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Add possibility of user defined bandwidth in rdrobust #343

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Add possibility of user defined bandwidth in rdrobust #343

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eefbed1
explicitly set c and fuzzy to avoid overwrite by kwargs
OliverSchacht Jun 26, 2025
1566af4
allow custom bandwidth for rdd
OliverSchacht Jun 26, 2025
efaa63b
add warning for setting kwargs
OliverSchacht Jun 26, 2025
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11 changes: 8 additions & 3 deletions doubleml/rdd/rdd.py
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Original file line number Diff line number Diff line change
Expand Up @@ -143,7 +143,10 @@ def __init__(

self._check_effect_sign()

# TODO: Add further input checks
if ("h", "b") & kwargs.keys():
warnings.warn(f"Key-worded arguments contain: {('h', 'b') & kwargs.keys()}. \n \
Iterative bandwidth selection will be overwritten by provided values.")

self.kwargs = kwargs

self._smpls = DoubleMLResampling(
Expand Down Expand Up @@ -453,10 +456,12 @@ def _update_weights(self):
def _fit_rdd(self, h=None, b=None):
if self.fuzzy:
rdd_res = rdrobust.rdrobust(
y=self._M_Y[:, self._i_rep], x=self._score, fuzzy=self._M_D[:, self._i_rep], h=h, b=b, **self.kwargs
y=self._M_Y[:, self._i_rep], x=self._score, fuzzy=self._M_D[:, self._i_rep],
c=0, **({"h": h, "b": b} | self.kwargs)
)
else:
rdd_res = rdrobust.rdrobust(y=self._M_Y[:, self._i_rep], x=self._score, h=h, b=b, **self.kwargs)
rdd_res = rdrobust.rdrobust(y=self._M_Y[:, self._i_rep], x=self._score, fuzzy=None,
c=0, **({"h": h, "b": b} | self.kwargs))
return rdd_res

def _set_coefs(self, rdd_res, h):
Expand Down