FRD {FRD} | R Documentation |
This function calculates confidence sets for the parameter of interest in fuzzy regression discontinuity designs.
FRD( y, d, x, By = 0, Bt = 0, alpha = 0.05, cutoff = 0, search.int, subints = 3, diagnostic.plot = FALSE, eta = 1, bw.equal = TRUE, h = NA )
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 of the confidence set. |
cutoff |
Cutoff value of the running variable. Default is zero. |
search.int |
The algorithm searches for the confidence set for the parameter of interest within this interval. |
subints |
Number of subintervals to search for the roots. It has to be an integer and greater than two. |
diagnostic.plot |
If TRUE, diagnostic plot of criterion function is drawn. Default is FALSE. |
eta |
eta specifies a maximal bound on w^max to improve finite sample coverage. Default is 1. |
bw.equal |
If FALSE, different bandwidths are used on each side of the cutoff. Default is TRUE. |
h |
If specific value is chosen, Anderson Rubin confidence sets are calculated with fix bandwidth. Default is NA. |
tol |
tol specifies which tolorance level to use to calculate confidence sets. Default is 10^-4 |
A vector is returned which entries are the boundaries of the confidence set.
FRD(y=rnorm(100), d=rbinom(n=100, size=1, prob=0.5), x=rnorm(100), search.int=c(-1000,1000))