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!

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