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nignatiadis / RegressionDiscontinuity.jl

Estimation for sharp regression discontinuity designs.
MIT License
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Integrate BayesRDD #10

Open evanmunro opened 4 years ago

evanmunro commented 4 years ago

@brad-ross and I have a currently private Julia module for RDD with Gaussian Process priors that is fairly organized and includes some nice speed-ups for discrete running variables.

If there is interest, it might be useful to integrate that code into this package.

nignatiadis commented 4 years ago

Very cool! Can you add me to the private repo?

brad-ross commented 4 years ago

Just added you! Let us know if you have any questions--the speed-up for discrete running variables isn't documented very well, but it sped up some of our regressions at least 10x, so let us know if you want us to try to describe it clearly.