Cross-validated bandwidth for the OR model

Usage

locpol_or_bw(
  dp,
  dty,
  dt_index,
  n_start,
  bw_init = NULL,
  bw_seed = NULL,
  bw_upper_cont = "adaptive",
  cv_type = "loocv",
  or_order = 1,
  rcv_train_frac = 0.5
)

Arguments

dp: Data list (see dgps_did).
dty: Product of treatment/time indicators and outcomes.
dt_index: Treatment/time group index.
n_start: Number of random restarts (data-adaptive starts are generated).
bw_init: Optional initial bandwidth(s) for optimization restarts. Supply a length-3 vector or a 3 x n_start matrix. If provided, this overrides internally generated starts and sets n_start to ncol(bw_init).
bw_seed: Optional integer seed for reproducible random starts.
bw_upper_cont: Upper bound for continuous bandwidth search. Use numeric value or "adaptive" (default).
cv_type: Cross-validation type ("loocv" or "rcv").
or_order: Local polynomial order for the OR fit (q in the paper).
rcv_train_frac: Training fraction used by RCV sample splitting. Ignored when cv_type = "loocv". Defaults to 0.5.

Value

List with cross-validated bandwidths.