A Simple Adjustment for Bandwidth Snooping

A Simple Adjustment for Bandwidth Snooping∗

Kernel-based estimators such as local polynomial estimators in regression discontinuity designs are often evaluated at multiple bandwidths as a form of sensitivity analysis. However, if in the reported results, a researcher selects the bandwidth based on this analysis, the associated confidence intervals may not have correct coverage, even if the estimator is unbiased. This paper proposes a sim...

A Simple Adjustment for Bandwidth Snooping: Supplemental Materials

This supplement is organized as follows. Section S1 contains auxiliary results used in Appendix A of the main text. Section S2 contains auxiliary results on local polynomial regression. Section S3 proves theorems in Appendix B. Section S4 derives critical values for one-sided confidence intervals and gives tables of oneand two-sided critical values. Finally, Section S5 presents the results of a...

Bandwidth Adaptive Snooping

This paper advocates that cache coherence protocols use a bandwidth adaptive approach to adjust to varied system configurations (e.g., number of processors) and workload behaviors. We propose Bandwidth Adaptive Snooping Hybrid (BASH), a hybrid protocol that ranges from behaving like snooping (by broadcasting requests) when excess bandwidth is available to behaving like a directory protocol (by ...

A SIMPLE ADJUSTMENT FOR BANDWIDTH SNOOPING By Timothy B. Armstrong and Michal Kolesár December 2014 Revised October 2016 COWLES FOUNDATION DISCUSSION PAPER NO. 1961R2 COWLES FOUNDATION FOR RESEARCH IN ECONOMICS

Kernel-based estimators are often evaluated at multiple bandwidths as a form of sensitivity analysis. However, if in the reported results, a researcher selects the bandwidth based on this analysis, the associated confidence intervals may not have correct coverage, even if the estimator is unbiased. This paper proposes a simple adjustment that gives correct coverage in such situations: replace t...

A Reality Check For Data Snooping