2014/07/29 by Yoichi Arai, Hidehiko Ichimura, Arai, Yoichi +1 · 1 citation
Engineering · Mathematics · #62G05 #62G08 #Advanced Statistical Methods and Models #Control Systems and Identification #FOS: Computer and information sciences #Fault Detection and Control Systems #Methodology (stat.ME) #Statistical Methods and Inference #msc:62G05 #msc:62G08 #stat.ME
paper · pdf · doi:10.48550/arxiv.1407.7697
openalex publication_date 2014/07/29 · arxiv created 2015/08/07 · arxiv updated 2015/08/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact at the cut-off point. The asymptotic mean squared error of the estimator using the proposed bandwidth selection rule is shown to be smaller than other bandwidth selection rules proposed in the literature. An extensive simulation study shows that the proposed method's performances for the sample sizes 500, 2000, and 5000 closely match the theoretical predictions.