请教各位大神:我想确定断点回归设计的最佳带宽。使用的程序为rd模块。
rd y x right_of_cutpoint, mbw(10(10)200) bdep ox
变量定义:y是被解释变量;x是解释变量;right_of_cutpoint表示偏离断点的距离(大于断点为正,小于断点为负)。
得出的最优带宽结果如图所示,请问最优带宽是多少呢?
相关的资料如下:
1、bwidth(real) allows specification of a bandwidth for local linear regressions. The default is to use the estimated optimal bandwidth for a "sharp" design as given by Imbens and Kalyanaraman (2009). The optimal bandwidth minimizes MSE, or squared bias plus variance, where a smaller bandwidth tends to produce lower bias and higher variance. Note that the optimal bandwidth will often tend to be larger for a fuzzy design, due to the additional variance that arises from the estimation of the jump in the conditional mean of treatment.
2、bdep requests a graph of estimates versus bendwidths.