*! version 6.0 2014-10-14

Title

rdbwselect_2014 -- Deprecated Bandwidth Selection Procedures for Local-Polynomial Regression-Discontinuity Estimators.

Important: this command is no longer supported or updated, and it is made available only for backward compatibility purposes. Please use rdbwselect instead.

Syntax

rdbwselect_2014 depvar indepvar [if] [in]
[,
c(#)
p(#)
q(#)
deriv(#)
rho(#)
kernel(kernelfn)
bwselect(bwmethod)
scaleregul(#)
delta(#)
cvgrid_min(#)
cvgrid_max(#)
cvgrid_length(#)
cvplot
vce(vcemethod)
matches(#)
all
]

Description

rdbwselect_2014 is a deprecated command implementing three bandwidth selectors for local polynomial Regression Discontinuity (RD) point estimators and inference procedures, as described in
Calonico, Cattaneo and Titiunik (2014).
This command is no longer supported or updated, and it is made available only for backward compatibility purposes.

This command uses compiled MATA functions given in
rdbwselect_2014_functions.do.

The latest version of the rdrobust package includes the following commands:

rdrobust for point estimation and inference procedures.

rdbwselect for data-driven bandwidth selection.

rdplot for data-driven RD plots.

For more details, and related Stata and R packages useful for analysis of RD designs, visit:
https://sites.google.com/site/rdpackages/

Options

c(#) specifies the RD cutoff in indepvar.
Default is c(0).

p(#) specifies the order of the local-polynomial used to construct the point estimator.
Default is p(1) (local linear regression).

q(#) specifies the order of the local-polynomial used to construct the bias-correction.
Default is q(2) (local quadratic regression).

deriv(#) specifies the order of the derivative of the regression functions to be estimated.
Default is deriv(0) (Sharp RD, or Fuzzy RD if fuzzy(.) is also specified). Setting deriv(1) results in estimation of a Kink RD design (up to scale), or Fuzzy Kink RD if fuzzy(.) is also specified.

rho(#) if specified, sets the pilot bandwidth b equal to h/rho, where h is computed using the method and options chosen below.

kernel(kernelfn) specifies the kernel function used to construct the local-polynomial estimator(s). Options are: triangular, epanechnikov, and uniform.
Default is triangular.

bwselect(bwmethod) specifies the bandwidth selection procedure to be used. By default it computes both h and b, unless rho is specified, in which case it only computes h and sets b=h/rho.
Options are:

CCT for bandwidth selector proposed by Calonico, Cattaneo and Titiunik (2014a). This is the default option.

IK for bandwidth selector proposed by Imbens and Kalyanaraman (2012) (only available for Sharp RD design).

CV for cross-validation method proposed by Ludwig and Miller (2007) (only available for Sharp RD design).

scaleregul(#) specifies scaling factor for the regularization terms of CCT and IK bandwidth selectors. Setting scaleregul(0) removes the regularization term from the bandwidth selectors.
Default is scaleregul(1).

delta(#) specifies the quantile that defines the sample used in the cross-validation procedure. This option is used only if bwselect(CV) is specified.
Default is delta(0.5), that is, the median of the control and treated subsamples.

cvgrid_min(#) specifies the minimum value of the bandwidth grid used in the cross-validation procedure. This option is used only if bwselect(CV) is specified.

cvgrid_max(#) specifies the maximum value of the bandwidth grid used in the cross-validation procedure. This option is used only if bwselect(CV) is specified.

cvgrid_length(#) specifies the bin length of the (evenly-spaced) bandwidth grid used in the cross-validation procedure. This option is used only if bwselect(CV) is specified.

cvplot if specified, rdbwselect also reports a graph of the CV objective function. This option is used only if bwselect(CV) is specified.

vce(vcemethod) specifies the procedure used to compute the variance-covariance matrix estimator. This option is used only if CCT or IK bandwidth procedures are used.
Options are:

nn for nearest-neighbor matches residuals using matches(#) matches. This is the default option (with matches(3), see below).

resid for estimated plug-in residuals using h bandwidth.

matches(#) specifies the number of matches in the nearest-neighbor based variance-covariance matrix estimator. This option is used only when nearest-neighbor matches residuals are employed.
Default is matches(3).

all if specified, rdbwselect reports three different procedures:

CCT for bandwidth selector proposed by Calonico, Cattaneo and Titiunik (2014).

IK for bandwidth selector proposed by Imbens and Kalyanaraman (2012).

CV for cross-validation method proposed by Ludwig and Miller (2007).

References

Calonico, S., Cattaneo, M. D., and R. Titiunik. 2014. Robust Data-Driven Inference in the Regression-Discontinuity Design. Stata Journal 14(4): 909-946.
https://sites.google.com/site/rdpackages/rdrobust/Calonico-Cattaneo-Titiunik_2014_Stata.pdf.

Authors

Sebastian Calonico, Columbia University, New York, NY.
sebastian.calonico@columbia.edu.

Matias D. Cattaneo, Princeton University, Princeton, NJ.
cattaneo@princeton.edu.

Max H. Farrell, University of Chicago, Chicago, IL.
max.farrell@chicagobooth.edu.

Rocio Titiunik, Princeton University, Princeton, NJ.
titiunik@princeton.edu.