rdlasso: Regression discontinuity with high-dimensional data

Marianna Nitti and Marco Ventura
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Marianna Nitti: Università degli Studi di Roma “La Sapienza”
Marco Ventura: Università degli Studi di Roma “La Sapienza”

Italian Stata Conference 2026 from Stata Users Group

Abstract: We present the rdlasso command, which enables the inclusion of high-dimensional covariates in regression discontinuity design (RDD) settings. This command is based on the paper “Inference in regression discontinuity designs with high-dimensional covariates” by Kreiss and Rothe (2023). The command automates covariate selection using lasso-based procedures, supports both sharp and fuzzy settings, and integrates seamlessly with rdrobust for bandwidth selection and inference. The command relies on Stata’s native implementation of lasso for high-dimensional covariate selection and on rdrobust for bandwidth selection, estimation, and inference, making the methodology both accessible to Stata users and computationally feasible for applied researchers.

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Persistent link: https://EconPapers.repec.org/RePEc:boc:ital26:05

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