pybdiff

Python replication of Stata's bdiff command. Tests whether regression coefficients differ across two subgroups using permutation tests, bootstrap tests, or parametric Wald tests — with optional parallel execution.

Attribution

This package is a Python reimplementation of the Stata command bdiff originally written by:

Lian, Yujun (连玉君). bdiff: Coefficient Difference Test across Two Groups. Version 1.04, 24 Nov 2020. Sun Yat-sen University. Email: arlionn@163.com · Blog: https://www.lianxh.cn

All methodological credit belongs to the original author. The bootstrap and permutation procedures follow:

Efron, B., Tibshirani, R., 1993. An Introduction to the Bootstrap. Chapman & Hall.

Installation

pip install pybdiff

Quick Start

from pybdiff import bdiff

result = bdiff(
    df      = df,
    group   = "treated",          # column with values 0 and 1
    formula = "y ~ x1 + x2 | firm + year",
    vcov    = {"CRV1": "firm"},
    method  = "permutation",      # "permutation", "bootstrap", or "wald"
    reps    = 500,
    seed    = 42,
    n_jobs  = -1,                 # use all CPU cores
)
print(result)

Methods

Parameters

Returns

pd.DataFrame indexed by variable name with columns:

• b_group0, b_group1 — estimated coefficients per group
• diff — coefficient difference (b0 − b1)
• stat — test statistic (frequency count or chi-squared)
• p_value — two-sided p-value
• se_diff — standard error of the difference (Wald only)
• valid_reps — successful resampling iterations (resampling only)

Dependencies

• pyfixest
• pandas, numpy, scipy, joblib, tqdm

License

MIT