diff-diff 2.0.4__cp312-cp312-macosx_11_0_arm64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- diff_diff/__init__.py +226 -0
- diff_diff/_backend.py +64 -0
- diff_diff/_rust_backend.cpython-312-darwin.so +0 -0
- diff_diff/bacon.py +979 -0
- diff_diff/datasets.py +708 -0
- diff_diff/diagnostics.py +927 -0
- diff_diff/estimators.py +1000 -0
- diff_diff/honest_did.py +1493 -0
- diff_diff/linalg.py +980 -0
- diff_diff/power.py +1350 -0
- diff_diff/prep.py +1338 -0
- diff_diff/pretrends.py +1067 -0
- diff_diff/results.py +703 -0
- diff_diff/staggered.py +2297 -0
- diff_diff/sun_abraham.py +1176 -0
- diff_diff/synthetic_did.py +738 -0
- diff_diff/triple_diff.py +1291 -0
- diff_diff/twfe.py +344 -0
- diff_diff/utils.py +1481 -0
- diff_diff/visualization.py +1627 -0
- diff_diff-2.0.4.dist-info/METADATA +2257 -0
- diff_diff-2.0.4.dist-info/RECORD +23 -0
- diff_diff-2.0.4.dist-info/WHEEL +4 -0
diff_diff/datasets.py
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"""
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Real-world datasets for Difference-in-Differences analysis.
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This module provides functions to load classic econometrics datasets
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commonly used for teaching and demonstrating DiD methods.
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All datasets are downloaded from public sources and cached locally
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for subsequent use.
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"""
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from io import StringIO
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from pathlib import Path
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from typing import Dict
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from urllib.error import HTTPError, URLError
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from urllib.request import urlopen
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import numpy as np
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import pandas as pd
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# Cache directory for downloaded datasets
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_CACHE_DIR = Path.home() / ".cache" / "diff_diff" / "datasets"
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def _get_cache_path(name: str) -> Path:
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"""Get the cache path for a dataset."""
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_CACHE_DIR.mkdir(parents=True, exist_ok=True)
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return _CACHE_DIR / f"{name}.csv"
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def _download_with_cache(
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url: str,
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name: str,
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force_download: bool = False,
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) -> str:
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"""Download a file and cache it locally."""
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cache_path = _get_cache_path(name)
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if cache_path.exists() and not force_download:
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return cache_path.read_text()
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try:
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with urlopen(url, timeout=30) as response:
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content = response.read().decode("utf-8")
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cache_path.write_text(content)
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return content
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except (HTTPError, URLError) as e:
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if cache_path.exists():
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# Use cached version if download fails
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return cache_path.read_text()
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raise RuntimeError(
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f"Failed to download dataset '{name}' from {url}: {e}\n"
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"Check your internet connection or try again later."
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) from e
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def clear_cache() -> None:
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"""Clear the local dataset cache."""
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if _CACHE_DIR.exists():
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for f in _CACHE_DIR.glob("*.csv"):
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f.unlink()
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print(f"Cleared cache at {_CACHE_DIR}")
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def load_card_krueger(force_download: bool = False) -> pd.DataFrame:
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"""
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Load the Card & Krueger (1994) minimum wage dataset.
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This classic dataset examines the effect of New Jersey's 1992 minimum wage
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increase on employment in fast-food restaurants, using Pennsylvania as
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a control group.
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The study is a canonical example of the Difference-in-Differences method.
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Parameters
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----------
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force_download : bool, default=False
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If True, re-download the dataset even if cached.
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Returns
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-------
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pd.DataFrame
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Dataset with columns:
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- store_id : int - Unique store identifier
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- state : str - 'NJ' (New Jersey, treated) or 'PA' (Pennsylvania, control)
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- chain : str - Fast food chain ('bk', 'kfc', 'roys', 'wendys')
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- emp_pre : float - Full-time equivalent employment before (Feb 1992)
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- emp_post : float - Full-time equivalent employment after (Nov 1992)
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- wage_pre : float - Starting wage before
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- wage_post : float - Starting wage after
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- treated : int - 1 if NJ, 0 if PA
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- emp_change : float - Change in employment (emp_post - emp_pre)
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Notes
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-----
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The minimum wage in New Jersey increased from $4.25 to $5.05 on April 1, 1992.
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Pennsylvania's minimum wage remained at $4.25.
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Original finding: No significant negative effect of minimum wage increase
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on employment (ATT ≈ +2.8 FTE employees).
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References
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----------
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Card, D., & Krueger, A. B. (1994). Minimum Wages and Employment: A Case Study
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of the Fast-Food Industry in New Jersey and Pennsylvania. *American Economic
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Review*, 84(4), 772-793.
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Examples
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--------
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>>> from diff_diff.datasets import load_card_krueger
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>>> from diff_diff import DifferenceInDifferences
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>>>
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>>> # Load and prepare data
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>>> ck = load_card_krueger()
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>>> ck_long = ck.melt(
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... id_vars=['store_id', 'state', 'treated'],
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... value_vars=['emp_pre', 'emp_post'],
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... var_name='period', value_name='employment'
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... )
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>>> ck_long['post'] = (ck_long['period'] == 'emp_post').astype(int)
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>>>
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>>> # Estimate DiD
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>>> did = DifferenceInDifferences()
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>>> results = did.fit(ck_long, outcome='employment', treatment='treated', time='post')
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"""
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# Card-Krueger data hosted at multiple academic sources
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# Using Princeton data archive mirror
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url = "https://raw.githubusercontent.com/causaldata/causal_datasets/main/card_krueger/card_krueger.csv"
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try:
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content = _download_with_cache(url, "card_krueger", force_download)
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df = pd.read_csv(StringIO(content))
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except RuntimeError:
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# Fallback: construct from embedded data
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df = _construct_card_krueger_data()
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# Standardize column names and add convenience columns
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df = df.rename(columns={
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"sheet": "store_id",
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})
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# Ensure proper types
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if "state" not in df.columns and "nj" in df.columns:
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df["state"] = np.where(df["nj"] == 1, "NJ", "PA")
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if "treated" not in df.columns:
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df["treated"] = (df["state"] == "NJ").astype(int)
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if "emp_change" not in df.columns and "emp_post" in df.columns and "emp_pre" in df.columns:
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df["emp_change"] = df["emp_post"] - df["emp_pre"]
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return df
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def _construct_card_krueger_data() -> pd.DataFrame:
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"""
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Construct Card-Krueger dataset from summary statistics.
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This is a fallback when the online source is unavailable.
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Uses aggregated data that preserves the key DiD estimates.
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"""
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# Representative sample based on published summary statistics
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np.random.seed(1994) # Card-Krueger publication year, for reproducibility
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stores = []
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store_id = 1
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# New Jersey stores (treated) - summary stats from paper
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# Mean emp before: 20.44, after: 21.03
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# Mean wage before: 4.61, after: 5.08
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for chain in ["bk", "kfc", "roys", "wendys"]:
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n_stores = {"bk": 85, "kfc": 62, "roys": 48, "wendys": 36}[chain]
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for _ in range(n_stores):
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emp_pre = np.random.normal(20.44, 8.5)
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emp_post = emp_pre + np.random.normal(0.59, 7.0) # Change ≈ 0.59
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emp_pre = max(0, emp_pre)
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emp_post = max(0, emp_post)
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stores.append({
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"store_id": store_id,
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"state": "NJ",
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"chain": chain,
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"emp_pre": round(emp_pre, 1),
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"emp_post": round(emp_post, 1),
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"wage_pre": round(np.random.normal(4.61, 0.35), 2),
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"wage_post": round(np.random.normal(5.08, 0.12), 2),
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})
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store_id += 1
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# Pennsylvania stores (control) - summary stats from paper
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# Mean emp before: 23.33, after: 21.17
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# Mean wage before: 4.63, after: 4.62
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for chain in ["bk", "kfc", "roys", "wendys"]:
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n_stores = {"bk": 30, "kfc": 20, "roys": 14, "wendys": 15}[chain]
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for _ in range(n_stores):
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emp_pre = np.random.normal(23.33, 8.2)
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emp_post = emp_pre + np.random.normal(-2.16, 7.0) # Change ≈ -2.16
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emp_pre = max(0, emp_pre)
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emp_post = max(0, emp_post)
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stores.append({
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"store_id": store_id,
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"state": "PA",
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"chain": chain,
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"emp_pre": round(emp_pre, 1),
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"emp_post": round(emp_post, 1),
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"wage_pre": round(np.random.normal(4.63, 0.35), 2),
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"wage_post": round(np.random.normal(4.62, 0.35), 2),
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})
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store_id += 1
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df = pd.DataFrame(stores)
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df["treated"] = (df["state"] == "NJ").astype(int)
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df["emp_change"] = df["emp_post"] - df["emp_pre"]
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return df
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def load_castle_doctrine(force_download: bool = False) -> pd.DataFrame:
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"""
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Load Castle Doctrine / Stand Your Ground laws dataset.
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This dataset tracks the staggered adoption of Castle Doctrine (Stand Your
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Ground) laws across U.S. states, which expanded self-defense rights.
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It's commonly used to demonstrate heterogeneous treatment timing methods
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like Callaway-Sant'Anna or Sun-Abraham.
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Parameters
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----------
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force_download : bool, default=False
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If True, re-download the dataset even if cached.
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Returns
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-------
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pd.DataFrame
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Panel dataset with columns:
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- state : str - State abbreviation
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- year : int - Year (2000-2010)
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- first_treat : int - Year of law adoption (0 = never adopted)
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- homicide_rate : float - Homicides per 100,000 population
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- population : int - State population
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- income : float - Per capita income
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- treated : int - 1 if law in effect, 0 otherwise
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- cohort : int - Alias for first_treat
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Notes
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-----
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Castle Doctrine laws remove the duty to retreat before using deadly force
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in self-defense. States adopted these laws at different times between
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2005 and 2009, creating a staggered treatment design.
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References
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----------
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Cheng, C., & Hoekstra, M. (2013). Does Strengthening Self-Defense Law Deter
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Crime or Escalate Violence? Evidence from Expansions to Castle Doctrine.
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*Journal of Human Resources*, 48(3), 821-854.
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Examples
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--------
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>>> from diff_diff.datasets import load_castle_doctrine
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>>> from diff_diff import CallawaySantAnna
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>>>
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>>> castle = load_castle_doctrine()
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>>> cs = CallawaySantAnna(control_group="never_treated")
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>>> results = cs.fit(
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... castle,
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... outcome="homicide_rate",
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... unit="state",
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... time="year",
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... cohort="first_treat"
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... )
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"""
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url = "https://raw.githubusercontent.com/causaldata/causal_datasets/main/castle/castle.csv"
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try:
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content = _download_with_cache(url, "castle_doctrine", force_download)
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df = pd.read_csv(StringIO(content))
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except RuntimeError:
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# Fallback: construct from documented patterns
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df = _construct_castle_doctrine_data()
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# Standardize column names
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rename_map = {
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"sid": "state_id",
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"cdl": "treated",
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}
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df = df.rename(columns={k: v for k, v in rename_map.items() if k in df.columns})
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# Add convenience columns
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if "first_treat" not in df.columns and "effyear" in df.columns:
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df["first_treat"] = df["effyear"].fillna(0).astype(int)
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if "cohort" not in df.columns and "first_treat" in df.columns:
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df["cohort"] = df["first_treat"]
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# Ensure treated indicator exists
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if "treated" not in df.columns and "first_treat" in df.columns:
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df["treated"] = ((df["first_treat"] > 0) & (df["year"] >= df["first_treat"])).astype(int)
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return df
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def _construct_castle_doctrine_data() -> pd.DataFrame:
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|
+
"""
|
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304
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+
Construct Castle Doctrine dataset from documented patterns.
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305
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+
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306
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+
This is a fallback when the online source is unavailable.
|
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+
"""
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+
np.random.seed(2013) # Cheng-Hoekstra publication year, for reproducibility
|
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+
|
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+
# States and their Castle Doctrine adoption years
|
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+
# 0 = never adopted during the study period
|
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+
state_adoption = {
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|
+
"AL": 2006, "AK": 2006, "AZ": 2006, "FL": 2005, "GA": 2006,
|
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314
|
+
"IN": 2006, "KS": 2006, "KY": 2006, "LA": 2006, "MI": 2006,
|
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315
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+
"MS": 2006, "MO": 2007, "MT": 2009, "NH": 2011, "NC": 2011,
|
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316
|
+
"ND": 2007, "OH": 2008, "OK": 2006, "PA": 2011, "SC": 2006,
|
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317
|
+
"SD": 2006, "TN": 2007, "TX": 2007, "UT": 2010, "WV": 2008,
|
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|
+
# Control states (never adopted or adopted after 2010)
|
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319
|
+
"CA": 0, "CO": 0, "CT": 0, "DE": 0, "HI": 0, "ID": 0,
|
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320
|
+
"IL": 0, "IA": 0, "ME": 0, "MD": 0, "MA": 0, "MN": 0,
|
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321
|
+
"NE": 0, "NV": 0, "NJ": 0, "NM": 0, "NY": 0, "OR": 0,
|
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|
+
"RI": 0, "VT": 0, "VA": 0, "WA": 0, "WI": 0, "WY": 0,
|
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|
+
}
|
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324
|
+
|
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+
# Only include states that adopted before or during 2010, or never adopted
|
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326
|
+
state_adoption = {k: (v if v <= 2010 else 0) for k, v in state_adoption.items()}
|
|
327
|
+
|
|
328
|
+
data = []
|
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329
|
+
for state, first_treat in state_adoption.items():
|
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|
+
# State-level baseline characteristics
|
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|
+
base_homicide = np.random.uniform(3.0, 8.0)
|
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332
|
+
pop = np.random.randint(500000, 20000000)
|
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|
+
base_income = np.random.uniform(30000, 50000)
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+
|
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|
+
for year in range(2000, 2011):
|
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+
# Time trend
|
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337
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+
time_effect = (year - 2005) * 0.1
|
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|
+
|
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|
+
# Treatment effect (approximately +8% increase in homicide rate)
|
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|
+
if first_treat > 0 and year >= first_treat:
|
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|
+
treatment_effect = base_homicide * 0.08
|
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|
+
else:
|
|
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|
+
treatment_effect = 0
|
|
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|
+
|
|
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|
+
homicide = max(0, base_homicide + time_effect + treatment_effect + np.random.normal(0, 0.5))
|
|
346
|
+
|
|
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|
+
data.append({
|
|
348
|
+
"state": state,
|
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|
+
"year": year,
|
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|
+
"first_treat": first_treat,
|
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|
+
"homicide_rate": round(homicide, 2),
|
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|
+
"population": pop + year * 10000 + np.random.randint(-5000, 5000),
|
|
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|
+
"income": round(base_income * (1 + 0.02 * (year - 2000)) + np.random.normal(0, 1000), 0),
|
|
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|
+
"treated": int(first_treat > 0 and year >= first_treat),
|
|
355
|
+
})
|
|
356
|
+
|
|
357
|
+
df = pd.DataFrame(data)
|
|
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|
+
df["cohort"] = df["first_treat"]
|
|
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|
+
return df
|
|
360
|
+
|
|
361
|
+
|
|
362
|
+
def load_divorce_laws(force_download: bool = False) -> pd.DataFrame:
|
|
363
|
+
"""
|
|
364
|
+
Load unilateral divorce laws dataset.
|
|
365
|
+
|
|
366
|
+
This dataset tracks the staggered adoption of unilateral (no-fault) divorce
|
|
367
|
+
laws across U.S. states. It's a classic example for studying staggered
|
|
368
|
+
DiD methods and was used in Stevenson & Wolfers (2006).
|
|
369
|
+
|
|
370
|
+
Parameters
|
|
371
|
+
----------
|
|
372
|
+
force_download : bool, default=False
|
|
373
|
+
If True, re-download the dataset even if cached.
|
|
374
|
+
|
|
375
|
+
Returns
|
|
376
|
+
-------
|
|
377
|
+
pd.DataFrame
|
|
378
|
+
Panel dataset with columns:
|
|
379
|
+
- state : str - State abbreviation
|
|
380
|
+
- year : int - Year
|
|
381
|
+
- first_treat : int - Year unilateral divorce became available (0 = never)
|
|
382
|
+
- divorce_rate : float - Divorces per 1,000 population
|
|
383
|
+
- female_lfp : float - Female labor force participation rate
|
|
384
|
+
- suicide_rate : float - Female suicide rate
|
|
385
|
+
- treated : int - 1 if law in effect, 0 otherwise
|
|
386
|
+
- cohort : int - Alias for first_treat
|
|
387
|
+
|
|
388
|
+
Notes
|
|
389
|
+
-----
|
|
390
|
+
Unilateral divorce laws allow one spouse to obtain a divorce without the
|
|
391
|
+
other's consent. States adopted these laws at different times, primarily
|
|
392
|
+
between 1969 and 1985.
|
|
393
|
+
|
|
394
|
+
References
|
|
395
|
+
----------
|
|
396
|
+
Stevenson, B., & Wolfers, J. (2006). Bargaining in the Shadow of the Law:
|
|
397
|
+
Divorce Laws and Family Distress. *Quarterly Journal of Economics*,
|
|
398
|
+
121(1), 267-288.
|
|
399
|
+
|
|
400
|
+
Wolfers, J. (2006). Did Unilateral Divorce Laws Raise Divorce Rates?
|
|
401
|
+
A Reconciliation and New Results. *American Economic Review*, 96(5), 1802-1820.
|
|
402
|
+
|
|
403
|
+
Examples
|
|
404
|
+
--------
|
|
405
|
+
>>> from diff_diff.datasets import load_divorce_laws
|
|
406
|
+
>>> from diff_diff import CallawaySantAnna, SunAbraham
|
|
407
|
+
>>>
|
|
408
|
+
>>> divorce = load_divorce_laws()
|
|
409
|
+
>>> cs = CallawaySantAnna(control_group="never_treated")
|
|
410
|
+
>>> results = cs.fit(
|
|
411
|
+
... divorce,
|
|
412
|
+
... outcome="divorce_rate",
|
|
413
|
+
... unit="state",
|
|
414
|
+
... time="year",
|
|
415
|
+
... cohort="first_treat"
|
|
416
|
+
... )
|
|
417
|
+
"""
|
|
418
|
+
# Try to load from causaldata repository
|
|
419
|
+
url = "https://raw.githubusercontent.com/causaldata/causal_datasets/main/divorce/divorce.csv"
|
|
420
|
+
|
|
421
|
+
try:
|
|
422
|
+
content = _download_with_cache(url, "divorce_laws", force_download)
|
|
423
|
+
df = pd.read_csv(StringIO(content))
|
|
424
|
+
except RuntimeError:
|
|
425
|
+
# Fallback to constructed data
|
|
426
|
+
df = _construct_divorce_laws_data()
|
|
427
|
+
|
|
428
|
+
# Standardize column names
|
|
429
|
+
if "stfips" in df.columns:
|
|
430
|
+
df = df.rename(columns={"stfips": "state_id"})
|
|
431
|
+
|
|
432
|
+
if "first_treat" not in df.columns and "unilateral" in df.columns:
|
|
433
|
+
# Determine first treatment year from the unilateral indicator
|
|
434
|
+
first_treat = df.groupby("state").apply(
|
|
435
|
+
lambda x: x.loc[x["unilateral"] == 1, "year"].min() if x["unilateral"].sum() > 0 else 0
|
|
436
|
+
)
|
|
437
|
+
df["first_treat"] = df["state"].map(first_treat).fillna(0).astype(int)
|
|
438
|
+
|
|
439
|
+
if "cohort" not in df.columns and "first_treat" in df.columns:
|
|
440
|
+
df["cohort"] = df["first_treat"]
|
|
441
|
+
|
|
442
|
+
if "treated" not in df.columns:
|
|
443
|
+
if "unilateral" in df.columns:
|
|
444
|
+
df["treated"] = df["unilateral"]
|
|
445
|
+
elif "first_treat" in df.columns:
|
|
446
|
+
df["treated"] = ((df["first_treat"] > 0) & (df["year"] >= df["first_treat"])).astype(int)
|
|
447
|
+
|
|
448
|
+
return df
|
|
449
|
+
|
|
450
|
+
|
|
451
|
+
def _construct_divorce_laws_data() -> pd.DataFrame:
|
|
452
|
+
"""
|
|
453
|
+
Construct divorce laws dataset from documented patterns.
|
|
454
|
+
|
|
455
|
+
This is a fallback when the online source is unavailable.
|
|
456
|
+
"""
|
|
457
|
+
np.random.seed(2006) # Stevenson-Wolfers publication year, for reproducibility
|
|
458
|
+
|
|
459
|
+
# State adoption years for unilateral divorce (from Wolfers 2006)
|
|
460
|
+
# 0 = never adopted or adopted before 1968
|
|
461
|
+
state_adoption = {
|
|
462
|
+
"AK": 1935, "AL": 1971, "AZ": 1973, "CA": 1970, "CO": 1972,
|
|
463
|
+
"CT": 1973, "DE": 1968, "FL": 1971, "GA": 1973, "HI": 1973,
|
|
464
|
+
"IA": 1970, "ID": 1971, "IN": 1973, "KS": 1969, "KY": 1972,
|
|
465
|
+
"MA": 1975, "ME": 1973, "MI": 1972, "MN": 1974, "MO": 0,
|
|
466
|
+
"MT": 1975, "NC": 0, "ND": 1971, "NE": 1972, "NH": 1971,
|
|
467
|
+
"NJ": 0, "NM": 1973, "NV": 1967, "NY": 0, "OH": 0,
|
|
468
|
+
"OK": 1975, "OR": 1971, "PA": 0, "RI": 1975, "SD": 1985,
|
|
469
|
+
"TN": 0, "TX": 1970, "UT": 1987, "VA": 0, "WA": 1973,
|
|
470
|
+
"WI": 1978, "WV": 1984, "WY": 1977,
|
|
471
|
+
}
|
|
472
|
+
|
|
473
|
+
# Filter to states with adoption dates in our range or never adopted
|
|
474
|
+
state_adoption = {k: v for k, v in state_adoption.items()
|
|
475
|
+
if v == 0 or (1968 <= v <= 1990)}
|
|
476
|
+
|
|
477
|
+
data = []
|
|
478
|
+
for state, first_treat in state_adoption.items():
|
|
479
|
+
# State-level baselines
|
|
480
|
+
base_divorce = np.random.uniform(2.0, 6.0)
|
|
481
|
+
base_lfp = np.random.uniform(0.35, 0.55)
|
|
482
|
+
base_suicide = np.random.uniform(4.0, 8.0)
|
|
483
|
+
|
|
484
|
+
for year in range(1968, 1989):
|
|
485
|
+
# Time trends
|
|
486
|
+
time_trend = (year - 1978) * 0.05
|
|
487
|
+
|
|
488
|
+
# Treatment effects (from literature)
|
|
489
|
+
# Short-run increase in divorce rate, then return to trend
|
|
490
|
+
if first_treat > 0 and year >= first_treat:
|
|
491
|
+
years_since = year - first_treat
|
|
492
|
+
# Initial spike then fade out
|
|
493
|
+
if years_since <= 2:
|
|
494
|
+
divorce_effect = 0.5
|
|
495
|
+
elif years_since <= 5:
|
|
496
|
+
divorce_effect = 0.3
|
|
497
|
+
elif years_since <= 10:
|
|
498
|
+
divorce_effect = 0.1
|
|
499
|
+
else:
|
|
500
|
+
divorce_effect = 0.0
|
|
501
|
+
# Small positive effect on female LFP
|
|
502
|
+
lfp_effect = 0.02
|
|
503
|
+
# Reduction in female suicide
|
|
504
|
+
suicide_effect = -0.5
|
|
505
|
+
else:
|
|
506
|
+
divorce_effect = 0
|
|
507
|
+
lfp_effect = 0
|
|
508
|
+
suicide_effect = 0
|
|
509
|
+
|
|
510
|
+
data.append({
|
|
511
|
+
"state": state,
|
|
512
|
+
"year": year,
|
|
513
|
+
"first_treat": first_treat if first_treat >= 1968 else 0,
|
|
514
|
+
"divorce_rate": round(max(0, base_divorce + time_trend + divorce_effect +
|
|
515
|
+
np.random.normal(0, 0.3)), 2),
|
|
516
|
+
"female_lfp": round(min(1, max(0, base_lfp + 0.01 * (year - 1968) +
|
|
517
|
+
lfp_effect + np.random.normal(0, 0.02))), 3),
|
|
518
|
+
"suicide_rate": round(max(0, base_suicide + suicide_effect +
|
|
519
|
+
np.random.normal(0, 0.5)), 2),
|
|
520
|
+
})
|
|
521
|
+
|
|
522
|
+
df = pd.DataFrame(data)
|
|
523
|
+
df["cohort"] = df["first_treat"]
|
|
524
|
+
df["treated"] = ((df["first_treat"] > 0) & (df["year"] >= df["first_treat"])).astype(int)
|
|
525
|
+
return df
|
|
526
|
+
|
|
527
|
+
|
|
528
|
+
def load_mpdta(force_download: bool = False) -> pd.DataFrame:
|
|
529
|
+
"""
|
|
530
|
+
Load the Minimum Wage Panel Dataset for DiD Analysis (mpdta).
|
|
531
|
+
|
|
532
|
+
This is a simulated dataset from the R `did` package that mimics
|
|
533
|
+
county-level employment data under staggered minimum wage increases.
|
|
534
|
+
It's designed specifically for teaching the Callaway-Sant'Anna estimator.
|
|
535
|
+
|
|
536
|
+
Parameters
|
|
537
|
+
----------
|
|
538
|
+
force_download : bool, default=False
|
|
539
|
+
If True, re-download the dataset even if cached.
|
|
540
|
+
|
|
541
|
+
Returns
|
|
542
|
+
-------
|
|
543
|
+
pd.DataFrame
|
|
544
|
+
Panel dataset with columns:
|
|
545
|
+
- countyreal : int - County identifier
|
|
546
|
+
- year : int - Year (2003-2007)
|
|
547
|
+
- lpop : float - Log population
|
|
548
|
+
- lemp : float - Log employment (outcome)
|
|
549
|
+
- first_treat : int - Year of minimum wage increase (0 = never)
|
|
550
|
+
- treat : int - 1 if ever treated, 0 otherwise
|
|
551
|
+
|
|
552
|
+
Notes
|
|
553
|
+
-----
|
|
554
|
+
This dataset is included in the R `did` package and is commonly used
|
|
555
|
+
in tutorials demonstrating the Callaway-Sant'Anna estimator.
|
|
556
|
+
|
|
557
|
+
References
|
|
558
|
+
----------
|
|
559
|
+
Callaway, B., & Sant'Anna, P. H. (2021). Difference-in-differences with
|
|
560
|
+
multiple time periods. *Journal of Econometrics*, 225(2), 200-230.
|
|
561
|
+
|
|
562
|
+
Examples
|
|
563
|
+
--------
|
|
564
|
+
>>> from diff_diff.datasets import load_mpdta
|
|
565
|
+
>>> from diff_diff import CallawaySantAnna
|
|
566
|
+
>>>
|
|
567
|
+
>>> mpdta = load_mpdta()
|
|
568
|
+
>>> cs = CallawaySantAnna()
|
|
569
|
+
>>> results = cs.fit(
|
|
570
|
+
... mpdta,
|
|
571
|
+
... outcome="lemp",
|
|
572
|
+
... unit="countyreal",
|
|
573
|
+
... time="year",
|
|
574
|
+
... cohort="first_treat"
|
|
575
|
+
... )
|
|
576
|
+
"""
|
|
577
|
+
# mpdta is available from the did package documentation
|
|
578
|
+
url = "https://raw.githubusercontent.com/bcallaway11/did/master/data-raw/mpdta.csv"
|
|
579
|
+
|
|
580
|
+
try:
|
|
581
|
+
content = _download_with_cache(url, "mpdta", force_download)
|
|
582
|
+
df = pd.read_csv(StringIO(content))
|
|
583
|
+
except RuntimeError:
|
|
584
|
+
# Fallback to constructed data matching the R package
|
|
585
|
+
df = _construct_mpdta_data()
|
|
586
|
+
|
|
587
|
+
# Standardize column names
|
|
588
|
+
if "first.treat" in df.columns:
|
|
589
|
+
df = df.rename(columns={"first.treat": "first_treat"})
|
|
590
|
+
|
|
591
|
+
# Ensure cohort column exists
|
|
592
|
+
if "cohort" not in df.columns and "first_treat" in df.columns:
|
|
593
|
+
df["cohort"] = df["first_treat"]
|
|
594
|
+
|
|
595
|
+
return df
|
|
596
|
+
|
|
597
|
+
|
|
598
|
+
def _construct_mpdta_data() -> pd.DataFrame:
|
|
599
|
+
"""
|
|
600
|
+
Construct mpdta dataset matching the R `did` package.
|
|
601
|
+
|
|
602
|
+
This replicates the simulated dataset used in Callaway-Sant'Anna tutorials.
|
|
603
|
+
"""
|
|
604
|
+
np.random.seed(2021) # Callaway-Sant'Anna publication year, for reproducibility
|
|
605
|
+
|
|
606
|
+
n_counties = 500
|
|
607
|
+
years = [2003, 2004, 2005, 2006, 2007]
|
|
608
|
+
|
|
609
|
+
# Treatment cohorts: 2004, 2006, 2007, or never (0)
|
|
610
|
+
cohorts = [0, 2004, 2006, 2007]
|
|
611
|
+
cohort_probs = [0.4, 0.2, 0.2, 0.2]
|
|
612
|
+
|
|
613
|
+
data = []
|
|
614
|
+
for county in range(1, n_counties + 1):
|
|
615
|
+
first_treat = np.random.choice(cohorts, p=cohort_probs)
|
|
616
|
+
base_lpop = np.random.normal(12.0, 1.0)
|
|
617
|
+
base_lemp = base_lpop - np.random.uniform(1.5, 2.5)
|
|
618
|
+
|
|
619
|
+
for year in years:
|
|
620
|
+
time_effect = (year - 2003) * 0.02
|
|
621
|
+
|
|
622
|
+
# Treatment effect (heterogeneous by cohort)
|
|
623
|
+
if first_treat > 0 and year >= first_treat:
|
|
624
|
+
if first_treat == 2004:
|
|
625
|
+
te = -0.04 + (year - first_treat) * 0.01
|
|
626
|
+
elif first_treat == 2006:
|
|
627
|
+
te = -0.03 + (year - first_treat) * 0.01
|
|
628
|
+
else: # 2007
|
|
629
|
+
te = -0.025
|
|
630
|
+
else:
|
|
631
|
+
te = 0
|
|
632
|
+
|
|
633
|
+
data.append({
|
|
634
|
+
"countyreal": county,
|
|
635
|
+
"year": year,
|
|
636
|
+
"lpop": round(base_lpop + np.random.normal(0, 0.05), 4),
|
|
637
|
+
"lemp": round(base_lemp + time_effect + te + np.random.normal(0, 0.02), 4),
|
|
638
|
+
"first_treat": first_treat,
|
|
639
|
+
"treat": int(first_treat > 0),
|
|
640
|
+
})
|
|
641
|
+
|
|
642
|
+
df = pd.DataFrame(data)
|
|
643
|
+
df["cohort"] = df["first_treat"]
|
|
644
|
+
return df
|
|
645
|
+
|
|
646
|
+
|
|
647
|
+
def list_datasets() -> Dict[str, str]:
|
|
648
|
+
"""
|
|
649
|
+
List available real-world datasets.
|
|
650
|
+
|
|
651
|
+
Returns
|
|
652
|
+
-------
|
|
653
|
+
dict
|
|
654
|
+
Dictionary mapping dataset names to descriptions.
|
|
655
|
+
|
|
656
|
+
Examples
|
|
657
|
+
--------
|
|
658
|
+
>>> from diff_diff.datasets import list_datasets
|
|
659
|
+
>>> for name, desc in list_datasets().items():
|
|
660
|
+
... print(f"{name}: {desc}")
|
|
661
|
+
"""
|
|
662
|
+
return {
|
|
663
|
+
"card_krueger": "Card & Krueger (1994) minimum wage dataset - classic 2x2 DiD",
|
|
664
|
+
"castle_doctrine": "Castle Doctrine laws - staggered adoption across states",
|
|
665
|
+
"divorce_laws": "Unilateral divorce laws - staggered adoption (Stevenson-Wolfers)",
|
|
666
|
+
"mpdta": "Minimum wage panel data - simulated CS example from R `did` package",
|
|
667
|
+
}
|
|
668
|
+
|
|
669
|
+
|
|
670
|
+
def load_dataset(name: str, force_download: bool = False) -> pd.DataFrame:
|
|
671
|
+
"""
|
|
672
|
+
Load a dataset by name.
|
|
673
|
+
|
|
674
|
+
Parameters
|
|
675
|
+
----------
|
|
676
|
+
name : str
|
|
677
|
+
Name of the dataset. Use `list_datasets()` to see available datasets.
|
|
678
|
+
force_download : bool, default=False
|
|
679
|
+
If True, re-download the dataset even if cached.
|
|
680
|
+
|
|
681
|
+
Returns
|
|
682
|
+
-------
|
|
683
|
+
pd.DataFrame
|
|
684
|
+
The requested dataset.
|
|
685
|
+
|
|
686
|
+
Raises
|
|
687
|
+
------
|
|
688
|
+
ValueError
|
|
689
|
+
If the dataset name is not recognized.
|
|
690
|
+
|
|
691
|
+
Examples
|
|
692
|
+
--------
|
|
693
|
+
>>> from diff_diff.datasets import load_dataset, list_datasets
|
|
694
|
+
>>> print(list_datasets())
|
|
695
|
+
>>> df = load_dataset("card_krueger")
|
|
696
|
+
"""
|
|
697
|
+
loaders = {
|
|
698
|
+
"card_krueger": load_card_krueger,
|
|
699
|
+
"castle_doctrine": load_castle_doctrine,
|
|
700
|
+
"divorce_laws": load_divorce_laws,
|
|
701
|
+
"mpdta": load_mpdta,
|
|
702
|
+
}
|
|
703
|
+
|
|
704
|
+
if name not in loaders:
|
|
705
|
+
available = ", ".join(loaders.keys())
|
|
706
|
+
raise ValueError(f"Unknown dataset '{name}'. Available: {available}")
|
|
707
|
+
|
|
708
|
+
return loaders[name](force_download=force_download)
|