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Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai and Hidehiko Ichimura

No CWP49/15, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

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: Bandwidth selection; fuzzy regression discontinuity design; local linear regression (search for similar items in EconPapers)
JEL-codes: C13 C14 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ore
Date: 2015-09-01
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Related works:
Journal Article: Optimal bandwidth selection for the fuzzy regression discontinuity estimator (2016) Downloads
Working Paper: Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator (2015) Downloads
Working Paper: Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator (2015) Downloads
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