Vanderson Amadeu da Rocha, a student of economics at FEA-RP / USP,
Brazil, asks:
My questions are about the chapter of Regression Discontinuity
Designs. What criteria are used to determine the neighborhood size in
nonparametric RDD Fuzzy and Sharp?
Great question Vanderson – The bandwidth is indeed at the business end of
nonparametric RD, though until recently we simply would have had to say
“try a few.”
Happily, a new paper by Imbens and Kalyanaraman provides a better answer
by deriving formulas for an MSE-minimizing choice.
Good luck with your project!
The RD bandwidth thing
Vanderson Amadeu da Rocha, a student of economics at FEA-RP / USP,
Brazil, asks:
My questions are about the chapter of Regression Discontinuity
Designs. What criteria are used to determine the neighborhood size in
nonparametric RDD Fuzzy and Sharp?
Great question Vanderson – The bandwidth is indeed at the business end of
nonparametric RD, though until recently we simply would have had to say
“try a few.”
Happily, a new paper by Imbens and Kalyanaraman provides a better answer
by deriving formulas for an MSE-minimizing choice.
Good luck with your project!