CIRJE-F-990

"Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator"

Author Name

Arai, Yoichi and Hidehiko Ichimura

Date

September 2015

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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.