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A Pythonic Package for Regression Discontinuity

Project description

State of the Art RD Packages For Python

Installation

Please note that installation should be done with a mixture of pip and direct installations in R so that the correct versions of packages are installed.

With pip for python: pip install py_rdpackages

Important: you need to have the original rdrobust installed in R: install.packages('rdrobust')

Notes:

  • rdrobust requires the newest version of ggplot2 so please: install.packages('ggplot2')
  • The rdrobust and ggplot2 versions in Anaconda lag behind the current release for R. Please install in R directly as opposed to through conda.

Introduction and Use

These packages are a work in progress, but are an attempt to create a wrapper to implement the wonderful RD packages found here (https://sites.google.com/site/rdpackages/rdrobust) which utilize R or Stata, so that they can be used in Python directly.

I utilize the graphics package of Seaborn to make the plots look nice and to enable additional features, like binning points by size.

There are three packages in py_rdpackages:

  1. rdplot creates plots of the regression discontinuity with a variety of options.
  2. rdrobust does the RD and reports the regression results.
  3. rdbwselect selects the optimal bandwidth size.

A Example of the Output

The code in the testing folder produces the following example.

Alt text

Requirements and Stability

Use of the programs requires all of the following packages in Python:

  1. rpy2 for running R in Python
  2. matplotlib and seaborn for producing high quality graphics
  3. pandas, numpy and for data manipulation and dataframe reading

Currently tested and stable for:

  • rdrobust version 0.99.9
  • rpy2 version 2.9.4 (last version updated through conda -- may work for later versions)
  • ggplot2 version 3.3.0

Limitations

  1. ryp2 produced slow pandas DF to R DF conversions, so I use pd.df.to_csv('temp_file_for_rd.csv') as a solution and then delete that same file after doing the analysis. This should be fixed in future versions.
  2. Of course, Python calling R and then converting back to python is not ideal. Some future version should code this from scratch.

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