RegressionDiscontinuity

class causalpy.pymc_experiments.RegressionDiscontinuity

A class to analyse sharp regression discontinuity experiments.

Parameters:

• data (DataFrame) – A pandas dataframe

• formula (str) – A statistical model formula

• treatment_threshold (float) – A scalar threshold value at which the treatment is applied

• model – A PyMC model

• running_variable_name (str) – The name of the predictor variable that the treatment threshold is based upon

• epsilon (float) – A small scalar value which determines how far above and below the treatment threshold to evaluate the causal impact.

• bandwidth (float) – Data outside of the bandwidth (relative to the discontinuity) is not used to fit the model.

Methods

RegressionDiscontinuity.__init__(data, ...)
RegressionDiscontinuity.plot([round_to])	Plot the results
RegressionDiscontinuity.print_coefficients([...])	Prints the model coefficients
RegressionDiscontinuity.summary([round_to])	Print text output summarising the results

Attributes

expt_type
idata	Access to the models InferenceData object
model

__init__(data, formula, treatment_threshold, model=None, running_variable_name='x', epsilon=0.001, bandwidth=inf, **kwargs)

Parameters:

• data (DataFrame)

• formula (str)

• treatment_threshold (float)

• running_variable_name (str)

• epsilon (float)

• bandwidth (float)

__new__(*args, **kwargs)