Greetings to everyone,

For my research, I am conducting an RD analysis where in addition to the running variable, I included in the regression an exogenous covariate to study its interaction with the treatment.
In the context of a parametric approach, the application it's pretty straightforward, as I included it in the regression and then applied the standard procedure of the RDD.

I would like to extend my research to a non-parametric approach by using local-linear regression to test the validity and robustness of my results. The rdrobust package is very intuitive, but, as far as I understood, the possibility to include covariates in the options serves to refine the estimation but it doesn't provide estimates for the covariates.
My question is then, is there a way to use the rdrobust for multivariate local linear regression?

Alternatively, I am starting to investigate the possibility of resorting to multivariate locally weighted regression following the theory behind Ruppert and Wand (1994) paper. However, given my inexperience with the program, I would have a hard time implementing it on STATA, and I am struggling to find akin examples from where to start.

Thanks