cemmap working paper, Centre for Microdata Methods and Practice CWP49/15
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.
Bandwidth selection fuzzy regression discontinuity design local linear regression