CIRJE-F-990 | "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator" |
Author Name | Arai, Yoichi and Hidehiko Ichimura |
Date | September 2015 |
Full Paper | PDF file |
Remarks |
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. |