我正在使用Card et al medicalare data。我想实现2年的宽度:从ageyrs = 64
到ageyrs = 66
。似乎有关带宽的文档很稀疏。这就是我到目前为止所做的:
load(file ="C:/Users/perdue/Desktop/Adv.MicroEconometrics/HA 9/medicare.Rdata")
rd.medic.1<-rdd_data(y=er,x=ageyrs, covar=ageyrs, cutpoint=65, data = medicare)
x <- medicare$er
y<- medicare$ageyrs
h = dpill(x, y, blockmax = 2, trim = 0.4)
rd.reg.1c <- rdd_reg_lm(rdd_object=rd.medic.1, covariates = "ageyrs", slope = ("same"), covar.opt = list("include", bw = 2))
rd.reg.1a <- rdd_reg_lm(rdd_object=rd.medic.1, covariates = "ageyrs", slope = ("same"), covar.opt = list("include"))
stargazer(rd.reg.1c, rd.reg.1a, type="text")
===========================================================
Dependent variable:
----------------------------
y
(1) (2)
-----------------------------------------------------------
D 9.175*** 9.175***
(3.243) (3.243)
x 14.342*** 14.342***
(0.565) (0.565)
ageyrs
Constant 479.508*** 479.508***
(2.035) (2.035)
-----------------------------------------------------------
Observations 120 120
R2 0.965 0.965
Adjusted R2 0.964 0.964
Residual Std. Error (df = 117) 8.746 8.746
F Statistic (df = 2; 117) 1,605.695*** 1,605.695***
===========================================================
Note: *p<0.1; **p<0.05; ***p<0.01
两次回归的点估计和标准误差是相同的,这使我感到相信没有发生任何事情。 如果有关于此主题的文档提供了比CRAN文档更多的信息,请告诉我。
答案 0 :(得分:0)
我想我有一个解决方案:
rd.medic.1<-rdd_data(y=er,x=ageyrs, covar=ageyrs, cutpoint=65, data = medicare)
h <- rdd_bw_rsw(rd.medic.1, type = "global")
rd.reg.1a <- rdd_reg_lm(rdd_object=rd.medic.1, covariates = "ageyrs", slope = ("same"), covar.opt = list("include"))
rd.reg.1c <- rdd_reg_lm(rdd_object=rd.medic.1, covariates = "ageyrs", slope = ("same"), covar.opt = list("include"), bw = h)
stargazer(rd.reg.1c, rd.reg.1a, type="text")
plot(rd.reg.1c)
我记得在截止的两边都是1年。我认为这是预期的结果。