4. Datasets#

4.1. Dataset Loaders#

datasets.fetch_401K([return_type, ...])

Data set on financial wealth and 401(k) plan participation.

datasets.fetch_bonus([return_type, ...])

Data set on the Pennsylvania Reemployment Bonus experiment.

4.2. Dataset Generators#

datasets.make_plr_CCDDHNR2018([n_obs, ...])

Generates data from a partially linear regression model used in Chernozhukov et al. (2018) for Figure 1.

datasets.make_pliv_CHS2015(n_obs[, alpha, ...])

Generates data from a partially linear IV regression model used in Chernozhukov, Hansen and Spindler (2015).

datasets.make_irm_data([n_obs, dim_x, ...])

Generates data from a interactive regression (IRM) model.

datasets.make_iivm_data([n_obs, dim_x, ...])

Generates data from a interactive IV regression (IIVM) model.

datasets.make_plr_turrell2018([n_obs, ...])

Generates data from a partially linear regression model used in a blog article by Turrell (2018).

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).

datasets.make_did_SZ2020([n_obs, dgp_type, ...])

Generates data from a difference-in-differences model used in Sant'Anna and Zhao (2020).

datasets.make_ssm_data([n_obs, dim_x, ...])

Generates data from a sample selection model (SSM).

datasets.make_confounded_plr_data([n_obs, ...])

Generates counfounded data from an partially linear regression model.

datasets.make_confounded_irm_data([n_obs, ...])

Generates counfounded data from an interactive regression model.

datasets.make_heterogeneous_data([n_obs, p, ...])

Creates a simple synthetic example for heterogeneous treatment effects.

datasets.make_irm_data_discrete_treatments([...])

Generates data from a interactive regression (IRM) model with multiple treatment levels (based on an underlying continous treatment).

rdd.datasets.make_simple_rdd_data([n_obs, ...])

Generates synthetic data for a regression discontinuity design (RDD) analysis.