The DOI matches its Crossref record; 11 of the 11 references it cites were found in a registry or an index.
Optimal bandwidth choice for the regression discontinuity estimator
Open accessAbstract
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity estimator. We focus on estimation by local linear regression, which was shown to be rate optimal (Porter, 2003). Investigation of an expected-squared-error-loss criterion reveals the need for regularization. We propose an optimal, data dependent, bandwidth choice rule. We illustrate the proposed bandwidth choice using data previously analyzed by Lee (2008), as well as in a simulation study based on this data set. The simulations suggest that the proposed rule performs well.
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Cites
Regression discontinuity designs in economics
Lee, D. S., & Lemieux, T. (2010) · Journal of Economic Literature · doi:10.1257/jel.48.2.281 · Cited by 4,534
Randomized experiments from non-random selection in U.S. House elections
Lee, D. S. (2008) · Journal of Econometrics · doi:10.1016/j.jeconom.2007.05.004 · Cited by 1,730
Optimal Global Rates of Convergence for Nonparametric Regression
Stone, C. J. (1982) · The Annals of Statistics · doi:10.1214/aos/1176345969 · Cited by 1,497
Multivariate Locally Weighted Least Squares Regression
Ruppert, D., & Wand, M. P. (1994) · The Annals of Statistics · doi:10.1214/aos/1176325632 · Cited by 1,056
Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test
McCrary, J. (2007) · National Bureau of Economic Research · doi:10.3386/t0334 · Cited by 960
Variable Bandwidth and Local Linear Regression Smoothers
Fan, J., & Gijbels, I. (1992) · The Annals of Statistics · doi:10.1214/aos/1176348900 · Cited by 635
Li, K.-C. (1987) · The Annals of Statistics · doi:10.1214/aos/1176350486 · Cited by 514
Regression–Discontinuity Analysis: A Survey of Recent Developments in Economics
Van Der Klaauw, W. (2008) · LABOUR · doi:10.1111/j.1467-9914.2008.00419.x · Cited by 242
Quantile treatment effects in the regression discontinuity design
Frandsen, B., Frölich, M., & Melly, B. (2012) · Journal of Econometrics · doi:10.1016/j.jeconom.2012.02.004 · Cited by 142
Optimal bandwidth choice for density-weighted averages
Powell, J. L., & Stoker, T. M. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(95)01761-5 · Cited by 100
Regression discontinuity design with covariates
Frölich, M. (2007) · Cemmap working papers · doi:10.1920/wp.cem.2007.2707 · Cited by 42
Cited by
Recent Developments in the Econometrics of Program Evaluation
Imbens, G. W., & Wooldridge, J. M. (2009) · Journal of Economic Literature · doi:10.1257/jel.47.1.5 · Cited by 4,926
Self-citationSocial norms and energy conservation
Allcott, H. (2011) · Journal of Public Economics · doi:10.1016/j.jpubeco.2011.03.003 · Cited by 2,802
Elections and the Regression Discontinuity Design: Lessons from Close U.S. House Races, 1942–2008
Caughey, D., & Sekhon, J. S. (2011) · Political Analysis · doi:10.1093/pan/mpr032 · Cited by 331
Inference on Causal Effects in a Generalized Regression Kink Design
Card, D., Lee, D. S., Pei, Z., & Weber, A. (2015) · Econometrica · doi:10.3982/ecta11224 · Cited by 269
The Formation of Voting Habits
Dinas, E. (2012) · Journal of Elections, Public Opinion & Parties · doi:10.1080/17457289.2012.718280 · Cited by 138
Metadata
- Authors
- Imbens, G., & Kalyanaraman, K.
- Publisher
- Institute for Fiscal Studies
- Published
- 2010-03-04
- OpenAlex
- W2890546020
- Cited by
- 406
- References
- 11
- Type
- report
- Language
- en
- Open access
- green
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