All simulators
Bandwidth & Robust Bias Correction
Bias, SD and RMSE across bandwidths, and coverage of conventional versus robust bias-corrected intervals.
Day 75: Bandwidth Selection & Bias Correction|bias| / conventional coverageSDRMSErobust bias-corrected coverage
RMSE-best bandwidth
0.40
coverage there: conventional / RBC
90% / 96%
120 simulated RD studies at each bandwidth (true jump 5). Left: bias, SD and RMSE of the local linear estimate; the RMSE is smallest at an intermediate bandwidth. Right: coverage of conventional local linear 95% intervals versus robust bias-corrected intervals (local quadratic at the same bandwidth). Raise curvature to see conventional coverage collapse at wide bandwidths.