In using multiple regression methods for prediction, one often considers the linear combination of explanatory variables as an index. Seeking a single such index when here are responses is rather more complicated. One classical approach to use coefficients from leading Canonical Correlation. However, based on variances unable disaggregate by quantile effects, lack robustness, and rely normal as...

The regression discontinuity (RD) design is one of the most widely used nonexperimental methods for causal inference and program evaluation. Over last two decades, statistical econometric RD analysis have expanded matured, there now a large number methodological results identification, estimation, inference, validation. We offer curated review this literature organized around popular frameworks...