This work was supported in part by the National Science Foundation through grant SES-1459931.

Software available in R and Stata:
nprobust: estimation and inference using kernel density and local polynomial regression methods.
lpdensity: estimation and inference using local polynomial distribution/density regression methods.
binsreg: partition selection, point estimation, pointwise and uniform inference, and graphical procedures using binscatter methods.

Software available in R:
lspartition: estimation and inference using partitioning-based least squares methods, including B-splines, wavelet and piecewise polynomial regression estimators.

Sebastian Calonico, Columbia University
Matias D. Cattaneo, Princeton University
Richard K. Crump, Federal Reserve Bank of New York
Max H. Farrell, University of Chicago
Yingjie Feng, Princeton University
Michael Jansson, UC Berkeley and CREATES
Xinwei Ma, UC San Diego