3. Datasets

3.1. Dataset Loaders

fetch_401K([return_type, polynomial_features])	Data set on financial wealth and 401(k) plan participation.
fetch_bonus([return_type, polynomial_features])	Data set on the Pennsylvania Reemployment Bonus experiment.

3.2. Dataset Generators

irm.datasets.make_irm_data([n_obs, dim_x, ...])	Generates data from a interactive regression (IRM) model.
irm.datasets.make_iivm_data([n_obs, dim_x, ...])	Generates data from a interactive IV regression (IIVM) model.
irm.datasets.make_heterogeneous_data([...])	Creates a simple synthetic example for heterogeneous treatment effects.
irm.datasets.make_irm_data_discrete_treatments([...])	Generates data from a interactive regression (IRM) model with multiple treatment levels (based on an underlying continous treatment).
irm.datasets.make_confounded_irm_data([...])	Generates counfounded data from an interactive regression model.
irm.datasets.make_ssm_data([n_obs, dim_x, ...])	Generates data from a sample selection model (SSM).
plm.datasets.make_plr_CCDDHNR2018([n_obs, ...])	Generates data from a partially linear regression model used in Chernozhukov et al. (2018) for Figure 1.
plm.datasets.make_plr_turrell2018([n_obs, ...])	Generates data from a partially linear regression model used in a blog article by Turrell (2018).
plm.datasets.make_pliv_CHS2015(n_obs[, ...])	Generates data from a partially linear IV regression model used in Chernozhukov, Hansen and Spindler (2015).
plm.datasets.make_pliv_multiway_cluster_CKMS2021([...])	Generates data from a partially linear IV regression model with multiway cluster sample used in Chiang et al. (2021).
plm.datasets.make_confounded_plr_data([...])	Generates counfounded data from an partially linear regression model.
did.datasets.make_did_SZ2020([n_obs, ...])	Generates data from a difference-in-differences model used in Sant'Anna and Zhao (2020).
did.datasets.make_did_CS2021([n_obs, ...])	Generate synthetic panel data for difference-in-differences analysis based on Callaway and Sant'Anna (2021).
did.datasets.make_did_cs_CS2021([n_obs, ...])	Generate synthetic repeated cross-sectional data for difference-in-differences analysis based on Callaway and Sant'Anna (2021).
rdd.datasets.make_simple_rdd_data([n_obs, ...])	Generates synthetic data for a regression discontinuity design (RDD) analysis.