• Media type: Report; E-Book
  • Title: Optimal bandwidth selection for the fuzzy regression discontinuity estimator
  • Contributor: Arai, Yoichi [Author]; Ichimura, Hidehiko [Author]
  • Published: London: Centre for Microdata Methods and Practice (cemmap), 2015
  • Language: English
  • DOI: https://doi.org/10.1920/wp.cem.2015.4915
  • Keywords: fuzzy regression discontinuity design ; local linear regression ; C13 ; Bandwidth selection ; C14
  • Origination:
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  • Description: 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.
  • Access State: Open Access