StatsPAI_skill

StatsPAI: Agent-Native Causal Inference & Econometrics

StatsPAI is the agent-native Python package for causal inference and applied econometrics. One import statspai as sp, 900+ functions, covering the complete empirical research workflow.

Source: https://github.com/brycewang-stanford/StatsPAI
PyPI: pip install statspai
Paper: Submitted to Journal of Open Source Software (JOSS) — under review

Why StatsPAI for Agents?

StatsPAI is the first econometrics toolkit purpose-built for LLM-driven empirical research:

1. Self-describing API: sp.list_functions(), sp.describe_function("did"), sp.function_schema("rdrobust") — agents discover and understand functions without doc lookup.
2. Unified result objects: Every estimator returns a CausalResult with .summary(), .plot(), .to_latex(), .to_word(), .to_excel(), .cite(), and a structured .diagnostics dict for agent logic.
3. One import covers the full pipeline: descriptive stats → research-question DSL → DAG discovery → estimation → diagnostics → robustness, all behind sp.<func>.
4. Estimand-first decisions: sp.causal_question and sp.causal make the "DID vs RD vs IV?" choice explicit and defensible — not a guess.

End-to-End Empirical Pipeline (v1.6 P1) — the one-stop flow

The canonical agent loop, after the dataset is loaded:

Step 0  Data cleaning           pandas (NOT StatsPAI — see Scope below)
Step 1  EDA & descriptives      sp.sumstats / sp.balance_table / sp.describe
Step 2  Pre-flight checks       sp.balance_panel / sp.diagnose / overlap & missing
Step 3  Research question       sp.causal_question(...).identify()
Step 4  Model exploration       sp.llm_dag_propose → sp.llm_dag_validate → sp.llm_dag_constrained
Step 5  Estimation              sp.causal(...)  OR  sp.<specific_estimator>(...)
Step 6  Diagnostics & robust    sp.diagnose / sp.spec_curve / sp.honest_did / sp.evalue

sp.paper() exists for end-to-end draft generation but is out of scope for this skill — stop at Step 6 and hand the CausalResult back to the user.

Note on code blocks below. All Step 0–6 examples share one labor-economics running narrative (training → wage, with worker_id / firm_id / year / age / edu / tenure) purely for readability. Every column name, population string, estimand, and design value is illustrative — agents must substitute the actual columns and design from the user's DataFrame and research question. Only the sp.* function names and argument shapes are normative.

Scope boundary — what StatsPAI does NOT do

StatsPAI assumes you arrive with an analysis-ready DataFrame. Do these in pandas (or your preferred ETL) before calling any sp.* function:

import pandas as pd

df = pd.read_csv("raw.csv")
df = df.dropna(subset=["y", "treatment"])              # missing on key vars
df["year"] = pd.to_numeric(df["year"], errors="coerce") # type coercion
df = df.merge(covariates, on="firm_id", how="left")    # joins
df["log_wage"] = np.log(df["wage"].clip(lower=1))      # transforms

If the agent skips Step 0 and feeds dirty data into sp.*, estimators will either error or silently drop rows — both are bugs you own, not StatsPAI's.

Step 1 — Descriptive statistics & EDA

sp.sumstats(df, vars=["wage", "edu", "exp"], by="treated", output="table1.docx")
sp.describe(df)                                          # variable labels & types
sp.balance_table(df, treat="treated",
                 covariates=["age", "edu", "income"], test="ttest")  # Table 1

Step 2 — Pre-flight checks (catch design failures before estimation)

# Panel structure — balance_panel DROPS unbalanced units (returns the balanced panel)
balanced = sp.balance_panel(df, entity="firm_id", time="year")
if len(balanced) < len(df):
    print(f"Dropped {len(df) - len(balanced)} rows from unbalanced units — "
          "decide drop vs keep before DID.")

# Treatment timing (staggered adoption?)
df.groupby("first_treat_year").size()                    # cohort sizes

# Covariate & outcome sanity (generic EDA, returns a dict report)
report = sp.diagnose(df, y="wage", x=["age", "edu", "tenure"])
# Full identification-level diagnostics (PT, weak IV, overlap, leverage) run
# automatically inside sp.causal(...) in Step 5 — don't duplicate here.

Step 3 — Estimand-first research question (the "DID vs RD vs IV?" decision)

sp.causal_question is the estimand-first DSL: declare population, treatment, outcome, estimand, design — then .identify() picks the estimator and writes down the assumptions you're committing to. This is the decision layer; sp.spec_curve is the results-layer multiverse and is not a substitute.

q = sp.causal_question(
    treatment="training",
    outcome="wage",
    data=df,
    population="manufacturing workers, 2010–2020",
    estimand="ATT",
    design="auto",                # or "did" / "rdd" / "iv" / "rct" / "obs"
    time_structure="panel",
    time="year", id="worker_id",
    covariates=["age", "edu", "tenure"],
)

plan = q.identify()               # IdentificationPlan: estimator + assumptions + fallbacks
print(plan)                       # human-readable Methods paragraph
result = q.estimate()             # runs the picked estimator
print(result.summary())

Step 4 — Model exploration via LLM-assisted DAG (closed loop)

# Propose: LLM (or heuristic backend) drafts a DAG from variable names + domain
proposal = sp.llm_dag_propose(
    variables=df.columns.tolist(),
    domain="labor economics: training, wages, tenure",
    client=my_llm_client,         # any object with .complete(prompt) -> str; None = heuristic
)

# Validate: per-edge CI test against the data
validation = sp.llm_dag_validate(proposal, df, alpha=0.05)
print(validation.edge_evidence)   # which proposed edges the data supports

# Constrained discovery: propose → constrain → CI-validate → demote, until stable
discovered = sp.llm_dag_constrained(
    df,
    descriptions={"wage": "monthly wage USD", "training": "0/1 program"},
    oracle=my_llm_client.suggest_edges,   # optional; falls back to plain PC without it
    max_iter=3,
)

Pass the resulting DAG into sp.causal(..., dag=discovered.dag) so identification reasoning uses it.

Step 5 — Estimation (one-call orchestration OR specific estimator)

One-call (recommended for agents):

w = sp.causal(df, y="wage", treatment="training",
              id="worker_id", time="year", design="did",
              covariates=["age", "edu", "tenure"],
              dag=discovered.dag)        # optional
print(w.diagnostics)                     # identification verdict
print(w.recommendation)                  # which estimator + why
print(w.result.summary())                # point estimate + SE + CI
print(w.robustness_findings)             # automated robustness battery

Or call a specific estimator directly — see "Method Catalog" below.

Step 6 — Diagnostics & robustness

sp.diagnose_result(result)               # PT / weak-IV / overlap / leverage battery on a fitted result
sp.honest_did(result, method="smoothness")   # Rambachan–Roth PT sensitivity (DID)

# E-value takes point estimate + CI (or SE), NOT a result object. Extract from .params / .conf_int().
sp.evalue(estimate=result.params["training"],
          ci=tuple(result.conf_int().loc["training"]),
          measure="RR")                  # unmeasured-confounder sensitivity

# Specification curve: controls must be a LIST OF LISTS (each inner list = one spec).
sp.spec_curve(df, y="wage", x="training",
              controls=[["age"],
                        ["age", "edu"],
                        ["age", "edu", "tenure"]],
              subsets={"all": None, "manuf": df["industry"].eq("manufacturing")})

sp.bacon_decomposition(df, y="wage", treat="training",
                       time="year", id="worker_id")      # TWFE diagnostic for staggered DID
sp.estat(result, test="all")                             # Stata-style postestimation (single test name or 'all')

Method Catalog

Classical Econometrics

# regress / ivreg take FORMULA first, then data (statsmodels-style)
sp.regress("y ~ x1 + x2", df, cluster="firm_id")                     # OLS
sp.ivreg("y ~ (x1 ~ z1 + z2) + x2", df, cluster="state")             # IV/2SLS — syntax: (endog ~ instruments) + exog
sp.panel(df, "y ~ x1 + x2", entity="firm", time="year", method="fe") # Panel FE (kwarg is `method=`)
sp.heckman(df, y="wage", x=["age", "edu"],                            # Heckman selection
           select="in_labor_force", z=["marital", "kids"])            #   y/x for outcome, select+z for selection
sp.qreg(df, formula="y ~ x1 + x2", quantile=0.5)                      # Quantile regression

Difference-in-Differences

# 2x2 DID: `time` must take exactly 2 values (a post indicator works).
sp.did(df, y="y", treat="treated", time="post")

# Staggered DID estimators REQUIRE a unit-id column `i=`.
sp.callaway_santanna(df, y="y", g="first_treat_year", t="year", i="firm_id")   # CS 2021
sp.sun_abraham(df, y="y", g="first_treat_year", t="year", i="firm_id")         # SA 2021 event study
sp.bacon_decomposition(df, y="y", treat="treated", time="year", id="firm_id")  # TWFE diagnostic

sp.honest_did(result, method="smoothness")                                     # PT sensitivity (RR 2023)
sp.continuous_did(df, y="y", dose="dose", time="year", id="firm_id")           # Continuous treatment

Regression Discontinuity

# Cutoff argument is `c=` (not `cutoff=`) across rdrobust / rkd.
sp.rdrobust(df, y="y", x="running_var", c=0)                       # Sharp RD (CCT 2014)
sp.rdrobust(df, y="y", x="running_var", c=0, fuzzy="treatment")    # Fuzzy RD
sp.rddensity(df, x="running_var", c=0)                             # McCrary density test
sp.rdmc(df, y="y", x="running_var", cutoffs=[0, 5, 10])            # Multi-cutoff RD
sp.rkd(df, y="y", x="running_var", c=0)                            # Regression kink design

Matching & Reweighting

# Signature is (data, y, treat, covariates, ...) — outcome comes BEFORE treat.
sp.match(df, y="wage", treat="training", covariates=["age", "edu"], method="nearest")   # PSM (method='nearest' is default)
sp.match(df, y="wage", treat="training", covariates=["age", "edu"], method="cem")       # Coarsened exact matching
sp.ebalance(df, y="wage", treat="training", covariates=["age", "edu"])                  # Entropy balancing

Synthetic Control

# Kwarg is treatment_time (NOT treated_period); treated_unit / treatment_time are singular.
sp.synth(df, outcome="y", unit="unit", time="time",
         treated_unit=1, treatment_time=2000)                        # ADH SCM (method='augmented' default)
sp.sdid(df, outcome="y", unit="unit", time="time",
        treated_unit=1, treatment_time=2000)                         # Synthetic DID (Arkhangelsky et al. 2021)

Machine Learning Causal Inference

sp.dml(df, y="wage", treat="training", covariates=["age", "edu"], model="plr")     # Double/Debiased ML
sp.causal_forest(formula="wage ~ training | age + edu", data=df)                    # Causal Forest (GRF) — formula API
sp.metalearner(df, y="wage", treat="training", covariates=["age", "edu"], learner="dr")  # DR-Learner
sp.tmle(df, y="wage", treat="training", covariates=["age", "edu"])                 # Targeted MLE
sp.aipw(df, y="wage", treat="training", covariates=["age", "edu"])                 # Augmented IPW

Neural Causal Models

sp.tarnet(df, y="wage", treat="training", covariates=["age", "edu"])       # TARNet
sp.cfrnet(df, y="wage", treat="training", covariates=["age", "edu"])       # CFRNet
sp.dragonnet(df, y="wage", treat="training", covariates=["age", "edu"])    # DragonNet

Text Causal (v1.6 P1, experimental)

# text_treatment_effect: pass the TEXT COLUMN name (text_col=), not pre-computed embeddings.
# The `embedder=` argument controls how text is vectorised ('hash' default, or a callable).
sp.causal_text.text_treatment_effect(                      # Veitch–Wang–Blei (2020) text-as-treatment
    df, text_col="doc", outcome="y", treatment="t",
    covariates=["age", "edu"], embedder="hash", n_components=20)

# llm_annotator_correct: takes aligned pd.Series (NOT a DataFrame).
# annotations_human must be same length as annotations_llm — mark unlabelled rows with NaN
# if you only have human labels on a validation subset.
sp.causal_text.llm_annotator_correct(                      # Egami–Hinck–Stewart–Wei (2024)
    annotations_llm=df["t_llm"],                           #   LLM-annotated treatment (all rows)
    annotations_human=df["t_true"],                        #   human labels aligned; NaN where missing
    outcome=df["y"],
    covariates=df[["age", "edu"]],
    method="hausman")

Robustness & Workflow

# spec_curve: controls is List[List[str]] (each inner list = one spec), not a flat list.
sp.spec_curve(df, y="wage", x="training",
              controls=[["age"], ["age", "edu"], ["age", "edu", "tenure"]])

# robustness_report: takes (data, formula, x, ...) — NOT a result object.
sp.robustness_report(df, formula="wage ~ training + age + edu",
                     x="training", cluster_var="firm_id")

# subgroup_analysis: (data, formula, x, by={<label>: <col>}, ...). Wald test is automatic.
sp.subgroup_analysis(df, formula="wage ~ training + age + edu",
                     x="training", by={"gender": "female", "age_bin": "age_quartile"})

result.to_latex()                                          # Export to LaTeX
result.to_word("output.docx")                              # Export to Word
result.cite()                                              # Auto-generate citation

Interactive Visualization (v0.6+)

fig = result.plot()
sp.interactive(fig)  # Stata Graph Editor-style WYSIWYG editing, 29 academic themes

Agent Integration Pattern

import statspai as sp

# Step 1: Discover available functions
functions = sp.list_functions()

# Step 2: Understand a specific function
info = sp.describe_function("callaway_santanna")

# Step 3: Get JSON schema for structured calls
schema = sp.function_schema("callaway_santanna")

# Step 4: Execute and get structured results (callaway_santanna requires `i=` unit id)
result = sp.callaway_santanna(df, y="y", g="first_treat_year", t="year", i="firm_id")
print(result.summary())
result.to_latex("tables/did_results.tex")

When to Use StatsPAI vs Other Packages

Validation and Error Handling

After running any estimation, check the result object before proceeding:

result = sp.did(df, "y", "treated", "post")

# Always inspect the human-readable summary first
print(result.summary())

# Inspect structured diagnostics for agent-driven logic
if hasattr(result, "diagnostics"):
    print(result.diagnostics)

Common pitfalls to guard against:

• Convergence warnings — surfaced in result.summary() (check before trusting SEs).
• Weak instruments for IV — require first-stage F ≥ 10 (Stock–Yogo rule of thumb); StatsPAI exposes this in result.diagnostics["First-stage F (<endog>)"].
• Parallel trends for DID — run an event study and verify pre-treatment coefficients are statistically indistinguishable from zero; follow up with sp.honest_did(result) for Rambachan–Roth sensitivity.
• Bandwidth sensitivity for RDD — re-run sp.rdrobust at half and double the MSE-optimal bandwidth; agreement within one SE is reassuring.
• Missing data — StatsPAI drops rows with missing values by default; check result.data_info["n_obs"] matches your expected sample size.
• Overlap / common support — for matching, DML, and meta-learners, inspect propensity-score distributions before interpreting CATEs.