Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator
Methodology
2015-09-03 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1509.00676,
title = {Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator},
author = {Yoichi Arai and Hidehiko Ichimura},
journal= {arXiv preprint arXiv:1509.00676},
year = {2015}
}