NEWS
RDHonest 1.0.1 (2024-12-16)
Minor improvements and fixes
- Use covariate-adjusted outcome to compute nearest-neighbor variance estimator
- Drop collinear covariates automatically instead of throwing an error
RDHonest 1.0.0 (2024-03-22)
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.