| name | Full-empirical-analysis-skill |
| description | Classical end-to-end empirical analysis workflow in the traditional Python econometric stack — pandas + numpy + scipy + statsmodels + linearmodels + pyfixest + rdrobust + econml + causalml + matplotlib/seaborn. **Defaults to economics empirical-paper style** (AER / QJE / AEJ) — every run produces a publication-ready output set with a multi-column regression table (M1→M6 progressive controls/FE) as the centerpiece, plus Table 1 (descriptives), mechanism / heterogeneity / robustness tables, and event-study + coefficient + trend figures. Covers the full 8-step pipeline an applied economist or quantitative social scientist runs on every paper — (1) data cleaning, (2) variable construction & transformation, (3) descriptive statistics & Table 1, (4) statistical diagnostic tests, (5) baseline empirical modeling, (6) robustness battery, (7) further analysis (mechanism, heterogeneity, mediation, moderation), (8) publication-ready tables & figures. **Also covers two parallel domain modes that share the same 8-step scaffolding** — **Mode A — Epidemiology / public health** (target-trial emulation via `zepid` / hand-rolled `pandas`, IPTW + g-formula + TMLE doubly-robust triplet via `zepid` / `econml` / `lifelines`, Mendelian randomization via `pymr` / `mrtool` (or `rpy2` → `MendelianRandomization`/`TwoSampleMR`), KM / AFT / Cox survival via `lifelines`, E-value sensitivity, principal stratification — STROBE / TRIPOD reporting), and **Mode B — ML causal inference** (DML via `econml.dml` / `doubleml`, S/T/X/R/DR meta-learners via `econml.metalearners` / `causalml`, causal forest via `econml.grf` / `causalml`, Dragonnet / TARNet / CEVAE neural causal via `causalml`, BCF via `pymc-bart` / `bcf-py`, matrix completion, CATE distribution + policy tree via `econml.policy` / `policytree-py`, off-policy evaluation, conformal causal via `mapie`, fairness audit via `fairlearn`, DAG learning via `causal-learn` / `cdt` / LLM-assisted). Prescribes which library to reach for at each step, shows the canonical code, and links to deeper `references/` files for variant-specific patterns. Use when the user asks for a **complete empirical analysis** in Python, wants to replicate an applied-economics paper from scratch, needs a reproducible workflow that is NOT opinionated on any single vertical package (contrast with StatsPAI), wants explicit control over every estimator and diagnostic, or asks "how do I write a full empirical pipeline in Python?". Also triggers when the user names a specific classical step in isolation — "winsorize at 1/99%", "run Breusch-Pagan", "build a Table 1 balance table", "do a placebo test", "event study plot", "mediation analysis" — and wants it wired into the broader pipeline. Mode A triggers on "target trial emulation", "IPTW", "TMLE", "Mendelian randomization", "STROBE", "公共健康", "流行病学". Mode B triggers on "DML", "double machine learning", "causal forest", "meta-learner", "Dragonnet", "BCF", "policy tree", "conformal causal", "fairness audit", "因果机器学习". |
| triggers | ["full empirical analysis in Python","classical econometrics pipeline","traditional Python econometrics","end-to-end empirical workflow","pandas statsmodels linearmodels workflow","replicate an applied economics paper","data cleaning empirical","winsorize and standardize","variable construction","Table 1 summary statistics","balance table","correlation matrix","normality test","heteroskedasticity test","autocorrelation test","stationarity test","multicollinearity VIF","endogeneity test","baseline regression","panel fixed effects","DID workflow Python","event study","instrumental variables regression","regression discontinuity","propensity score matching","synthetic control python","double machine learning","robustness checks","placebo test","specification curve","alternative clustering","heterogeneity analysis","mechanism analysis","mediation analysis","moderation analysis","publication-ready regression table","coefplot","binscatter","event study plot","epidemiology pipeline python","public health causal inference python","target trial emulation python","g-formula python","IPTW marginal structural model python","TMLE doubly robust python","HAL-TMLE python","Mendelian randomization python","MR-Egger weighted median python","STROBE TRIPOD reporting python","E-value sensitivity python","Kaplan-Meier AFT survival python","lifelines survival python","zepid epidemiology","流行病学 python","公共健康 python","ML causal inference python","double machine learning DML python","econml DoubleML","meta-learner S T X R DR python","causal forest GRF python","causalml meta-learner","Dragonnet TARNet CEVAE python","Bayesian causal forest BCF python","CATE distribution python","policy tree python","off-policy evaluation python","conformal causal prediction python","mapie conformal","fairness audit python","fairlearn audit","causal discovery PC NOTEARS python","causal-learn cdt","因果机器学习 python"] |
Full Empirical Analysis — Classical Python Workflow
This skill is the canonical 8-step pipeline an applied economist runs on every empirical paper, written in the traditional Python ecosystem — no opinionated one-stop wrapper. Every step calls libraries directly (pandas, numpy, scipy, statsmodels, linearmodels, pyfixest, rdrobust, econml, causalml, matplotlib, seaborn), so the agent — or the user reading the agent's code — has full visibility and can swap any component.
Companion skill: if the user prefers a single-import agent-native DSL (import statspai as sp), route to 00-StatsPAI_skill instead. This skill is the opposite philosophy: everything explicit, everything inspectable, every diagnostic run by hand, every plot shaped by the user.
Philosophy
- Traditional stack, no magic. Agents should be able to read every line and know exactly which library / estimator / standard error family is at work.
- Full pipeline, not just estimation. 80% of the time on a real paper is steps 1–4 and 6–8. This skill treats them as first-class, not an afterthought.
- Rich outputs. Every step produces at least one table or figure — never a single point estimate in isolation.
- Progressive disclosure. SKILL.md gives the canonical call at each step;
references/ holds variant-specific depth (dozens of tests, estimator-specific diagnostics, plot recipes).
- Reproducible. Every code block is runnable after
pip install -r requirements.txt and df = pd.read_csv(...).
Three domain modes (default = AER econ; alternates = epi & ML-causal)
The default playbook above is AER-style applied econometrics — the AEA convention: written-out estimating equation, identifying assumption, design horse-race, full robustness gauntlet. The skill also ships two parallel sub-pipelines for the other two big causal-inference traditions, each reusing the same Steps 1–4 (cleaning / construction / descriptives / diagnostics) and Step 8 (tables & figures) — only Step 5 (estimator) and Step 6/7 (robustness / mechanism) swap libraries:
| Mode | Reader convention | Step-5 estimator stack | Reporting stack | Jump to |
|---|
| Default — Applied Econ (AER / QJE / AEJ) | "Show the equation + identifying assumption + design horse-race; controls visible; clustered SE" | DID / IV / RD / SCM / matching / pyfixest.feols HDFE | AER house-style multi-column pf.etable / Stargazer + 8-section paper layout | Steps 1 → 8 (entire playbook below) |
| Mode A — Epidemiology / Public Health | "STROBE / TRIPOD-AI; target trial protocol; doubly-robust estimand; absolute & relative risk; KM survival" | Target-trial emulation · IPTW (zepid) · g-formula (zepid / hand-rolled) · TMLE (zepid.causal.gformula / econml) · Mendelian randomization (pymr / rpy2+TwoSampleMR) · KM/AFT (lifelines) | Same pf.etable + risk-difference / hazard-ratio / E-value rows | §A. Epidemiology pipeline |
| Mode B — ML Causal Inference | "DML / meta-learners / causal forest / DR-learner; CATE distribution; policy value" | DML (econml.dml / doubleml) · S/T/X/R/DR-Learner (econml.metalearners / causalml) · GRF causal forest (econml.grf) · Dragonnet/TARNet/CEVAE (causalml) · BCF (pymc-bart/bcf-py) · matrix completion | pf.etable ML horse-race + CATE plot + policy-value table + conformal PI (mapie) | §B. ML causal pipeline |
How to invoke a non-default mode (Claude / agent picks this up from the user's wording):
| User says... | Mode the skill switches to |
|---|
| "Run a DID / IV / RD / event study", "AER table", "applied micro" | Default (AER econ) — Steps 1 → 8 |
| "Target trial emulation", "g-formula", "IPTW", "TMLE", "Mendelian randomization", "STROBE / TRIPOD", "公共健康 / 流行病学", "epi pipeline", "RWE study", "cohort study", "case-control" | Mode A (Epi) — §A |
| "DML", "double machine learning", "causal forest", "meta-learner", "CATE", "Dragonnet", "BCF", "policy learning", "conformal causal", "fairness audit", "ML causal", "uplift modeling", "因果机器学习" | Mode B (ML causal) — §B |
| "Mix" (e.g. "estimate DID + then ML CATE on the heterogeneity") | Default + Mode B in sequence — every estimator returns a coefficient + SE pair, drop them all into one pf.etable(...) for the horse-race column |
The three modes share the same Step 1–4 cleaning / Table 1 / diagnostics scaffolding, the same Step 8 export stack, and the same DAG-first identification logic — switching modes only changes which Step-5 estimator family you reach for, not the surrounding paper structure. If you only want descriptive stats / Table 1 / a balance check, the AER tableone / gtsummary-style calls in Step 3 work identically across all three modes.
Default Output Spec — Economics Empirical Paper
This skill defaults to the applied-economics paper convention. Unless the user explicitly asks for a single point estimate, every run produces the full publication-ready output set below. Treat it as the contract of Step 8 — mandatory, not opt-in.
Required tables (always produced)
| # | Table | Source / library | Saves to |
|---|
| T1 | Summary statistics & balance (treated vs control, with SMD / p-values) | pandas.describe + custom table1() (Step 3) | tables/table1_balance.xlsx + .docx + .tex |
| T2 ★ | Main results — multi-column regression M1→M6 (progressive controls + FE) | pyfixest.feols × 6 specs → pf.etable() / Stargazer (Step 5–6) | tables/table2_main.xlsx + .docx + .tex |
| T3 | Mechanism / outcome ladder — same treatment, 3+ outcomes side-by-side | feols looped over y ∈ {Y1, Y2, Y3, Y_main} → pf.etable | tables/table3_mechanism.xlsx + .docx + .tex |
| T4 | Heterogeneity — subgroup × main coef (gender, age, region, …) | subgroup feols × Wald → pf.etable (Step 7) | tables/table4_heterogeneity.xlsx + .docx + .tex |
| T5 | Robustness battery — alt SE / alt cluster / alt sample / placebo, in one table | feols × variants → pf.etable (Step 6) | tables/table5_robustness.xlsx + .docx + .tex |
★ Table 2 is the centerpiece of every economics paper. It is the multi-column regression table that walks the reader from raw correlation (M1) to the fully-specified design (M6: 2-way FE + interacted FE + cluster-robust SE). Do not collapse it into a single column. Do not report only the headline coefficient. The progression is the credibility argument: if M1→M6 is monotone and stable, the design is plausibly identifying; if it collapses on adding FE, that is the result.
Canonical 6 columns, in order:
- M1 raw bivariate (
y ~ treat)
- M2 + demographics (
+ age + edu)
- M3 + sector controls (
+ tenure / firm_size / industry)
- M4 + unit FE (
| worker_id)
- M5 + 2-way FE (
| worker_id + year)
- M6 + interacted FE (
| worker_id + year + industry^year) with cluster-robust SE
Required figures (always produced)
| # | Figure | Source / library | Saves to |
|---|
| F1 | Trend / motivation — treated vs control over time, with policy line | df.groupby([year, treat])[y].mean().unstack().plot() (Step 3) | figures/fig1_trend.png (300 dpi, 必须导出 PNG) + .pdf |
| F2 | Event-study coefficients with 95% CI, base period at –1 | pf.feols(... ~ i(rel_time, ref=-1) ...) → pf.iplot() (Step 5) | figures/fig2_event_study.png (300 dpi, 必须导出 PNG) + .pdf |
| F3 | Coefficient plot across specs M1→M6 | matplotlib.errorbar over the 6 fitted models (Step 8) | figures/fig3_coefplot.png (300 dpi, 必须导出 PNG) + .pdf |
| F4 | Robustness / sensitivity curve — spec curve, HonestDiD, or cluster-comparison | spec_curve loop or honest_did plot (Step 6) | figures/fig4_sensitivity.png (300 dpi, 必须导出 PNG) + .pdf |
Output file layout (default)
project/
├── tables/ table1_balance.xlsx/.docx/.tex table2_main.xlsx/.docx/.tex
│ table3_mechanism.xlsx/.docx/.tex table4_heterogeneity.xlsx/.docx/.tex
│ table5_robustness.xlsx/.docx/.tex
└── figures/ fig1_trend.png(300dpi)+.pdf fig2_event_study.png(300dpi)+.pdf
fig3_coefplot.png(300dpi)+.pdf fig4_sensitivity.png(300dpi)+.pdf
关键输出规则（必须遵守）：
- 图片格式：所有图片必须同时导出 PNG 格式（≥300 dpi） 和 PDF 格式（用于 LaTeX 排版）
- 表格格式：所有回归表格必须同时导出 Excel（.xlsx）、Word（.docx） 和 LaTeX（.tex） 三种格式
- PNG 用于幻灯片、Markdown 文档、邮件等场景；PDF 用于学术论文排版
When to deviate
- Single quick estimate — produce only the relevant cell, but warn that the standard deliverable is the full set above and offer to run it.
- Design does not support a figure (cross-section → no event study) — skip with a printed note explaining why; do not silently drop.
- N=1 treated unit (synthetic control) — replace F1/F2 with the SCM trajectory + placebo distribution; T1–T5 still apply.
Required Libraries
pip install pandas numpy scipy matplotlib seaborn \
statsmodels linearmodels pyfixest \
rdrobust rddensity \
econml causalml \
stargazer
pip install missingno
pip install pyreadstat
pip install arch
pip install pingouin
pip install pysynth
The 8 Steps — Canonical Pipeline (mapped to AER paper sections)
┌──────────────────────────────────────────────────────────────────────┐
│ Step −1 Pre-Analysis Plan (PAP) statsmodels.stats.power / mde │
│ Step 0 Sample log + data contract sample_log/asserts/JSON dump │
│ Step 1 Data cleaning missing / outliers / dtype / join │
│ Step 2 Variable construction log / winsorize / std / encode │
│ Step 2.5 Empirical strategy equation × ID assumption + pre-reg│
│ Step 3 Descriptive statistics Table 1 / corr / distribution │
│ Step 3.5 Identification graphics event-study/1st-stage/McCrary/love│
│ Step 4 Diagnostic tests normality / hetero / autocorr / VIF│
│ Step 5 Baseline modeling OLS / panel / IV / DID / RD / SC │
│ Step 6 Robustness battery placebo / subsample / spec curve │
│ Step 7 Further analysis mechanism / heterogeneity / mediation│
│ Step 8 Tables & figures stargazer / coefplot / event study│
└──────────────────────────────────────────────────────────────────────┘
The 8 steps mirror the canonical sections of an applied AER / QJE / AEJ paper. Each step is one paper section and emits a paper-ready artifact on disk:
Paper section Step Python moves
─────────────────────────── ───── ────────────────────────────────────────────────
Pre-Analysis Plan −1 statsmodels.stats.power + freeze pap.json
§1. Data 0 sample_log + 5-check data contract → JSON
§1. Data 1 pandas read_*/dropna/dtype/merge(validate=)
§1. Data 2 np.log/np.arcsinh/winsorize/groupby.shift/diff
§1.1 Descriptives (Table 1) 3 df.describe() · table1_with_smd · seaborn
§2. Empirical Strategy 2.5 equation × ID assumption table + pre-reg
§3. Identification graphics 3.5 pf.iplot · binscatter · rdplot · mccrary · love
§3.5 Diagnostics 4 statsmodels.diagnostic + scipy.stats
§4. Main Results (Table 2) 5 pf.feols/IV2SLS/CausalForest · pf.etable / Stargazer
§5. Heterogeneity (Table 3) 7 pf.feols(... + i(.):X) · marginaleffects-py
§6. Mechanisms / Channels 7 Baron-Kenny · econml.dml · outcome ladder
§7. Robustness gauntlet 6 placebo · oster · honestdid · spec_curve · 2-way
§8. Replication package 8 Stargazer.render_latex · pf.etable("docx") · result.json
Below is the canonical code at each step. All examples share one running narrative — a labor-economics panel where training (treatment) affects log_wage (outcome), with covariates age, edu, tenure, panel keys worker_id / firm_id / year. Column names and parameter values are illustrative — substitute the real ones from the user's DataFrame. Only library names and call shapes are normative.
When a step has many variants (e.g. staggered DID has five different estimators; heteroskedasticity has four classic tests), SKILL.md shows the one you reach for first and links to references/NN-<topic>.md for the rest. Read the reference file when the user's case doesn't fit the default.
Paper-ready figure & table inventory (what to produce by section)
A modern AER paper has 5–7 figures and 3–5 main tables + an appendix robustness table. Every step below leaves at least one numbered artifact on disk. Default file names assume parallel .tex / .docx / .xlsx exports (the agent should produce all three so co-authors can edit in Word, the build system can use LaTeX, and editors can edit raw numbers in Excel). 所有图片必须同时保存 PNG（≥300 dpi）和 PDF 两种格式。
| § | Artifact | Python primitive | Filenames |
|---|
| §1 | Figure 1: raw trends / treatment rollout | df.groupby([time,treat])[y].mean().unstack().plot() · seaborn.heatmap for staggered rollout | figures/fig1_trend.png(300dpi)+.pdf |
| §1 | Table 1: summary stats (full / treated / control + Δ + SMD) | table1(df, by=, cols=) (Step 3.b) → write LaTeX/Word/Excel | tables/table1_balance.xlsx/.docx/.tex |
| §3 | Figure 2: identification graphic (event-study / first-stage / McCrary / RD scatter / SCM trajectory) | pf.iplot(es) · binscatter · rdplot · rddensity · synthdid | figures/fig2_event_study.png(300dpi)+.pdf |
| §4 | Table 2: main results — progressive controls M1→M6 | pf.etable([m1...m6]) · Stargazer([m1.fit ... m6.fit]) | tables/table2_main.xlsx/.docx/.tex |
| §4 | Table 2-bis: design horse-race (OLS / IV / DID / DML) | pf.etable([ols, iv, did, dml]) | tables/table2b_designs.xlsx/.docx/.tex |
| §4 | Figure 3: coefficient plot across specs | pf.coefplot([m1...m6], coefs=["training"]) | figures/fig3_coefplot.png(300dpi)+.pdf |
| §5 | Table 3: heterogeneity by subgroup | pf.etable(g_full, g_male, g_fem, g_q1...q4) | tables/table3_heterogeneity.xlsx/.docx/.tex |
| §5 | Figure 4: dose-response / CATE | econml.CausalForestDML(...).effect() + matplotlib hist | figures/fig4_cate.png(300dpi)+.pdf |
| §6 | Table 4: mechanism / outcome ladder | loop pf.feols over outcomes → pf.etable | tables/table4_mechanism.xlsx/.docx/.tex |
| §7 | Table A1: robustness master (one column per check) | pf.etable([base, no99, balpan, dropearly, wfe, cl2way, logy, ihsy, psm, ebal]) | tables/tableA1_robustness.xlsx/.docx/.tex |
| §7 | Figure 5: spec curve | hand-rolled itertools.product + matplotlib errorbar | figures/fig5_spec_curve.png(300dpi)+.pdf |
| §7 | Figure 6: sensitivity (HonestDiD / Oster / E-value) | HonestDiD · oster_bound · evalue | figures/fig6_sensitivity.png(300dpi)+.pdf |
| §8 | Replication bundle: all tables in one document | pf.etable([...] + extra=[...], type="docx") · pylatex / texdoc-style multi-panel | replication/paper_tables.xlsx/.docx/.tex |
Every Python estimator above (pf.feols / IV2SLS / att_gt via R-callout / CausalForestDML) returns a result object that can be passed straight into pf.etable(...) / pf.coefplot(...) / Stargazer(...). Don't hand-roll LaTeX from df.to_latex(), and don't render Word via python-docx directly — pf.etable / Stargazer apply book-tab borders, AER stars, and the right SE label automatically. For deeper export recipes (LaTeX / Word / Markdown variants, multi-panel .docx, full gtsummary-style flow), see references/08-tables-plots.md.
Export cookbook — LaTeX / Word / Excel in one block
关键规则（必须遵守）：每个表格必须同时导出三种格式——Excel(.xlsx)、Word(.docx)、LaTeX(.tex)。每个图片必须同时保存PNG(≥300dpi)和PDF两种格式。
Three tiers, picked by scope:
| Tier | Use when | API | Hot kwargs |
|---|
| 1. Single multi-column table | Exporting one Table 2 / Table 3 / Table A1 with progressive columns | pf.etable([m1,...,mN], type="tex"/"docx"/"xlsx", file="...", headers=[...], digits=3, signif_code=[0.1,0.05,0.01]) — or Stargazer([m1.fit,...,mN.fit]).render_latex() for statsmodels-only | keep=, drop=, coef_map=, headers=, digits=, signif_code=, fixef_rm=, notes= |
| 2. Multi-panel paper format (Tables 2 + 3 + A1 + A2 in one file) | Producing the paper-tables block — main + heterogeneity + robustness + placebo as a single document | Stack via repeat pf.etable(..., extralines=...) calls, or use gtsummary-style chained tables; for true single-file multi-panel, write to a .tex then concat | first panel: write; subsequent: append; surround with LaTeX \section{} headers |
3. Full session bundle (the Stata collect / R gt equivalent) | Replication appendix that mixes summary stats + balance + multiple regression tables + headings + prose in one file | Compose programmatically with pylatex / python-docx / quarto — render once. Or use statsmodels.iolib.summary2.summary_col for a quick concat of tables. | journal-style template + per-section heading + footnote macros |
Journal styling — pick the right signif_code and SE label. AEA convention is [0.1, 0.05, 0.01] and SE label "Cluster-robust standard errors in parentheses". Define a wrapper once at the top of master.py:
AER_SIGNIF = [0.1, 0.05, 0.01]
AER_NOTES = ("Cluster-robust standard errors in parentheses. "
"* p<0.10, ** p<0.05, *** p<0.01.")
def aer_table(models, *, file, headers=None, coef_map=None):
base, ext = os.path.splitext(file)
for ext, type_ in [(".xlsx", "xlsx"), (".docx", "docx"), (".tex", "tex")]:
pf.etable(models, type=type_, file=base + ext,
headers=headers, coef_map=coef_map,
digits=3, signif_code=AER_SIGNIF, notes=AER_NOTES)
For the multi-panel .docx / .xlsx and Markdown / Quarto cookbook (single-file paper-tables bundle), see references/08-tables-plots.md.
Step −1 — Pre-Analysis Plan (pre-data; AEA RCT Registry style)
Before touching the data, write down (a) the population, (b) the design, (c) the minimum detectable effect (MDE) under the planned sample size and α=0.05, β=0.20. Persist the result as pap.json so a referee can verify the design was powered before, not after, the data were seen.
import json
from statsmodels.stats.power import TTestIndPower, NormalIndPower
from statsmodels.stats.proportion import samplesize_proportions_2indep_onetail
analysis = TTestIndPower()
n_required = analysis.solve_power(effect_size=0.20, power=0.80, alpha=0.05, ratio=1.0)
print(f"n per arm for d=0.20, 80% power: {n_required:.0f}")
mde = analysis.solve_power(nobs1=2000, power=0.80, alpha=0.05, ratio=1.0)
print(f"MDE (Cohen's d) at n=2000 per arm: {mde:.3f}")
m, icc = 50, 0.05
deff = 1 + (m - 1) * icc
n_eff_required = analysis.solve_power(effect_size=0.20, power=0.80, alpha=0.05) * deff
print(f"n per arm under ICC={icc}, cluster size={m}: {n_eff_required:.0f}")
pap = {
"population": "manufacturing workers, 2010–2020",
"treatment": "training (binary, staggered adoption)",
"outcome": "log_wage",
"estimand": "ATT",
"design": "staggered DID, Callaway–Sant'Anna",
"alpha": 0.05,
"power_target": 0.80,
"mde_d": 0.20,
"n_planned": 12000,
"frozen_at": "2026-01-15T09:00:00Z",
"git_sha": "<paste>",
}
with open("artifacts/pap.json", "w") as f:
json.dump(pap, f, indent=2)
Commit artifacts/pap.json in the repo before Step 1. AEA RCT Registry / OSF preregistration tools accept it as the analysis-plan exhibit.
Step 0 — Sample-construction log & 5-check data contract
An AER §1 Data section has three jobs: (a) describe sources, (b) document every sample restriction (the "footnote 4" sample log), (c) lock the panel structure. The data contract is the cure for "mysterious sample-size shrinkage" bugs in the response letter.
0.1 Sample-construction log (footnote 4)
import pandas as pd, json
sample_log = []
df_raw = pd.read_csv("raw.csv")
sample_log.append(("0. raw", len(df_raw)))
df1 = df_raw.dropna(subset=["wage"])
sample_log.append(("1. drop missing wage", len(df1)))
df2 = df1[df1["age"].between(18, 65)]
sample_log.append(("2. drop age outside 18-65", len(df2)))
df3 = df2[df2["industry"].isin({"manuf","construction","transport"})]
sample_log.append(("3. keep target industries", len(df3)))
df = df3
for label, n in sample_log:
print(f" {label:<30s} N = {n:>10,d}")
with open("artifacts/sample_construction.json", "w") as f:
json.dump(sample_log, f, indent=2)
Paste the printed lines verbatim as footnote 4 of the paper.
0.2 Five-check data contract (go / no-go gate)
import pandas as pd, numpy as np, json
from scipy import stats
def data_contract(df, *, y, treatment, id=None, time=None, covariates=()):
"""Return a go/no-go dict. Stop the pipeline if any required check fails."""
keys = [y, treatment] + ([id, time] if id and time else []) + list(covariates)
c = {
"n_obs": len(df),
"dtypes": df[keys].dtypes.astype(str).to_dict(),
"n_missing": df[keys].isna().sum().to_dict(),
"n_dupes_on_keys": 0,
"panel_balanced": None,
"cohort_sizes": None,
}
if id and time:
c["n_dupes_on_keys"] = int(df.duplicated([id, time]).sum())
bal = df.groupby(id).size()
c["panel_balanced"] = bool((bal == bal.max()).all())
c["n_dropped_by_balance"] = int((bal != bal.max()).sum())
if "first_treat_year" in df.columns:
c["cohort_sizes"] = (
df.drop_duplicates(id).groupby("first_treat_year")
.size().to_dict()
)
c["y_range"] = (float(df[y].min()), float(df[y].max()))
c["treatment_share"] = float(df[treatment].mean())
miss_y = df[y].isna()
c["mcar_hint"] = "likely MCAR (listwise OK)"
if miss_y.any() and (~miss_y).any():
for cov in covariates:
if df[cov].dtype.kind in "fi":
_, p = stats.ttest_ind(df.loc[miss_y, cov].dropna(),
df.loc[~miss_y, cov].dropna(),
equal_var=False)
if p < 0.05:
c["mcar_hint"] = (f"NOT MCAR (y-miss differs on {cov}, p={p:.3f}) "
f"→ use MI / IPW, NOT listwise drop")
break
return c
contract = data_contract(df, y="wage", treatment="training",
id="worker_id", time="year",
covariates=["age", "edu", "tenure"])
assert contract["n_dupes_on_keys"] == 0, f"dup (id, time): {contract['n_dupes_on_keys']}"
assert all(v == 0 for v in contract["n_missing"].values()), \
f"NaNs on keys: {contract['n_missing']}"
with open("artifacts/data_contract.json", "w") as f:
json.dump(contract, f, indent=2, default=str)
If any assertion fires, stop and fix it in pandas. Estimators silently drop NaN rows downstream — this contract is the cheapest insurance against "why did N drop from 12,000 to 9,800 between Table 1 and Table 2?" referee questions.
Step 1 — Data cleaning
Deeper patterns: references/01-data-cleaning.md — missing-value strategies (MCAR/MAR/MNAR), outlier detection (IQR / z-score / Mahalanobis), dtype coercion, merging gotchas, panel-structure validation, deduplication.
import pandas as pd
import numpy as np
df = pd.read_csv("raw.csv")
df.info()
df.describe(include="all").T
df.isna().mean().sort_values(ascending=False)
df["year"] = pd.to_numeric(df["year"], errors="coerce")
df["wage"] = pd.to_numeric(df["wage"], errors="coerce")
df["gender"] = df["gender"].astype("category")
df["date"] = pd.to_datetime(df["date"], errors="coerce")
key_vars = ["wage", "training", "worker_id", "year"]
df = df.dropna(subset=key_vars)
df["tenure"] = df["tenure"].fillna(df["tenure"].median())
df["union"] = df["union"].fillna("unknown")
df["wage_z"] = (df["wage"] - df["wage"].mean()) / df["wage"].std()
outlier_mask = df["wage_z"].abs() > 4
print(f"{outlier_mask.sum()} rows flagged as |z|>4 on wage")
dupes = df.duplicated(subset=["worker_id", "year"], keep=False)
assert dupes.sum() == 0, f"{dupes.sum()} duplicate (worker_id, year) pairs"
df = df.merge(firm_chars, on="firm_id", how="left", validate="many_to_one")
panel_summary = df.groupby("worker_id")["year"].agg(["count", "min", "max"])
print(panel_summary.describe())
is_balanced = (panel_summary["count"] == panel_summary["count"].max()).all()
print(f"Balanced: {is_balanced}")
Key principle: pandas + explicit decisions. Never silently drop rows inside an estimator — all row exclusions happen in Step 1 with a printed count.
Step 2 — Variable construction & transformation
Deeper patterns: references/02-data-transformation.md — log/ihs/Box–Cox, winsorizing vs. trimming, within-group standardization, one-hot vs. ordinal vs. target encoding, interaction terms, lag/lead operators, first differences, deflation with CPI.
df["log_wage"] = np.log(df["wage"].clip(lower=1))
df["ihs_assets"] = np.arcsinh(df["assets"])
from scipy.stats.mstats import winsorize
df["wage_w"] = winsorize(df["wage"], limits=[0.01, 0.01]).data
df["age_std"] = (df["age"] - df["age"].mean()) / df["age"].std()
df = pd.get_dummies(df, columns=["industry"], prefix="ind", drop_first=True)
df["age_sq"] = df["age"] ** 2
df["training_x_edu"] = df["training"] * df["edu"]
df = df.sort_values(["worker_id", "year"])
df["wage_l1"] = df.groupby("worker_id")["log_wage"].shift(1)
df["wage_f1"] = df.groupby("worker_id")["log_wage"].shift(-1)
df["d_wage"] = df.groupby("worker_id")["log_wage"].diff()
df["wage_mean"] = df.groupby("worker_id")["log_wage"].transform("mean")
df["first_treat_year"] = df.groupby("worker_id")["training"] \
.transform(lambda s: s.idxmax() if s.any() else np.nan)
df["rel_time"] = df["year"] - df["first_treat_year"]
Step 2.5 — Empirical strategy (write the equation + identifying assumption)
This is the heart of an AER paper. Before any code, write down the equation explicitly and state the identifying assumption. Vague identification language is the single most common reason a referee rejects an applied paper. Persist the strategy as strategy.md so it is a dated, version-controlled artifact — not a post-hoc rationalization written after seeing the coefficient.
Equation × identifying assumption × Python estimator (decision table)
| Design | Estimating equation | Identifying assumption | Python estimator |
|---|
| 2×2 DID | Y_it = α_i + λ_t + β·D_it + X'γ + ε_it | parallel trends conditional on X | `pf.feols("y ~ i(treated, post, ref=0) |
| Event-study (CS / SA) | Y_it = α_i + λ_t + Σ_{e≠-1} β_e · 1{t-G_i = e} + ε_it | no anticipation + group-time PT | `pf.feols("y ~ i(rel, ref=-1) |
| 2SLS | Y_i = α + β·D_i + X'γ + ε_i; D_i = π·Z_i + X'δ + u_i | exclusion + relevance + monotonicity | linearmodels.iv.IV2SLS.from_formula("y ~ X + [D ~ Z]", df) |
| Sharp RD | Y_i = α + β·1{X_i ≥ c} + f(X_i) + ε_i (local poly) | continuity of E[Y(0)|X] at c, no manipulation | rdrobust(y, x, c=0) (+ rddensity) |
| SCM | Ŷ_1t(0) = Σ_j ŵ_j Y_jt, τ_t = Y_1t − Ŷ_1t(0) for t≥T_0 | pre-period fit + interpolation validity | pysynth · synthdid (R callout) |
| Selection-on-observables (matching/IPW/DML) | Y_i = m(X_i) + β·D_i + ε_i (Robinson partialling-out) | unconfoundedness + overlap | econml.dml.DML · econml.dr.DRLearner · causalml.matching.PSM |
Design picker (when the user is unsure)
┌─ running var + cutoff ───────────────── RDD (rdrobust)
│
├─ exogenous instrument Z ─────────────── IV/2SLS (linearmodels.IV2SLS)
data + question ─┤
├─ pre/post × treat/control ─┬ 2 periods ── 2×2 DID (pf.feols + i())
│ └ staggered ── CS / SA / BJS (att_gt / sunab / did_imputation)
│
├─ 1 treated unit + donor pool + long pre ── SCM (pysynth / synthdid)
│
├─ high-dim X, selection-on-observables ── ML causal (econml.dml / causalml — see §B)
│
└─ none of the above ──────────────────── matching + sensitivity (causalml + evalue)
Pre-registration strategy.md template
from pathlib import Path
strategy = """\
# Empirical Strategy (pre-registration)
**Frozen**: 2026-01-15 (Git SHA: <paste>)
**Population**: manufacturing workers, 2010–2020, balanced panel
**Treatment**: training (binary, staggered adoption)
**Outcome**: log_wage (CPI-deflated 2010 USD)
**Estimand**: ATT on the treated, dynamic horizon -4..+4
## Estimating equation (paste from §2.5 row that matches the design)
log_wage_it = α_i + λ_t + Σ_{e≠-1} β_e · 1{t - G_i = e} + ε_it
## Identifying assumption
1. No anticipation: E[Y_it(0) | t < G_i] = E[Y_it(0) | never-treated]
2. Group-time PT: Δ E[Y_it(0)] is the same across treatment cohorts
## Auto-flagged threats (must defend in §2)
- Selection of G_i on Y_i(0) → bacondecomp + honestdid sensitivity
- Spillover within firm → cluster at firm_id, also try firm_id × year
- Anticipation in pre-period → include lead in event study
## Fallback estimators (Step 6 robustness)
- Sun–Abraham via `pf.feols("y ~ sunab(G, t) | i + t", df)` (or R callout to `fixest::sunab`)
- Borusyak-Jaravel-Spiess via `did_imputation` (R callout)
- Synthetic DID via `synthdid` (R callout)
"""
Path("artifacts/strategy.md").write_text(strategy)
Commit artifacts/strategy.md in the repo before running Step 5 / Step 6. The git log of this file is the analysis plan.
Step 3 — Descriptive statistics & Table 1
Deeper patterns: references/03-descriptive-stats.md — stratified Table 1 with SMDs, weighted descriptives, distributional comparison (ECDF, QQ), correlation heatmaps + clustering, panel balance checks, time-series seasonality plots.
import seaborn as sns
import matplotlib.pyplot as plt
stats = df[["log_wage","age","edu","tenure","training"]].describe().T
stats["N"] = df[["log_wage","age","edu","tenure","training"]].notna().sum()
print(stats[["N","mean","std","min","25%","50%","75%","max"]])
from scipy import stats as sps
def table1(df, by, cols):
rows = []
for c in cols:
t, ctrl = df.loc[df[by]==1, c], df.loc[df[by]==0, c]
smd = (t.mean() - ctrl.mean()) / np.sqrt((t.var()+ctrl.var())/2)
p = sps.ttest_ind(t.dropna(), ctrl.dropna(), equal_var=False).pvalue
rows.append([c, t.mean(), t.std(), ctrl.mean(), ctrl.std(), smd, p])
return pd.DataFrame(rows, columns=["var","treat_mean","treat_sd",
"ctrl_mean","ctrl_sd","SMD","p"])
t1 = table1(df, by="training", cols=["log_wage","age","edu","tenure"])
print(t1.round(3))
corr = df[["log_wage","age","edu","tenure","training"]].corr()
sns.heatmap(corr, annot=True, cmap="RdBu_r", center=0, vmin=-1, vmax=1)
plt.tight_layout(); plt.savefig("fig_corr.pdf")
fig, ax = plt.subplots(figsize=(6,4))
for g, sub in df.groupby("training"):
sub["log_wage"].plot.kde(ax=ax, label=f"training={g}")
ax.set_xlabel("log wage"); ax.legend(); plt.savefig("fig_dist.pdf")
trend = df.groupby(["year","training"])["log_wage"].mean().unstack()
trend.plot(marker="o"); plt.ylabel("mean log wage"); plt.savefig("fig_trend.pdf")
df.groupby("year")["worker_id"].nunique().plot(kind="bar")
plt.ylabel("# unique workers"); plt.savefig("fig_panel_balance.pdf")
Step 3.5 — Identification graphics (Section "Identification, graphical evidence")
AER convention: the identification figure precedes the regression table. The reader should see graphical evidence that PT holds / first stage is strong / RD jumps cleanly before you ask them to trust your point estimate.
3.5.1 Event-study figure + numerical pre-trends test (DID identification)
Pre-period coefficients ≈ 0 (with the −1 reference period normalized to zero) is the visual evidence for parallel trends. Pair the figure with a numerical pre-trends test so reviewers don't have to eyeball it.
import pyfixest as pf
import matplotlib.pyplot as plt
es = pf.feols("log_wage ~ sunab(first_treat_year, year) | worker_id + year",
data=df, vcov={"CRV1": "worker_id"})
fig = pf.iplot(es,
figsize=(7, 4),
title="Figure 2a. Event-study coefficients (95% CI; ref. e = -1)",
xlabel="Years relative to treatment",
ylabel="Coefficient (ATT)")
fig.savefig("figures/fig2a_event_study.pdf", dpi=300)
fig.savefig("figures/fig2a_event_study.png", dpi=300)
import numpy as np
pre_idx = [k for k in es.coef().index if "rel_time::-" in k and "ref" not in k]
W = es.wald_test(pre_idx)
print(f"Pre-trends Wald χ² = {W.statistic:.2f}, p = {W.pvalue:.3f}")
try:
from bacondecomp import bacon
bd = bacon(df, y="log_wage", D="training", time="year", id_var="worker_id")
bd.plot(); plt.savefig("figures/fig2a_bacon.pdf", dpi=300)
except ImportError:
print("bacondecomp not installed; use R callout or Stata's -bacondecomp-.")
3.5.2 First-stage F-statistic + scatter (IV identification)
Rule of thumb: first-stage F ≥ 10 for OLS-style inference; F ≥ 23 for AR-equivalent inference (Stock–Yogo / Lee 2022).
from linearmodels.iv import IV2SLS
iv = IV2SLS.from_formula(
"log_wage ~ 1 + age + edu + [training ~ Z1 + Z2]",
data=df).fit(cov_type="clustered", clusters=df["firm_id"])
print(iv.first_stage)
print(iv.summary)
from binsreg import binsreg
res = binsreg(y=df["training"], x=df["Z1"], w=df[["age","edu"]],
nbins=20, polyreg=2, ci=(3,3))
res.bins_plot.savefig("figures/fig2b_first_stage.pdf", dpi=300)
3.5.3 RD: McCrary density + canonical RD plot
The signature RD figure is rdplot (CCT-style binned scatter with local-polynomial fit on each side), paired with the McCrary manipulation test.
from rdrobust import rdplot, rdrobust
from rddensity import rddensity, rdplotdensity
rdp = rdplot(y=df["outcome"], x=df["running_var"], c=0,
p=4, kernel="triangular", binselect="esmv")
plt.savefig("figures/fig2c_rdplot.pdf", dpi=300)
dens = rddensity(X=df["running_var"], c=0)
print(dens)
rdplotdensity(dens, X=df["running_var"])
plt.savefig("figures/fig2c_mccrary.pdf", dpi=300)
3.5.4 Matching: love plot (standardized differences pre vs post)
import causalml.matching as cm
from causalml.match import NearestNeighborMatch
import seaborn as sns
pre_smd = ((df.loc[df.training==1, ["age","edu","tenure"]].mean()
- df.loc[df.training==0, ["age","edu","tenure"]].mean())
/ df[["age","edu","tenure"]].std())
psm = NearestNeighborMatch(replace=False, ratio=1, random_state=42)
matched = psm.match(data=df, treatment_col="training",
score_cols=["age","edu","tenure"])
post_smd = ((matched.loc[matched.training==1, ["age","edu","tenure"]].mean()
- matched.loc[matched.training==0, ["age","edu","tenure"]].mean())
/ matched[["age","edu","tenure"]].std())
love = pd.DataFrame({"pre": pre_smd.abs(), "post": post_smd.abs()})
love.plot.barh(); plt.axvline(0.10, ls="--", c="r")
plt.title("Figure 2d. Love plot — |SMD| pre vs post matching (target < 0.10)")
plt.savefig("figures/fig2d_loveplot.pdf", dpi=300)
3.5.5 SCM: synthetic-control trajectory + gap plot
For synthetic-control designs the canonical Figure 2 is the treated-vs-synthetic time series with treatment time annotated.
from SyntheticControlMethods import Synth
sc = Synth(df, "outcome", "unit_id", "time", treatment_period=2015,
treated_unit=1, n_optim=10)
sc.plot(["original", "pointwise"], treated_label="Treated unit",
synth_label="Synthetic control")
plt.savefig("figures/fig2e_synth_trajectory.pdf", dpi=300)
Identification-specific checks (PT for DID, weak-IV F, density for RD, common support for matching) are also auto-run inside the Step-5 estimators — don't duplicate the numerics here, but DO produce the figures: a referee scans the figures first.
Step 4 — Diagnostic statistical tests
Deeper patterns: references/04-statistical-tests.md — every classical test with its null/alternative/decision rule (Shapiro–Wilk, Kolmogorov–Smirnov, Jarque–Bera, Breusch–Pagan, White, Goldfeld–Quandt, Durbin–Watson, Breusch–Godfrey, Ljung–Box, ADF, KPSS, Phillips–Perron, VIF, condition number, Hausman, Wu–Hausman, Sargan–Hansen).
Run diagnostics before taking estimates at face value. The 5 classes below cover 90% of applied work.
import statsmodels.api as sm
from statsmodels.stats.diagnostic import (
het_breuschpagan, het_white, acorr_breusch_godfrey, acorr_ljungbox,
)
from statsmodels.stats.outliers_influence import variance_inflation_factor
from statsmodels.stats.stattools import durbin_watson, jarque_bera
from scipy import stats as sps
X = sm.add_constant(df[["training","age","edu","tenure"]])
y = df["log_wage"]
ols = sm.OLS(y, X, missing="drop").fit()
jb_stat, jb_p, skew, kurt = jarque_bera(ols.resid)
sw_stat, sw_p = sps.shapiro(ols.resid.sample(min(5000, len(ols.resid))))
print(f"Jarque-Bera p={jb_p:.3f} Shapiro p={sw_p:.3f} skew={skew:.2f} kurt={kurt:.2f}")
bp = het_breuschpagan(ols.resid, ols.model.exog)
wh = het_white (ols.resid, ols.model.exog)
print(f"Breusch-Pagan p={bp[1]:.3f} White p={wh[1]:.3f}")
dw = durbin_watson(ols.resid)
bg = acorr_breusch_godfrey(ols, nlags=4)
lb = acorr_ljungbox(ols.resid, lags=[4,8], return_df=True)
print(f"Durbin-Watson={dw:.2f} Breusch-Godfrey p={bg[1]:.3f}")
print(lb)
vif = pd.DataFrame({
"var": X.columns,
"VIF": [variance_inflation_factor(X.values, i) for i in range(X.shape[1])]
})
print(vif)
cond_number = np.linalg.cond(X.values)
print(f"Condition number = {cond_number:.1f}")
from statsmodels.tsa.stattools import adfuller, kpss
adf_stat, adf_p, *_ = adfuller(df["log_wage"].dropna(), autolag="AIC")
kpss_stat, kpss_p, *_ = kpss (df["log_wage"].dropna(), regression="c", nlags="auto")
print(f"ADF p={adf_p:.3f} KPSS p={kpss_p:.3f}")
Decision table (classic rules of thumb):
| Test | Null | Action if rejected |
|---|
| Jarque–Bera / Shapiro | residuals ~ Normal | usually ignore when N large; bootstrap CIs if small-N inference matters |
| Breusch–Pagan / White | homoskedastic errors | use cov_type="HC3" or cluster SEs |
| Durbin–Watson / Breusch–Godfrey | no autocorrelation | use HAC (Newey–West) or cluster by unit |
| VIF > 10 / cond# > 30 | — | drop / combine collinear regressors |
| ADF rejects + KPSS fails to reject | series is stationary | fit levels |
| ADF fails to reject | unit root | first-difference or cointegration test |
Step 5 — Baseline empirical modeling (Section 4: Main Results)
Deeper patterns: references/05-modeling.md — every classical estimator with API: OLS, WLS, GLS, logit/probit, panel FE / RE / PO, clustered SEs, 2SLS / LIML / GMM, DID (2×2, TWFE, event study, CS, SA, BJS, SDiD), RD (sharp, fuzzy, kink, multi-cutoff), Synthetic Control, PSM / IPW / EB, DML / causal forest / DR-Learner.
This is the densest section of an applied paper. A modern AER §4 typically contains 2–3 multi-regression tables and one coefficient plot:
- Table 2 (main): progressive controls, 4–6 columns — Pattern A below
- Table 2-bis (design horse race): same coefficient under OLS / IV / DID / DML — Pattern B
- Table 2-ter (multi-outcome): same treatment, several outcomes side-by-side — Pattern C
- Figure 3 (coefplot): visual summary of β̂ and 95% CI across specs
Estimator routing (memorize this — getting it wrong silently produces nonsense):
- No FE / single low-card FE →
smf.ols("y ~ X", df).fit(cov_type="cluster", cov_kwds={"groups": df["i"]})
- High-dim FE →
pf.feols("y ~ X | fe1 + fe2", df, vcov={"CRV1":"i"})
- Two-way cluster →
pf.feols(..., vcov={"CRV1":"firm_id+year"})
- 2SLS / IV →
IV2SLS.from_formula("y ~ X + [D ~ Z]", df).fit(...) or pf.feols("y ~ X | D ~ Z", df)
- DID / event-study →
pf.feols("y ~ sunab(G, t) | i + t", df) for SA; R callout to did::att_gt for CS
Pick the estimator by identification strategy (not by "what's trendy"):
Observational cross-section, selection on observables → OLS + controls | PSM / IPW / DML
Observational panel, policy shock, parallel trends → DID (TWFE / CS / SA / BJS / SDiD)
Exogenous instrument for endogenous X → 2SLS / LIML / GMM (linearmodels / pyfixest)
Discontinuity in assignment rule → Sharp / Fuzzy / Kink RD (rdrobust)
N=1 treated unit, long panel → Synthetic Control (pysynth / SDiD)
High-dim controls or heterogeneous effects → DML / Causal Forest (econml)
Binary outcome → Logit / Probit (statsmodels)
Count outcome → Poisson / NegBin (pyfixest / statsmodels)
Canonical calls (details in references/05-modeling.md). The eight regression-table patterns A–H below are the AER table cookbook — pf.etable(*models, ...) is the workhorse, equivalent to Stata's outreg2/esttab and R's modelsummary.
5.A Pattern A — Progressive controls (the canonical Table 2)
Stable β̂ across columns ⇒ less concern that selection on observables is driving the estimate (Oster 2019 selection-stability logic; quantified in Step 6.f).
import pyfixest as pf
m1 = pf.feols("log_wage ~ training", data=df, vcov={"CRV1":"firm_id"})
m2 = pf.feols("log_wage ~ training + age + edu", data=df, vcov={"CRV1":"firm_id"})
m3 = pf.feols("log_wage ~ training + age + edu + tenure + firm_size", data=df, vcov={"CRV1":"firm_id"})
m4 = pf.feols("log_wage ~ training + age + edu + tenure + firm_size | industry + year",
data=df, vcov={"CRV1":"firm_id"})
m5 = pf.feols("log_wage ~ training + age + edu + tenure + firm_size | worker_id + year",
data=df, vcov={"CRV1":"firm_id"})
m6 = pf.feols("log_wage ~ training + age + edu + tenure + firm_size | worker_id + year + industry^year",
data=df, vcov={"CRV1":"firm_id"})
pf.etable([m1, m2, m3, m4, m5, m6],
type="tex", file="tables/table2_main.tex",
headers=["(1) Baseline", "(2) +Demog", "(3) +Labor-mkt",
"(4) Ind×Yr FE", "(5) Worker FE", "(6) Worker FE+Ind×Yr"],
digits=3, signif_code=[0.1, 0.05, 0.01],
notes="Cluster-robust SE in parentheses, clustered at firm_id.")
pf.etable([m1, m2, m3, m4, m5, m6], type="docx", file="tables/table2_main.docx")
AER convention: show ALL controls (and the intercept). Pass NEITHER keep= NOR drop= so every parameter is visible. Use keep=["training"] only when a focal-coefficient-only table is intentional (interaction-form heterogeneity, IV first-stage triplet); use drop=["Intercept"] only when you want to suppress the constant for paper aesthetics.
5.B Pattern B — Design horse race (Table 2-bis)
Show the same coefficient of interest under multiple identification strategies. This is the AER credibility move: convergent evidence across designs each making different identifying assumptions.
from linearmodels.iv import IV2SLS
from econml.dml import LinearDML
from causalml.match import NearestNeighborMatch
ols = pf.feols("log_wage ~ training + age + edu + tenure | industry + year",
data=df, vcov={"CRV1":"firm_id"})
iv = IV2SLS.from_formula("log_wage ~ 1 + age + edu + tenure + [training ~ Z1 + Z2]",
data=df).fit(cov_type="clustered", clusters=df["firm_id"])
did = pf.feols("log_wage ~ sunab(first_treat_year, year) | worker_id + year",
data=df, vcov={"CRV1":"firm_id"})
dml = LinearDML().fit(df["log_wage"], df["training"],
X=df[["age","edu","tenure","firm_size"]])
psm = NearestNeighborMatch(replace=False, ratio=1).match(
df, treatment_col="training", score_cols=["age","edu","tenure"])
from stargazer.stargazer import Stargazer
table = Stargazer([ols.fit, iv, dml._final_estimator])
table.title("Table 2-bis. Convergent evidence across designs")
table.custom_columns(["(1) OLS+FE", "(2) 2SLS", "(3) DML"], [1,1,1])
open("tables/table2b_designs.tex", "w").write(table.render_latex())
5.C Pattern C — Multi-outcome table (same X, several Y's)
ys = ["log_wage", "weeks_employed", "left_firm", "promoted"]
multi_y = [pf.feols(f"{y} ~ training + age + edu + tenure | industry + year",
data=df, vcov={"CRV1":"firm_id"}) for y in ys]
pf.etable(multi_y, type="tex", file="tables/table2c_multi_outcome.tex",
headers=ys, keep="training",
notes="Each column is a separate regression on the labelled outcome.")
5.D Pattern D — Stacked Panel A / Panel B table
Same model family, two horizons (short-run / long-run) or two samples. Stack vertically with two pf.etable calls + LaTeX glue.
panelA = [pf.feols("wage_t1 ~ training + X | industry + year", data=df, vcov={"CRV1":"firm_id"}),
pf.feols("wage_t1 ~ training + X | worker_id + year", data=df, vcov={"CRV1":"firm_id"})]
panelB = [pf.feols("wage_t5 ~ training + X | industry + year", data=df, vcov={"CRV1":"firm_id"}),
pf.feols("wage_t5 ~ training + X | worker_id + year", data=df, vcov={"CRV1":"firm_id"})]
pf.etable(panelA, type="tex", file="tables/table2d_horizons.tex",
headers=["(1) Industry FE", "(2) Worker FE"], keep="training",
custom_row=[("Horizon", "1 year", "1 year")])
5.E Pattern E — IV reporting triplet (first-stage / reduced-form / 2SLS)
The textbook AER IV table presents the first stage, the reduced form, and the 2SLS in three columns so the reader can verify Wald-ratio = RF / FS.
fs = pf.feols("training ~ Z + age + edu | industry + year", data=df, vcov={"CRV1":"firm_id"})
rf = pf.feols("log_wage ~ Z + age + edu | industry + year", data=df, vcov={"CRV1":"firm_id"})
iv2 = IV2SLS.from_formula("log_wage ~ 1 + age + edu + [training ~ Z]",
data=df).fit(cov_type="clustered", clusters=df["firm_id"])
pf.etable([fs, rf], type="tex", file="tables/table2e_iv_triplet.tex",
headers=["(1) First stage", "(2) Reduced form"], keep=["Z"],
notes=("First-stage F = " + f"{fs.fitstat()['F']:.2f}"))
IV triplet is intentionally focal: show only Z + endogenous regressor so the reader can eyeball the Wald ratio. Drop keep=["Z"] only if a referee asks for the full coefficient list.
5.F Pattern F — Causal-orchestrator main via did::att_gt / synth / econml.DML
For DID / SCM / matching mains, the modern Python estimator returns a self-contained estimate + automatic placebos / pre-trends / overlap diagnostics. Pipe into pf.etable via a thin adapter, or use Stargazer directly.
from econml.dml import CausalForestDML
dml = CausalForestDML(n_estimators=2000, min_samples_leaf=5)
dml.fit(df["log_wage"], df["training"], X=df[["age","edu","tenure","firm_size"]])
ate = dml.ate(df[["age","edu","tenure","firm_size"]])
ci = dml.ate_interval(df[["age","edu","tenure","firm_size"]])
print(f"DML ATE = {ate:.3f} (95% CI [{ci[0]:.3f}, {ci[1]:.3f}])")
5.G Pattern G — Subgroup pf.etable (Table 3, see Step 7)
One column per subgroup. Detailed code in §Step 7 — Heterogeneity.
5.H Pattern H — Robustness master (Table A1, see Step 6)
Stack every robustness specification next to the baseline. Detailed code in §Step 6.f.
Canonical estimator commands (the underlying primitives)
import statsmodels.formula.api as smf
import pyfixest as pf
from linearmodels.iv import IV2SLS
from rdrobust import rdrobust
ols = smf.ols("log_wage ~ training + age + edu + tenure", data=df).fit(
cov_type="cluster", cov_kwds={"groups": df["firm_id"]})
print(ols.summary())
fe = pf.feols("log_wage ~ training + age + edu + tenure | worker_id + year",
data=df, vcov={"CRV1": "worker_id"})
fe.summary()
did = smf.ols("log_wage ~ treated * post + age + edu", data=df).fit(
cov_type="cluster", cov_kwds={"groups": df["worker_id"]})
es = pf.feols("log_wage ~ i(rel_time, ref=-1) | worker_id + year",
data=df, vcov={"CRV1": "worker_id"})
pf.iplot(es)
iv = IV2SLS.from_formula(
"log_wage ~ 1 + age + edu + [training ~ draft_lottery]", data=df
).fit(cov_type="clustered", clusters=df["firm_id"])
print(iv.first_stage)
print(iv.summary)
rd = rdrobust(y=df["outcome"], x=df["running_var"], c=0,
kernel="triangular", bwselect="mserd")
print(rd)
logit = smf.logit("employed ~ training + age + edu", data=df).fit()
print(logit.summary())
print(logit.get_margeff().summary())
Step 6 — Robustness battery
Deeper patterns: references/06-robustness.md — alternative specifications (add/drop controls), subsample splits, alternative clustering levels, alternative outcome definitions, placebo tests (fake treatment / fake timing / permutation), specification curve, Oster δ*, randomization inference, leave-one-out, winsorization sensitivity.
Every headline result in the paper needs a robustness appendix. The canonical 6:
specs = [
"log_wage ~ training",
"log_wage ~ training + age + edu",
"log_wage ~ training + age + edu + tenure",
"log_wage ~ training + age + edu + tenure | worker_id",
"log_wage ~ training + age + edu + tenure | worker_id + year",
"log_wage ~ training + age + edu + tenure | worker_id + year + industry^year",
]
results = [pf.feols(f, data=df, vcov={"CRV1":"worker_id"}) for f in specs]
pf.etable(results)
for cl in ["worker_id", "firm_id", "industry", "state"]:
r = pf.feols("log_wage ~ training | worker_id+year", data=df, vcov={"CRV1": cl})
print(cl, r.coef()["training"], r.se()["training"])
for col in ["male", "has_college", "high_tenure"]:
for val in [0, 1]:
sub = df[df[col]==val]
r = pf.feols("log_wage ~ training | worker_id+year", data=sub)
print(col, val, r.coef()["training"], r.se()["training"])
df["fake_post"] = (df["year"] >= df["first_treat_year"] - 3).astype(int)
placebo = pf.feols("log_wage ~ fake_post | worker_id + year", data=df)
placebo.summary()
obs_coef = pf.feols("log_wage ~ training | worker_id+year", data=df).coef()["training"]
draws = []
for s in range(500):
df_s = df.copy()
df_s["training_perm"] = df_s.groupby("worker_id")["training"].transform(
lambda x: x.sample(frac=1, random_state=s).values)
r = pf.feols("log_wage ~ training_perm | worker_id+year", data=df_s)
draws.append(r.coef()["training_perm"])
p_perm = (np.abs(draws) >= abs(obs_coef)).mean()
print(f"Permutation p = {p_perm:.3f}")
import pyfixest as pf
base = pf.feols("log_wage ~ training + age + edu + tenure | industry + year",
data=df, vcov={"CRV1":"firm_id"})
no99 = pf.feols("log_wage ~ training + age + edu + tenure | industry + year",
data=df.query("wage < wage.quantile(0.99)"), vcov={"CRV1":"firm_id"})
balpan = pf.feols("log_wage ~ training + age + edu + tenure | industry + year",
data=df.groupby("worker_id").filter(lambda g: len(g) == g["year"].nunique()),
vcov={"CRV1":"firm_id"})
dropearly = pf.feols("log_wage ~ training + age + edu + tenure | industry + year",
data=df.query("first_treat_year > 2008"), vcov={"CRV1":"firm_id"})
wfe = pf.feols("log_wage ~ training + age + edu + tenure | worker_id + year",
data=df, vcov={"CRV1":"firm_id"})
cl2way = pf.feols("log_wage ~ training + age + edu + tenure | industry + year",
data=df, vcov={"CRV1":"firm_id+year"})
logy = pf.feols("np.log1p(wage) ~ training + age + edu + tenure | industry + year",
data=df, vcov={"CRV1":"firm_id"})
ihsy = pf.feols("np.arcsinh(wage) ~ training + age + edu + tenure | industry + year",
data=df, vcov={"CRV1":"firm_id"})
pf.etable([base, no99, balpan, dropearly, wfe, cl2way, logy, ihsy],
type="tex", file="tables/tableA1_robustness.tex",
headers=["(1) Baseline", "(2) Drop top 1%", "(3) Balanced",
"(4) Drop early", "(5) Worker FE", "(6) 2-way cluster",
"(7) log Y", "(8) IHS Y"],
keep="training",
notes="Each column is one robustness check. β̂ on training is the focal coefficient.")
import itertools, numpy as np
specs = []
for ctrls in [["age"], ["age","edu"], ["age","edu","tenure"], ["age","edu","tenure","firm_size"]]:
for trans in ["log_wage", "ihs_wage"]:
for mask_label, mask in [("all", slice(None)),
("manuf", df["industry"]=="manuf"),
("no99", df["wage"] < df["wage"].quantile(0.99))]:
for cl in ["firm_id", "firm_id+year"]:
d = df.loc[mask] if not isinstance(mask, slice) else df
fit = pf.feols(f"{trans} ~ training + {' + '.join(ctrls)} | industry + year",
data=d, vcov={"CRV1": cl})
b = fit.coef()["training"]
se = fit.se()["training"]
specs.append({
"label": f"c={'+'.join(ctrls)}/y={trans}/s={mask_label}/cl={cl}",
"b": b, "lo": b - 1.96*se, "hi": b + 1.96*se})
specs_df = pd.DataFrame(specs).sort_values("b").reset_index(drop=True)
fig, ax = plt.subplots(figsize=(10, 5))
ax.errorbar(specs_df.index, specs_df["b"],
yerr=[specs_df["b"]-specs_df["lo"], specs_df["hi"]-specs_df["b"]],
fmt="o", capsize=2, ms=3)
ax.axhline(0, ls="--", c="gray")
ax.set_xlabel("Specification (sorted by β̂)")
ax.set_ylabel("Coefficient on training")
ax.set_title("Figure 5. Specification curve")
plt.tight_layout()
plt.savefig("figures/fig5_spec_curve.pdf", dpi=300)
plt.savefig("figures/fig5_spec_curve.png", dpi=300)
def evalue(rr_point, rr_lower):
"""Min strength of unmeasured confounding to nullify; (point, ci_lower)."""
e_point = rr_point + np.sqrt(rr_point * (rr_point - 1))
e_ci = rr_lower + np.sqrt(rr_lower * (rr_lower - 1)) if rr_lower > 1 else 1.0
return e_point, e_ci
print("E-value (point, CI):", evalue(1.45, 1.10))
Step 7 — Further analysis (mechanism / heterogeneity / mediation / moderation)
Deeper patterns: references/07-further-analysis.md — subgroup + Wald interaction test, triple-difference (DDD) for effect heterogeneity, Baron–Kenny / Imai mediation, causal mediation with sensitivity, moderated mediation, outcome ladder (short → intermediate → final), dose-response curves, CATE via causal forest.
het = pf.feols("log_wage ~ training + training:female + age + edu | worker_id + year",
data=df, vcov={"CRV1": "worker_id"})
het.summary()
from scipy.stats import chi2
male_r = pf.feols("log_wage ~ training | worker_id+year", data=df[df.female==0])
female_r = pf.feols("log_wage ~ training | worker_id+year", data=df[df.female==1])
diff = male_r.coef()["training"] - female_r.coef()["training"]
se = np.sqrt(male_r.se()["training"]**2 + female_r.se()["training"]**2)
wald = (diff/se)**2
print(f"Wald = {wald:.2f}, p = {1-chi2.cdf(wald,1):.3f}")
ddd = pf.feols(
"log_wage ~ treated*post*high_exposure | worker_id + year",
data=df, vcov={"CRV1":"firm_id"})
for out in ["hours_worked", "productivity", "log_wage"]:
r = pf.feols(f"{out} ~ training | worker_id + year", data=df)
print(out, r.coef()["training"], r.se()["training"])
b_coef = smf.ols("hours_worked ~ training + age+edu", data=df).fit().params["training"]
d_coef = smf.ols("log_wage ~ training + hours_worked + age+edu", data=df) \
.fit().params["hours_worked"]
print(f"Indirect effect via hours = {b_coef*d_coef:.3f}")
from econml.dml import CausalForestDML
cf = CausalForestDML(n_estimators=1000, min_samples_leaf=5)
cf.fit(df["log_wage"], df["training"], X=df[["age","edu","tenure","firm_size"]])
tau = cf.effect(df[["age","edu","tenure","firm_size"]])
cf.feature_importances_
Step 8 — Publication tables & figures
This step is mandatory — every analysis run produces all 5 required tables (T1–T5) and all 4 required figures (F1–F4) defined in the Default Output Spec at the top of this skill. Do not skip Step 8 because "the regression already ran". A coefficient without a table and a figure is not how applied economics communicates a result.
Deeper patterns: references/08-tables-plots.md — stargazer and pf.etable() for regression tables; coefficient plots with CIs; event-study plots (pre/post coefficients with reference line); binscatter; forest plots for subgroup analysis; RD plots; LaTeX / Word / Excel export.
from stargazer.stargazer import Stargazer
table = Stargazer([r.fit for r in [ols_m1, ols_m2, ols_m3, ols_m4, ols_m5, ols_m6]])
table.title("Effect of training on log wage")
table.custom_columns(["(1)","(2)","(3)","(4)","(5)","(6)"], [1]*6)
open("tables/table2_main.tex","w").write(table.render_latex())
pf.etable([m1, m2, m3, m4, m5, m6],
type="tex", file="tables/table2_main.tex",
headers=["(1) Raw","(2) +Demog","(3) +Tenure",
"(4) +Unit FE","(5) +2-way FE","(6) +Ind×Year FE"],
digits=3, signif_code=[0.1, 0.05, 0.01],
notes="Cluster-robust SE in parentheses, clustered at worker_id.")
pf.etable([m1, m2, m3, m4, m5, m6], type="docx", file="tables/table2_main.docx")
t1.to_latex("tables/table1_balance.tex", float_format="%.3f", index=False)
t1.to_excel("tables/table1_balance.xlsx", index=False)
ladder = [pf.feols(f"{y} ~ training + age + edu + tenure | worker_id + year",
data=df, vcov={"CRV1":"worker_id"})
for y in ["hours_worked", "productivity", "log_wage"]]
pf.etable(ladder, type="tex", file="tables/table3_mechanism.tex",
headers=["Hours worked", "Productivity", "Log wage"],
notes="Each column is a separate regression on the labelled outcome.")
het_specs = {
"All": df,
"Female=0": df[df.female==0],
"Female=1": df[df.female==1],
"Age<40": df[df.age<40],
"Age>=40": df[df.age>=40],
"Manufacturing": df[df.industry.eq("manufacturing")],
}
het_models = [pf.feols("log_wage ~ training + age + edu + tenure | worker_id + year",
data=d, vcov={"CRV1":"worker_id"})
for d in het_specs.values()]
pf.etable(het_models, type="tex", file="tables/table4_heterogeneity.tex",
headers=list(het_specs.keys()),
notes="Cluster-robust SE at worker_id. Wald p-values for cross-subgroup equality "
"should accompany this table — see references/07.")
rob = {
"Baseline": pf.feols("log_wage ~ training | worker_id + year", df,
vcov={"CRV1":"worker_id"}),
"Cluster=firm": pf.feols("log_wage ~ training | worker_id + year", df,
vcov={"CRV1":"firm_id"}),
"Two-way clust": pf.feols("log_wage ~ training | worker_id + year", df,
vcov={"CRV3x1":["worker_id","firm_id"]}),
"Winsor 1/99": pf.feols("log_wage ~ training | worker_id + year",
df.assign(log_wage=df.log_wage.clip(*df.log_wage.quantile([.01,.99]))),
vcov={"CRV1":"worker_id"}),
"Drop manuf": pf.feols("log_wage ~ training | worker_id + year",
df[df.industry!="manufacturing"], vcov={"CRV1":"worker_id"}),
"Placebo (-3)": pf.feols("log_wage ~ fake_post | worker_id + year",
df, vcov={"CRV1":"worker_id"}),
}
pf.etable(list(rob.values()), type="tex", file="tables/table5_robustness.tex",
headers=list(rob.keys()))
fig, ax = plt.subplots(figsize=(6, 3.5))
labels, betas, lows, highs = [], [], [], []
for name, r in [("(1)",m1),("(2)",m2),("(3)",m3),("(4)",m4),("(5)",m5),("(6)",m6)]:
b = r.coef()["training"]; se = r.se()["training"]
labels.append(name); betas.append(b)
lows.append(b-1.96*se); highs.append(b+1.96*se)
betas = np.array(betas); lows = np.array(lows); highs = np.array(highs)
ax.errorbar(labels, betas, yerr=[betas-lows, highs-betas], fmt="o", capsize=3, color="navy")
ax.axhline(0, ls="--", color="gray", alpha=.6)
ax.set_ylabel("ATT on log wage"); ax.set_xlabel("Specification")
plt.tight_layout()
plt.savefig("figures/fig3_coefplot.pdf"); plt.savefig("figures/fig3_coefplot.png", dpi=300)
fig, ax = plt.subplots(figsize=(7, 4))
pf.iplot(es, ax=ax)
ax.axhline(0, ls="--", color="gray"); ax.axvline(-0.5, ls=":", color="gray")
ax.set_xlabel("Years relative to treatment"); ax.set_ylabel("Coefficient (ATT)")
plt.tight_layout()
plt.savefig("figures/fig2_event_study.pdf"); plt.savefig("figures/fig2_event_study.png", dpi=300)
specs_curve = []
for fe in ["", "| worker_id", "| worker_id + year", "| worker_id + year + industry^year"]:
for ctrl in [[], ["age"], ["age","edu"], ["age","edu","tenure"]]:
f = "log_wage ~ training" + ("+" + "+".join(ctrl) if ctrl else "") + " " + fe
try:
r = pf.feols(f, df, vcov={"CRV1":"worker_id"})
specs_curve.append({"spec": f.strip(), "b": r.coef()["training"],
"se": r.se()["training"]})
except Exception:
pass
sc = pd.DataFrame(specs_curve).sort_values("b").reset_index(drop=True)
fig, ax = plt.subplots(figsize=(7, 4))
ax.errorbar(range(len(sc)), sc["b"], yerr=1.96*sc["se"], fmt="o", ms=3, color="navy", alpha=.7)
ax.axhline(0, ls="--", color="gray")
ax.set_xlabel("Specification rank (sorted by point estimate)")
ax.set_ylabel("Coefficient on training")
plt.tight_layout()
plt.savefig("figures/fig4_sensitivity.pdf"); plt.savefig("figures/fig4_sensitivity.png", dpi=300)
fig, ax = plt.subplots(figsize=(7, 4))
trend = df.groupby(["year","training"])["log_wage"].mean().unstack()
trend.plot(ax=ax, marker="o", color={0:"darkred", 1:"navy"})
ax.axvline(policy_year, ls="--", color="gray", label="Policy")
ax.set_ylabel("Mean log wage"); ax.set_xlabel("Year")
ax.legend(["Control","Treated","Policy"])
plt.tight_layout()
plt.savefig("figures/fig1_trend.pdf"); plt.savefig("figures/fig1_trend.png", dpi=300)
from binsreg import binsreg
binsreg(y=df["log_wage"], x=df["tenure"], w=df[["age","edu"]], nbins=20)
plt.savefig("figures/figA_binscatter.pdf")
from rdrobust import rdplot
Deliverables checklist (verify before declaring the run complete):
[ ] tables/table1_balance.tex [ ] figures/fig1_trend.pdf
[ ] tables/table2_main.tex ★ [ ] figures/fig2_event_study.pdf
[ ] tables/table3_mechanism.tex [ ] figures/fig3_coefplot.pdf
[ ] tables/table4_heterogeneity.tex
[ ] tables/table5_robustness.tex [ ] figures/fig4_sensitivity.pdf
[ ] tables/tableA1_robustness.tex [ ] figures/fig5_spec_curve.pdf
[ ] artifacts/sample_construction.json (footnote 4)
[ ] artifacts/data_contract.json
[ ] artifacts/result.json (reproducibility stamp — see 8l)
8l. Reproducibility stamp
The single artifact a journal's replication office (or a future co-author) needs to reproduce the headline number. Persist Python version, seed, dataset hash, baseline coefficient + CI, and pointers to the protocol/contract:
import json, sys, hashlib, pyfixest
b_hat = float(base.coef()["training"])
se = float(base.se()["training"])
lo, hi = b_hat - 1.96*se, b_hat + 1.96*se
dataset_sha = hashlib.sha256(
pd.util.hash_pandas_object(df, index=True).values.tobytes()
).hexdigest()[:16]
stamp = {
"python_version": sys.version,
"pyfixest_version": pyfixest.__version__,
"seed": 42,
"dataset_sha256_16": dataset_sha,
"n_obs": int(base._N),
"estimand": "ATT",
"estimator": "pf.feols",
"estimate": b_hat,
"se_cluster": se,
"ci95": [lo, hi],
"pre_registration": "artifacts/strategy.md",
"data_contract": "artifacts/data_contract.json",
"sample_log": "artifacts/sample_construction.json",
"paper_bundle": "tables/table2_main.tex",
}
with open("artifacts/result.json", "w") as f:
json.dump(stamp, f, indent=2)
Commit artifacts/result.json alongside the paper PDF. A referee should be able to run python master.py and bit-identically reproduce this JSON.
§A — Epidemiology / Public Health Mode
When the user's wording flags Mode A (target-trial emulation / IPTW / TMLE / MR / STROBE / 流行病学 / 公共健康 / RWE / cohort), the 8 steps still apply — but Step 5 swaps the OLS-and-FE stack for the doubly-robust + survival + MR triplet, and the deliverables follow STROBE / TRIPOD-AI conventions. Steps 1–4 (cleaning, construction, Table 1, diagnostics) and Step 8 (tables/figures export) are identical to the Default mode.
Library footprint (install on top of the Default stack):
pip install zepid
pip install lifelines
pip install scikit-survival
pip install pymr
pip install rpy2
A.0 Cohort construction + target-trial protocol
Write the protocol before touching the data. Save it as protocol.yml and quote it in the paper.
target_trial = {
"eligibility": {"age": "40-75", "no_prior_event": True, "ascertained_at": "t0"},
"treatment": {"A=1": "statin initiation", "A=0": "no initiation"},
"assignment": "random at t0 (emulated by IPTW on baseline covariates)",
"follow_up_start":"t0 (treatment initiation date)",
"outcome": "incident MI within 5 years",
"estimand": "intention-to-treat ATE on risk difference + hazard ratio",
"censoring": {"loss_to_FU": True, "competing_risk": "death from non-MI causes"},
}
cohort = (df
.query("age >= 40 & age <= 75 & prior_MI == 0")
.assign(t0 = lambda d: d["statin_initiation_date"].fillna(d["enrollment_date"]),
event_5y = lambda d: ((d["MI_date"] - d["t0"]).dt.days <= 365*5).astype(int),
time_at_risk = lambda d: ((d["censor_date"] - d["t0"]).dt.days.clip(0, 365*5))))
A.1 Table 1 by exposure (identical to Default Step 3)
Use the same tableone / gtsummary-style call from Step 3, just groupby="A" (treatment indicator). E-values for unmeasured confounding go in the footer.
A.2 DAG + propensity-score overlap (positivity check)
from sklearn.linear_model import LogisticRegression
from sklearn.preprocessing import StandardScaler
X = df[["age", "edu", "smoke", "bmi", "ldl", "sbp"]]
y = df["A"]
ps = LogisticRegression(max_iter=1000).fit(StandardScaler().fit_transform(X), y).predict_proba(StandardScaler().fit_transform(X))[:, 1]
df["ps"] = ps
import matplotlib.pyplot as plt, seaborn as sns
sns.kdeplot(data=df, x="ps", hue="A", common_norm=False)
plt.savefig("figures/figA2_ps_overlap.pdf")
A.3 IPTW + g-formula + TMLE doubly-robust triplet (Step 5 swap)
The "AER Table 2" of epi: a 3-column table where each column is one of {IPTW-MSM, g-formula, TMLE} so the reader can confirm doubly-robust agreement.
import zepid as ze
from zepid.causal.ipw import IPTW
from zepid.causal.gformula import TimeFixedGFormula
from zepid.causal.doublyrobust import TMLE
iptw = IPTW(df, treatment="A", outcome="event_5y")
iptw.treatment_model("age + edu + smoke + bmi + ldl + sbp", print_results=False)
iptw.outcome_model("A", print_results=False)
iptw.fit()
RD_iptw, CI_iptw = iptw.risk_difference, iptw.risk_difference_ci
gf = TimeFixedGFormula(df, exposure="A", outcome="event_5y")
gf.outcome_model("A + age + edu + smoke + bmi + ldl + sbp")
gf.fit(treatment="all") ; r1 = gf.marginal_outcome
gf.fit(treatment="none") ; r0 = gf.marginal_outcome
RD_gf = r1 - r0
tmle = TMLE(df, exposure="A", outcome="event_5y")
tmle.exposure_model("age + edu + smoke + bmi + ldl + sbp")
tmle.outcome_model("A + age + edu + smoke + bmi + ldl + sbp")
tmle.fit()
RD_tmle, CI_tmle = tmle.risk_difference, tmle.risk_difference_ci
import pandas as pd
tableA3 = pd.DataFrame({
