Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai; Hidehiko Ichimura

A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.

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Year of publication:	2015
Authors:	Arai, Yoichi ; Ichimura, Hidehiko
Publisher:	London : Centre for Microdata Methods and Practice
Subject:	Bandwidth selection \| fuzzy regression discontinuity design \| local linear regression \| Regressionsanalyse \| Regression analysis \| Fuzzy-Set-Theorie \| Fuzzy sets \| Schätztheorie \| Estimation theory

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Extent:	Online-Ressource (9, 4 S.)
Series:	CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. 49/15
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Other identifiers:	10.1920/wp.cem.2015.4915 [DOI] hdl:10419/130063 [Handle]
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011317284