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  • Selection of Kernel Matching Bandwidth

    Hi all,

    How should i determine the bandwidth for Kernel matching in Propensity score matching. According to studies by Heckman and Ichimura 1997 and Heckman and Lozano 2004 they write the optimal bandwidth is 0.06. Is it true for all cases? In radius matching you set the caliper width to be 0.2 of standard deviation of the propensity score. Is there also something similar for kernel matching? Thank you so much for reading through the question.

  • #2
    Can you tell me the exact place where Heckman and Ichimura 1997 and Heckman and Lozano 2004 mention the optimal bandwidth as 0.06? I can't seem to find it! Thanks.

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