Bandwidth Selection for Treatment Choice with Binary Outcomes

• Tác giả: Takuya Ishihara
• Ngôn ngữ: eng
• Ký hiệu phân loại: 302.13 Social choice
• Thông tin xuất bản: 2023
• Bộ sưu tập: Metadata
• ID: 198103

Tóm tắt

This study considers the treatment choice problem when outcome variables are binary. We focus on statistical treatment rules that plug in fitted values based on nonparametric kernel regression and show that optimizing two parameters enables the calculation of the maximum regret. Using this result, we propose a novel bandwidth selection method based on the minimax regret criterion. Finally, we perform a numerical analysis to compare the optimal bandwidth choices for the binary and normally distributed outcomes.