Coverage error optimal confidence intervals for local polynomial regression

DOI10.3150/21-BEJ1445MaRDI QIDQ2676952

Matias D. Cattaneo, Max H. Farrell, Sebastian Calonico

Publication date: 28 September 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.01398

zbMATH Keywords

bandwidth selectionnonparametric regressionEdgeworth expansionCramér conditionminimax boundoptimal inferencerobust bias correction

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx) Statistical distribution theory (62Exx)

Related Items (4)

Regression Discontinuity Designs With a Continuous Treatment ⋮ A guide to regression discontinuity designs in medical applications ⋮ ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN ⋮ Robust uniform inference for quantile treatment effects in regression discontinuity designs

Uses Software

• R
• Stata
• rdrobust
• nprobust

Cites Work

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