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