Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai; Hidehiko Ichimura

doi:10.1016/j.econlet.2016.01.024

Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai, Hidehiko Ichimura

Research output: Contribution to journal › Article › peer-review

11 Scopus citations

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.

Original language	English (US)
Pages (from-to)	103-106
Number of pages	4
Journal	Economics Letters
Volume	141
DOIs	https://doi.org/10.1016/j.econlet.2016.01.024
State	Published - Apr 1 2016
Externally published	Yes

Keywords

Bandwidth selection
Fuzzy regression discontinuity design
Local linear regression

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/j.econlet.2016.01.024

Cite this

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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",

author = "Yoichi Arai and Hidehiko Ichimura",

note = "Funding Information: We are grateful to an anonymous referee for helpful comments. This research was supported by Grants-in-Aid for Scientific Research No. 22243020 and No. 23330070 from the Japan Society for the Promotion of Science . Yoko Sakai provided expert research assistance. Publisher Copyright: {\textcopyright} 2016 Elsevier B.V.",

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AU - Ichimura, Hidehiko

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PY - 2016/4/1

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N2 - 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.

AB - 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.

KW - Bandwidth selection

KW - Fuzzy regression discontinuity design

KW - Local linear regression

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JO - Economics Letters

JF - Economics Letters

ER -

Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Abstract

Keywords

ASJC Scopus subject areas

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