Bandwidth Selection for Treatment Choice with Binary Outcomes

Takuya Ishihara

Papers from arXiv.org

Abstract: This study considers the treatment choice problem when outcome variables are binary. We focus on statistical treatment rules that plug in fitted values based on nonparametric kernel regression and show that optimizing two parameters enables the calculation of the maximum regret. Using this result, we propose a novel bandwidth selection method based on the minimax regret criterion. Finally, we perform a numerical analysis to compare the optimal bandwidth choices for the binary and normally distributed outcomes.

Date: 2023-08, Revised 2023-09
New Economics Papers: this item is included in nep-dcm and nep-ecm
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