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Releases: kolesarm/RDHonest

RDHonest 1.0.0

23 Mar 13:50
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New Features

  • The function RDHonest computes estimates and confidence intervals for the
    regression discontinuity (RD) parameter in sharp and fuzzy designs. It
    supports covariates, clustering, and weighting. Confidence intervals are
    honest (or bias-aware), with critical values computed using the CVb
    function. Worst-case bias of the estimator is computed under either the Taylor
    or Hölder smoothness class.
  • RDHonestBME computes confidence intervals in sharp RD designs with discrete
    covariates under the assumption assumption that the conditional mean lies in
    the "bounded misspecification error" class of functions, as considered in
    Kolesár and Rothe (2018).
  • Support for plotting the data is provided by the function RDScatter
  • The function RDSmoothnessBound computes a lower bound on the smoothness
    constant M, used as a parameter by RDHonest to calculate the worst-case
    bias of the estimator
  • The function RDTEfficiencyBound calculates efficiency of minimax one-sided
    CIs at constant functions, or efficiency of two-sided fixed-length CIs at
    constant functions under second-order Taylor smoothness class.