Econometrics Tools
Browse all available econometrics tools.
Available tools
- Censored Outcome Boundary Observation Code Tool Preserve an explicit outcome censoring code without substituting boundary values or fitting a censored regression.
- Censored Outcome Indicator One Row Tool Two-sided observed-value censoring with equality assigned to a boundary censor indicator.
- Cluster Membership Label Label an explicitly assigned observation cluster and clustering dimension without selecting standard-error assumptions.
- Clustered Score Single Observation Contribution Tool Attach one supplied unweighted scalar observation score to its explicit cluster identifier without summing clusters or estimating covariance.
- Count Model Exposure Log Offset Term Tool Calculate count model exposure log offset term from explicit caller-supplied inputs.
- Econometric Restriction Degrees of Freedom Subtract an explicit count of independent parameter restrictions without testing their validity or estimating a model.
- Econometrics: Difference-in-Differences Two By Two Contrast Tool Compute the descriptive two-by-two difference-in-differences contrast from explicit cell means; no causal identification, parallel-trends claim or uncertainty estimation.
- Elasticity Log Level One Point Term Tool Calculate elasticity log level one point term from explicit caller-supplied inputs.
- Event Study Omitted Period Label Tool Record an explicit event-study omitted period and convention without selecting an identification strategy.
- Event Study Relative Time Index Term Tool Calculate event study relative time index term from explicit caller-supplied inputs.
- Event Time Reference Bin Offset Tool Compare explicit event-time bin indices without choosing an identification reference period.
- Event Time Treatment Date Offset Reference an observation date to an explicitly supplied treatment date in signed calendar days without estimating treatment effects.
- First Difference Two Period Error Term Tool Calculate first difference two period error term from explicit caller-supplied inputs.
- Fixed Effect Absorption Grandmean Term Tool Apply the explicit one-way group demeaning convention that adds back the supplied grand mean.
- Fixed Effect Within One Cell Term Tool Caller-supplied group mean for a one-way within transform; adding the grand mean is an explicit centering convention.
- Hac One Lag Covariance Weight Tool One Bartlett-kernel lag contribution; no automatic factor-of-two symmetrization or bandwidth selection.
- Heteroskedastic Sandwich One Outer Product Tool One HC0 weighted-score outer-product meat term, without a bread matrix or small-sample correction.
- Heteroskedasticity Robust Meat Row Tool Square one explicit weighted score w*x*residual for the scalar HC0 sandwich meat contribution without a degrees-of-freedom correction.
- Instrument Exclusion Moment Row Tool Multiply supplied instrument value by structural residual for one exclusion-moment contribution without establishing instrument validity.
- Instrument First Stage Residual Share Tool Compare independently supplied compatible first-stage sums of squares without fitting a model or testing instrument validity.
- Instrument Intercept Exclusion Flag Tool Filter explicitly identified intercept columns; no instrument relevance or exclusion restriction is inferred.
- Instrument Moment Centering Residual Tool Calculate instrument moment centering residual from explicit caller-supplied inputs.
- Instrument Relevance One Moment Gap Tool One supplied cross-moment covariance; relevance and exogeneity need separate statistical evidence.
- Instrumental Variable First Stage Residual Compute a supplied first-stage observation-minus-fitted residual without estimating instruments, identification or a regression.
- Iv One Instrument Residual Product Tool Calculate iv one instrument residual product from explicit caller-supplied inputs.
- Local Window Cutoff Equality Policy Tool Calculate local window cutoff equality policy from explicit caller-supplied inputs.
- Log Linear Coefficient Percent Crosswalk Convert a supplied natural-log outcome coefficient and predictor change into an exact exponential response factor without estimating a model.
- Logit Average Partial Effect Row Tool Calculate one continuous-regressor logit partial effect and its contribution to an explicit equally weighted sample average.
- Logit Marginal Effect One Covariate Tool Continuous-covariate partial effect at a supplied logit probability, not a discrete dummy-variable contrast.
- Measurement Error Attenuation Factor Term Tool Classical independent additive regressor measurement-error attenuation model with explicit variances.
- OLS One Observation Score Term Tool One x*w*residual normal-equation contribution, omitting an arbitrary common factor of two.
- Omitted Variable Bias Supplied Covariance Term Tool Calculate omitted variable bias supplied covariance term from explicit caller-supplied inputs.
- Panel Cluster Degrees Freedom Factor Tool Conventional CR1 factor G/(G-1)*(N-1)/(N-K); caller must establish the estimator convention.
- Panel Lag Balanced Period Flag Tool Check an explicit panel period-index lag without assuming missing rows imply balanced observation coverage.
- Panel Missing Time Gap Count omitted equally spaced time indices between explicitly increasing panel observations, requiring alignment to a supplied integer step.
- Panel Observation Weight Gap Tool Calculate panel observation weight gap from explicit caller-supplied inputs.
- Panel Timegap Difference Sign Tool Calculate panel timegap difference sign from explicit caller-supplied inputs.
- Panel Within Group Deviation Subtract explicit group means from a numeric panel vector, preserving original row order without fitting a fixed-effects model.
- Panel Within Mean Weight Tool Calculate panel within mean weight from explicit caller-supplied inputs.
- Probit Density Scale One Parameter Tool Calculate probit density scale one parameter from explicit caller-supplied inputs.
- Regression Coefficient Unit Rescale Rescale a slope coefficient when predictor and outcome units change by explicit positive factors, excluding origin changes and model refitting.
- Regression Design Row Leverage Term Tool Compute supplied xᵀ(XᵀX)⁻¹x; the caller supplies a valid inverse Gram matrix and model row.
- Regression Discontinuity Cutoff Distance Term Tool Explicit assignment and inclusive bandwidth arithmetic; no RD effect or identification claim.
- Regression Discontinuity Running Variable Center Center an explicit running variable and apply a supplied cutoff equality convention without choosing an RD bandwidth or identifying a causal effect.
- Regression Weight Exposure Base Tool Multiply an explicitly supplied regression weight by exposure only under the caller’s chosen basis.
- Residual Score Moment Term Tool Calculate residual score moment term from explicit caller-supplied inputs.
- Serial Correlation Innovation Residual Tool Calculate a supplied one-step AR(1) residual innovation without estimating persistence or assuming stationarity.
- Two Stage Least Squares One Fitted Value Term Tool Evaluate one supplied first-stage fitted value; this does not estimate coefficients or establish instrument validity.
- Weak Instrument First Stage Partial Ratio Tool Ordinary homoskedastic nested-model partial F, without a robust weak-instrument statistic or threshold decision.
- Weighted Regression Single Score Term Tool Calculate one scalar weighted least-squares score contribution w*x*residual from explicit analytic weight and observations.
- Within Transform Group Mean Tool Subtract supplied observations’ group means without estimating a fixed-effects model.