RDHonest - Honest Inference in Regression Discontinuity Designs

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.

Last updated 4 months ago

confidence-intervalsregression-discontinuity-designs

6.56 score 60 stars 20 scripts 188 downloads

dfadjust - Degrees of Freedom Adjustment for Robust Standard Errors

Computes small-sample degrees of freedom adjustment for heteroskedasticity robust standard errors, and for clustered standard errors in linear regression. See Imbens and Kolesár (2016) <doi:10.1162/REST_a_00552> for a discussion of these adjustments.

Last updated 3 months ago

5.75 score 31 stars 12 scripts 286 downloads

multe - Multiple Treatment Effects Regression

Implements contamination bias diagnostics and alternative estimators for regressions with multiple treatments. The implementation is based on Goldsmith-Pinkham, Hull, and Kolesár (2024) <doi:10.48550/arXiv.2106.05024>.

Last updated 4 months ago

regression

5.51 score 16 stars 2 scripts 151 downloads

ShiftShareSE - Inference in Regressions with Shift-Share Structure

Provides confidence intervals in least-squares regressions when the variable of interest has a shift-share structure, and in instrumental variables regressions when the instrument has a shift-share structure. The confidence intervals implement the AKM and AKM0 methods developed in Adão, Kolesár, and Morales (2019) <doi:10.1093/qje/qjz025>.

Last updated 8 months ago

4.98 score 19 stars 6 scripts 209 downloads

ebci - Robust Empirical Bayes Confidence Intervals

Computes empirical Bayes confidence estimators and confidence intervals in a normal means model. The intervals are robust in the sense that they achieve correct coverage regardless of the distribution of the means. If the means are treated as fixed, the intervals have an average coverage guarantee. The implementation is based on Armstrong, Kolesár and Plagborg-Møller (2022) <doi:10.3982/ECTA18597>.

Last updated 8 months ago

4.70 score 10 stars 3 scripts 116 downloads