 1, h = NA, bw.equal = TRUE )
y |
Outcome |
d |
treatment status |
x |
running variable |
By |
Bound on the second derivative of conditional expectation of the outcome function. It has to be positive. Default is zero. |
Bt |
Bound on the second derivative of the conditional probability of the treatment function. It has to be positive. Default is zero. |
alpha |
1-$\alpha$ is the confidence level. |
cutoff |
Cutoff of the running variable |
tol |
tol Specifies which tolorance level to use to calculate confidence sets. Default is 10^-4 |
eta |
eta specifies a maximal bound on w^max to improve finite sample coverage. Default is 1. |
h |
If specific value is chosen, Anderson Rubin confidence sets are calculated with fix bandwidth. Default is NA. |
bw.equal |
If FALSE, different bandwidths are used on each side of the cutoff. Default is TRUE. |
A vector is returned which entries are the boundaries of the confidence set.