Honest Inference in Regression Discontinuity Designs
Critical values for CIs based on a biased Gaussian estimator.
Honest inference in RD
Honest CIs in sharp RD with discrete regressors under BME function cla...
Scatterplot of binned raw observations
Lower bound on smoothness constant M in sharp RD designs
Finite-sample efficiency bounds for minimax CIs
Honest and nearly-optimal confidence intervals in fuzzy and sharp regression discontinuity designs and for inference at a point based on local linear regression. The implementation is based on Armstrong and Kolesár (2018) <doi:10.3982/ECTA14434>, and Kolesár and Rothe (2018) <doi:10.1257/aer.20160945>. Supports covariates, clustering, and weighting.