Econometrics

Causal inference and regression methods for development research, implemented in Python and R.

Contents

Script Method Language
difference_in_differences.py DiD with parallel trends test Python
propensity_score_matching.py PSM with nearest-neighbor and caliper matching Python
regression_discontinuity.py Sharp RDD with bandwidth selection Python
instrumental_variables.py 2SLS estimation with diagnostics Python
sensitivity_analysis.py Rosenbaum bounds for causal claims Python
did_analysis.R DiD with event study plot R
psm_analysis.R PSM using MatchIt package R

Sample Data

sample_program_data.csv contains simulated data for a development program evaluation:

  • 500 observations (250 treatment, 250 control)
  • Pre/post periods with outcome, covariates, and treatment assignment
  • Includes a running variable for RDD examples

Usage

# Python
pip install pandas numpy statsmodels scipy matplotlib
python difference_in_differences.py

# R
Rscript did_analysis.R

For Stata implementations, see stata_snippets/stata_impact_evaluation/.