Showing 1 - 10 of 125
A new bandwidth selection method 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 design estimator of the average treatment effect at the cut-off point. The asymptotic mean...
Persistent link: https://www.econbiz.de/10011995521
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...
Persistent link: https://www.econbiz.de/10011445747
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...
Persistent link: https://www.econbiz.de/10011445759
We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions at given points. When the asymptotic approximation of the mean squared error (AMSE) criterion is used, we show that minimisation problem is not well-defined when the sign of the...
Persistent link: https://www.econbiz.de/10010318701
In nonparametric curve estimation, the smoothing parameter is critical for performance. In order to estimate the hazard rate, we compare nearest neighbor selectors that minimize the quadratic, the Kullback-Leibler, and the uniform loss. These measures result in a rule of thumb, a...
Persistent link: https://www.econbiz.de/10010300666
with a penalization approach yielding sparsity and reducing model complexity. Small sample properties of the estimator are …
Persistent link: https://www.econbiz.de/10010332621
We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we derive an exponential inequality on the tail probability of excess quantile prediction risk and apply it to obtain non-asymptotic upper bounds on the mean-square parameter and...
Persistent link: https://www.econbiz.de/10012621107
with a penalization approach yielding sparsity and reducing model complexity. Small sample properties of the estimator are …
Persistent link: https://www.econbiz.de/10010331130
Das Carsharing hat in den vergangenen Jahren einen großen Bedeutungsgewinn zu verzeichnen. Charakteristisch sind dabei teils große Unterschiede zwischen städtischen und ländlichen Regionen sowie auch zwischen einzelnen Städten. Der vorliegende Beitrag geht der vor allem für Deutschland...
Persistent link: https://www.econbiz.de/10010332674
This study uses data from the December 2003 Food Security Supplement of the CPS to compare the food insufficiency and insecurity measures with objective measures of food expenditures and objective and subjective measures of food needs. The study examines the general relationships between these...
Persistent link: https://www.econbiz.de/10010267546