Assignment: Cameron, Gelbach, and Miller (2008) perform their Monte Carlo study with a symmetric set-up. In the follow-up literature it has been highlighted that skewness of regressors make the problem worse. Reproduce (part of) their analysis using a skewed “treatment” variable.
To reproduce our results, simply open and run the to_run.R file. Additionnaly, you can export results in table format using the results.R file.