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v0.6.0: Complete Econometrics Toolkit + JOSS Paper

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@brycewang-stanford brycewang-stanford released this 07 Apr 01:53

StatsPAI v0.6.0

New Methods (30+ modules)

  • GLM & Discrete Choice: glm(), logit(), probit(), mlogit(), ologit(), oprobit(), clogit()
  • Count Data: poisson(), nbreg(), ppmlhdfe(), zip_model(), zinb(), hurdle()
  • Advanced IV: liml(), jive(), lasso_iv()
  • Survival Analysis: cox(), kaplan_meier(), survreg(), logrank_test()
  • Time Series: var(), granger_causality(), irf(), structural_break(), engle_granger(), johansen()
  • Nonparametric: lpoly(), kdensity()
  • Experimental Design: randomize(), balance_check(), attrition_test(), optimal_design()
  • Missing Data: mice(), mi_estimate()
  • Mendelian Randomization: mendelian_randomization(), mr_egger(), mr_ivw()
  • Panel Extensions: panel_logit(), panel_probit(), panel_fgls(), interactive_fe(), panel_unitroot()
  • System Estimation: sureg(), three_sls(), gmm()
  • Structural: blp(), frontier()
  • Other: fracreg(), betareg(), biprobit(), etregress(), truncreg(), mixed()

Smart Workflow Engine (unique to StatsPAI)

  • recommend() — suggests estimators given data + research question
  • compare_estimators() — runs multiple methods, reports agreement
  • assumption_audit() — tests all assumptions in one call
  • sensitivity_dashboard() — multi-dimensional sensitivity analysis
  • pub_ready() — journal-specific publication readiness checklist
  • replicate() — built-in famous datasets (Card 1995, LaLonde 1986, Lee 2008)

JOSS Paper

  • Paper submitted to Journal of Open Source Software
  • Validated against published benchmarks (Card 1995, Dehejia & Wahba 1999, Lee 2008)
  • Cross-validated against EconML

Total: 390+ functions from a single import statspai as sp