Releases: kolesarm/RDHonest
Releases · kolesarm/RDHonest
RDHonest 1.0.1
RDHonest 1.0.0
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 theCVb
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
constantM
, used as a parameter byRDHonest
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.