Before revision: Fuzzy regression discontinuity (FRD) designs occur frequently in many areas of applied economics. We argue that the confidence intervals based on nonparametric local linear regression that are commonly reported in empirical FRD studies can have poor finite sample coverage properties for reasons related to their general construction based on the delta method, and to how they account for smoothing bias.
After revision: The confidence intervals (CIs) commonly reported in empirical FRD studies can have poor finite sample coverage properties for reasons related to their general construction based on the delta method, and to how they account for smoothing bias.