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Matching estimators and optimal bandwidth choice

Frölich, Markus

In: Statistics and Computing, 2005, vol. 15, no. 3, p. 197-215

Including covariates in the regression discontinuity design

Frölich, Markus ; Huber, Martin

(Working Papers SES ; 489)

This paper proposes a fully nonparametric kernel method to account for observed covariates in regression discontinuity designs (RDD), which may increase precision of treatment effect estimation. It is shown that conditioning on covariates reduces the asymptotic variance and allows estimating the treatment effect at the rate of one-dimensional nonparametric regression, irrespective of the...

Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables

Kuonen, D.

In: Biometrika, 1999, vol. 86, no. 4, p. 929-935

Variable selection in additive models by nonnegative garrote

Cantoni, Eva ; Mills Flemming, Joanna ; Ronchetti, Elvezio

In: Statistical modelling, 2011, vol. 11, no. 3, p. 237-252

We adapt Breiman’s (1995) nonnegative garrote method to perform variable selection in nonparametric additive models. The technique avoids methods of testing for which no general reliable distributional theory is available. In addition it removes the need for a full search of all possible models, something which is computationally intensive, especially when the number of variables is...