Tools to implement regression discontinuity designs in Python.
Project description
rdd
rdd is a set of tools for implementing regression discontinuity designs in Python. At present, it only allows for inputs that are pandas Series or DataFrames. Check out the tutorial here for a guide to using this package.
Installation:
To install using pip
, run pip install rdd
. See here for more information and to download from PyPI. Otherwise, you can download this repository.
Current Features:
- Computes the Imbens-Kalyanaraman optimal bandwidth (see this article for details)
- Creates a dataset containing only observations within a given bandwidth
- Generates a reduced pandas DataFrame for graphical analysis (such as binned scatter plots) when the number of observations is large
- Implements a sharp RDD
- With or without user supplied equation and/or controls
- Via OLS or WLS
Features to Come:
- Tutorial on how to check rdd's statistical assumptions in Python, such as using:
- Continuity plots
- Density plots
- Tests for discontinuities
- Checking for balance and testing for random assignment (though not a requirement, it can still be a useful check)
- McCrary tests
- Implementation of Fuzzy RDD
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