Bandwidth selection for treatment choice with binary outcomes

Takuya Ishihara ()
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Takuya Ishihara: Tohoku University

The Japanese Economic Review, 2023, vol. 74, issue 4, No 5, 539-549

Abstract: Abstract This study considers the treatment choice problem when the outcome variable is binary. We focus on statistical treatment rules that plug in fitted values from a nonparametric kernel regression, and show that the maximum regret can be calculated by maximizing over two parameters. Using this result, we propose a novel bandwidth selection method based on the minimax regret criterion. Finally, we perform a numerical exercise to compare the optimal bandwidth choices for binary and normally distributed outcomes.

Keywords: Treatment choice; Bandwidth selection; Minimax regret criterion; Binary outcome (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s42973-023-00142-5

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