akreiss/HighDimRD: RDD Estimation Using High-Dimensional Covariates

This package povides functions for the inclusion of high-dimensio- nal covariates in regression discontinuity problems. The main function for this purpose is HighDim_rd. Details of its functionality are contained in the paper Kreiss and Rothe (2021). The basic functionality is that in a first step the algorithm selects relevant covariates by means of a Lasso procedure. In a second step the treatment effect is estimated by using these selected covariates. In addition, there are some functions which create in- teractions, cross-interactions and Fourier expansions in order to generate high-dimensional covariates.

install.packages("remotes")
remotes::install_github("akreiss/HighDimRD")