Downloads
cwp491515.pdf
PDF | 662.6 KB
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.
Authors
Research Associate University of Arizona, University of Tokyo
Hidehiko is a Professor of Economics at the Eller College of Management, University of Arizona and a Research Associate at the IFS.
Yoichi Arai
Working Paper details
- DOI
- 10.1920/wp.cem.2015.4915
- Publisher
- Institute for Fiscal Studies
Suggested citation
Arai, Y and Ichimura, H. (2015). Optimal bandwidth selection for the fuzzy regression discontinuity estimator. London: Institute for Fiscal Studies. Available at: https://ifs.org.uk/publications/optimal-bandwidth-selection-fuzzy-regression-discontinuity-estimator (accessed: 9 May 2024).
More from IFS
Understand this issue
Where next for the state pension?
13 December 2023
Social mobility and wealth
12 December 2023
Autumn Statement 2023: IFS analysis
23 November 2023
Policy analysis
Recent trends in and the outlook for health-related benefits
19 April 2024
Progression of nurses within the NHS
12 April 2024
Regional variation in earnings and the retention of NHS staff in Agenda for Change bands 1 to 4
10 April 2024
Academic research
The unintended consequences of infrastructure development
8 May 2024
A senior doctor like me: Gender match and occupational choice
24 April 2024
Police infrastructure, police performance, and crime: Evidence from austerity cuts
24 April 2024