Marianna Nitti currently illustrating how her
@stata community command rdlasso, developed with Marco Ventura, enables
#stata users to include highdimensional covariates in Regression Discontinuity Design (
#RDD) settings. rdlasso automates covariate selection using
#Lasso-based procedures, supports both sharp and fuzzy settings and integrates seamlessly with rdrobust for bandwidth selection and inference. Their command relies on Stata’s native implementation of lasso for high-dimensional covariate selection and on rdrobust for bandwidth selection, estimation, and inference. In-depth presentation at:
bit.ly/3TvEat0