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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

Project details


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