Full-empirical-analysis-skill-R — independently scanned and version-tracked by SaferSkills.
SaferSkills independently audited Full-empirical-analysis-skill-R (Agent Skill) and scored it 100/100 (green). The audit ran 55 deterministic rules across Security, Supply Chain, Maintenance, Transparency, and Community; it found 0 high-severity and 0 lower-severity findings. The full rule-by-rule trace and per-finding evidence are below. Free, methodology-open.
Findings & checks · 0 flagged
Every scanned point with the score it earned and what moved between them.
First recorded scan — no prior version to compare against.
The primary manifest — the file an agent reads to learn what this artifact does.
This skill is the canonical 8-step pipeline an applied economist runs on every empirical paper, written in the modern tidyverse + econometrics R ecosystem — dplyr/tidyr/haven for data, fixest as the panel/IV/DID workhorse, did/bacondecomp/HonestDiD for modern DID, rdrobust/rddensity for RD, Synth/gsynth/synthdid for synthetic control, MatchIt/WeightIt/cobalt/ebal for matching, grf/DoubleML for ML causal, mediation for causal mediation, marginaleffects for post-estimation, modelsummary/kableExtra/gt for publication tables, ggplot2/iplot/binsreg for figures.
Companion skills: this is the R sibling of 00-StatsPAI_skill (Python DSL), 00.1-Full-empirical-analysis-skill (explicit Python), and 00.2-Full-empirical-analysis-skill_Stata (Stata .do). All four implement the same 8 steps, in their respective ecosystems.
feols(... | unit + year, cluster = ~unit), not Frankenstein-y lm(y ~ x + factor(unit) + factor(year)).renv for package locking; Quarto (.qmd) for combined narrative + code + tables/figures.SKILL.md gives the canonical call per step; references/ holds variant-specific depth.Use this long playbook as a seed skill, not as a script to exhaustively apply. SkillOpt discipline: treat each local R/Quarto change as a candidate patch that must beat a selection check and survive a held-out check before it becomes reusable boilerplate. Before writing or revising an R script/Quarto workflow, compress the user's request into a task-local best_skill card:
best_skill: <mode + design + artifact target>
train_signal: <current failure, user goal, or missing evidence>
selection_split: <focal dataset/spec/output used to judge the candidate>
heldout_gate: <checks the patch must pass beyond the focal example>
accepted_patterns: <rules to reuse after validation>
rejected_patterns: <failed shortcuts not to retry without new evidence>
patch_scope: <one estimator/sample/export/robustness change>
reject_if: <conditions that force rollback to the last passing spec>econ, epi, or ml-causal), estimand, identification design, focal outcome/treatment, R package family, and required artifacts.distinct() key uniqueness, treatment support, missingness thresholds, expected table/figure files, and one non-focal robustness/specification that the change must not break.analysis_log.md; revert to the last passing spec and do not retry the same unchecked pattern.accepted_patterns and rejected_patterns from the trajectory. Do not widen the canonical project template from a single passing run.The default playbook above is AER-style applied econometrics — the AEA convention: written-out estimating equation, identifying assumption, design horse-race, full robustness gauntlet. The skill also ships two parallel sub-pipelines for the other two big causal-inference traditions, each reusing the same Steps 1–4 (cleaning / construction / Table 1 / diagnostics) and Step 8 (tables/figures) — only Step 5 (estimator) and Step 6/7 swap packages:
| Mode | Reader convention | Step-5 estimator stack | Reporting stack | Jump to |
|---|---|---|---|---|
| Default — Applied Econ (AER / QJE / AEJ) | "Show the equation + identifying assumption + design horse-race; controls visible; clustered SE" | DID / IV / RD / SCM / matching / fixest::feols HDFE | AER house-style multi-column modelsummary + kableExtra / gt / flextable + 8-section paper layout | Steps 1 → 8 (entire playbook below) |
| Mode A — Epidemiology / Public Health | "STROBE / TRIPOD-AI; target trial protocol; doubly-robust estimand; absolute & relative risk; KM survival" | Target-trial emulation · IPTW (WeightIt / PSweight) · g-formula (gfoRmula) · TMLE (tmle / ltmle) · Mendelian randomization (MendelianRandomization / TwoSampleMR / MRPRESSO) · KM / Cox / AFT (survival / survminer / flexsurv) | Same modelsummary + risk-difference / hazard-ratio / E-value rows | §A. Epidemiology pipeline |
| Mode B — ML Causal Inference | "DML / meta-learners / causal forest / DR-learner; CATE distribution; policy value" | DML (DoubleML) · S/T/X/R/DR-Learner (causalweight / grf) · GRF causal forest (grf::causal_forest) · BART/BCF (bartCause / bcf) · matrix completion (MCPanel) | modelsummary ML horse-race + grf CATE plot + policy-value table + conformalInference PI | §B. ML causal pipeline |
How to invoke a non-default mode (Claude / agent picks this up from the user's wording):
| User says... | Mode the skill switches to |
|---|---|
| "Run a DID / IV / RD / event study", "AER table", "applied micro" | Default (AER econ) — Steps 1 → 8 |
| "Target trial emulation", "g-formula", "IPTW", "TMLE", "Mendelian randomization", "STROBE / TRIPOD", "公共健康 / 流行病学", "epi pipeline", "RWE study", "cohort study", "case-control" | Mode A (Epi) — §A |
| "DML", "double machine learning", "causal forest", "meta-learner", "CATE", "BCF", "policytree", "policy learning", "conformal causal", "fairness audit", "ML causal", "uplift modeling", "因果机器学习" | Mode B (ML causal) — §B |
| "Mix" (e.g. "estimate DID + then ML CATE on the heterogeneity") | Default + Mode B in sequence — every estimator yields a coefficient + SE pair, drop them all into one modelsummary(...) for the horse-race column |
The three modes share the same Step 1–4 cleaning / Table 1 / diagnostics scaffolding, the same Step 8 export stack, and the same DAG-first identification logic — switching modes only changes which Step-5 estimator family you reach for, not the surrounding paper structure. If you only want descriptive stats / Table 1 / a balance check, the AER gtsummary::tbl_summary / modelsummary::datasummary_balance calls in Step 3 work identically across all three modes.
This skill defaults to the applied-economics paper convention. Unless the user explicitly asks for a single point estimate, every run produces the full publication-ready output set below. Treat it as the contract of Step 8 — mandatory, not opt-in.
| # | Table | R source | Saves to |
|---|---|---|---|
| T1 | Summary statistics & balance (treated vs control, with SMD / p-values) | gtsummary::tbl_summary + add_p + add_difference (Step 3) | tables/table1_balance.xlsx + .docx + .tex |
| T2 ★ | Main results — multi-column regression M1→M6 (progressive controls + FE) | fixest::feols × 6 specs → modelsummary (Step 5–6) | tables/table2_main.xlsx + .docx + .tex |
| T3 | Mechanism / outcome ladder — same treatment, 3+ outcomes side-by-side | loop feols over y ∈ {Y1, Y2, Y3, Y_main} → modelsummary (Step 7) | tables/table3_mechanism.xlsx + .docx + .tex |
| T4 | Heterogeneity — subgroup × main coef (gender, age, region, …) | subgroup feols × linearHypothesis → modelsummary (Step 7) | tables/table4_heterogeneity.xlsx + .docx + .tex |
| T5 | Robustness battery — alt SE / cluster / sample / placebo, in one table | feols × variants → modelsummary (Step 6) | tables/table5_robustness.xlsx + .docx + .tex |
★ Table 2 is the centerpiece of every economics paper. It is the multi-column regression table that walks the reader from raw correlation (M1) to the fully-specified design (M6: 2-way FE + interacted FE + cluster-robust SE). Do not collapse it into a single column. Do not report only the headline coefficient. The progression is the credibility argument: if M1→M6 is monotone and stable, the design is plausibly identifying; if it collapses on adding FE, that is the result.
>
Canonical 6 columns, in order: 1. M1 raw bivariate (feols(y ~ treat, data)) 2. M2 + demographics (+ age + edu) 3. M3 + sector controls (+ tenure / firm_size) 4. M4 + unit FE (| worker_id) 5. M5 + 2-way FE (| worker_id + year) 6. M6 + interacted FE (| worker_id + year + industry^year) withcluster = ~ worker_id
| # | Figure | R source | Saves to |
|---|---|---|---|
| F1 | Trend / motivation — treated vs control over time, with policy line | dplyr group means → ggplot + geom_line (Step 3) | figures/fig1_trend.png (300 dpi, 必须导出 PNG) + .pdf |
| F2 | Event-study coefficients with 95% CI, base period at –1 | fixest::sunab() / did::ggdid / iplot (Step 5) | figures/fig2_event_study.png (300 dpi, 必须导出 PNG) + .pdf |
| F3 | Coefficient plot across specs M1→M6 | modelsummary::modelplot() (Step 8) | figures/fig3_coefplot.png (300 dpi, 必须导出 PNG) + .pdf |
| F4 | Robustness / sensitivity — bacondecomp::bacon plot, HonestDiD::createSensitivityPlot, or spec curve | scenario-specific (Step 6) | figures/fig4_sensitivity.png (300 dpi, 必须导出 PNG) + .pdf |
project/
├── tables/ table1_balance.xlsx/.docx/.tex table2_main.xlsx/.docx/.tex
│ table3_mechanism.xlsx/.docx/.tex table4_heterogeneity.xlsx/.docx/.tex
│ table5_robustness.xlsx/.docx/.tex
└── figures/ fig1_trend.png(300dpi)+.pdf fig2_event_study.png(300dpi)+.pdf
fig3_coefplot.png(300dpi)+.pdf fig4_sensitivity.png(300dpi)+.pdf关键输出规则(必须遵守):
message() explaining why; do not silently drop.# Run once on a fresh R install:
install.packages(c(
# Data
"tidyverse", "haven", "readxl", "data.table", "janitor",
"naniar", "VIM", "mice", "validate",
# Description / tables
"gtsummary", "tableone", "modelsummary", "kableExtra", "gt",
"stargazer", "texreg", "flextable", "psych", "summarytools",
# Tests
"lmtest", "sandwich", "car", "tseries", "urca", "plm",
"clubSandwich", "fwildclusterboot",
# Modeling — workhorses
"fixest", # panel/IV/DID with HD FE — primary
"AER", # ivreg
"ivreg", # alternative IV
# Modern DID
"did", # Callaway–Sant'Anna
"didimputation", # Borusyak–Jaravel–Spiess
"fixest", # sunab() for Sun–Abraham
"synthdid", # Synthetic DID
"bacondecomp", "HonestDiD",
"DIDmultiplegtDYN", # de Chaisemartin–D'Haultfœuille
# RD
"rdrobust", "rddensity", "rdmulti",
# Synthetic control
"Synth", "gsynth", "tidysynth",
# Matching / weighting
"MatchIt", "WeightIt", "cobalt", "ebal",
# ML causal
"grf", "DoubleML",
# Mediation / SEM
"mediation", "lavaan",
# Robustness / inference
"robomit", # Oster delta
"ri2", "ritools", # randomization inference
"multcomp",
# Margins / post-estimation
"marginaleffects",
# Plotting
"ggplot2", "ggpubr", "cowplot", "patchwork",
"binsreg",
"ggdist", "ggrepel"
))
# fixest's iplot, esttex, etable are bundled.┌──────────────────────────────────────────────────────────────────────┐
│ Step −1 Pre-Analysis Plan (PAP) pwr / WebPower / DeclareDesign │
│ Step 0 Sample log + data contract sample_log/stopifnot/jsonlite │
│ Step 1 Data import & cleaning read_csv/read_dta/janitor/naniar/mice│
│ Step 2 Variable construction mutate/across/winsorize/lag/group_by │
│ Step 2.5 Empirical strategy equation × ID assumption + pre-reg │
│ Step 3 Descriptive statistics gtsummary/datasummary_balance/cor_pmat│
│ Step 3.5 Identification graphics iplot/binsreg/rdplot/cobalt/Synth │
│ Step 4 Diagnostic tests shapiro/bptest/dwtest/vif/adf/kpss │
│ Step 5 Baseline modeling feols/ivreg/att_gt/synthdid/MatchIt │
│ Step 6 Robustness battery bacondecomp/HonestDiD/fwildclusterboot│
│ Step 7 Further analysis marginaleffects/mediation/grf │
│ Step 8 Tables & figures modelsummary/iplot/ggplot2/cowplot │
└──────────────────────────────────────────────────────────────────────┘The 8 steps mirror the canonical sections of an applied AER / QJE / AEJ paper. Each step is one paper section and emits a paper-ready artifact on disk:
Paper section Step R moves
─────────────────────────── ───── ────────────────────────────────────────────────
Pre-Analysis Plan −1 pwr / WebPower / DeclareDesign + freeze pap.json
§1. Data 0 sample_log + 5-check stopifnot → JSON via jsonlite
§1. Data 1 haven::read_dta · janitor::clean_names · naniar/mice
§1. Data 2 mutate/across/Winsorize/lag/lead/diff · CPI deflate
§1.1 Descriptives (Table 1) 3 gtsummary::tbl_summary · datasummary_balance
§2. Empirical Strategy 2.5 write equation + ID assumption → strategy.md
§3. Identification graphics 3.5 fixest::iplot · binsreg · rdplot · cobalt::love.plot · Synth
§3.5 Diagnostics 4 bptest · dwtest · car::vif · urca::ur.df · phtest
§4. Main Results (Table 2) 5 fixest::feols progressive (m1...m6) · modelsummary
§5. Heterogeneity (Table 3) 7 feols(... + i(.):X) · marginaleffects::avg_slopes
§6. Mechanisms / Channels 7 mediation::mediate · lavaan · outcome ladder
§7. Robustness gauntlet 6 bacondecomp · HonestDiD · robomit · fwildclusterboot · ri2
§8. Replication package 8 modelsummary("...tex") · gt → docx · result.jsonBelow is the canonical call at each step. All examples share one running narrative — labor-econ panel where training (treatment) affects log_wage (outcome), with covariates age, edu, tenure, panel keys worker_id/firm_id/year. Variable names and parameter values are illustrative.
When a step has many variants (5 staggered-DID estimators; 4 hetero tests), SKILL.md shows the one you reach for first; deeper variants live in references/NN-<topic>.md.A modern AER paper has 5–7 figures and 3–5 main tables + an appendix robustness table. Every step below leaves at least one numbered artifact on disk. Default file names assume parallel .tex / .docx / .xlsx exports (the agent should produce all three so co-authors can edit in Word, the build system can use LaTeX, and editors can edit raw numbers in Excel). 所有图片必须同时保存 PNG(≥300 dpi)和 PDF 两种格式。
| § | Artifact | R primitive | Filenames |
|---|---|---|---|
| §1 | Figure 1: raw trends / treatment rollout | df %>% group_by(year, treat) %>% summarise(mean(y)) %>% ggplot() | figures/fig1_trend.png(300dpi)+.pdf |
| §1 | Table 1: summary stats (full / treated / control + Δ + SMD) | gtsummary::tbl_summary · modelsummary::datasummary_balance | tables/table1_balance.xlsx/.docx/.tex |
| §3 | Figure 2: identification graphic (event-study / first-stage / McCrary / RD scatter / SCM trajectory) | fixest::iplot(es) · binsreg · rdrobust::rdplot · rddensity · Synth::path.plot | figures/fig2_event_study.png(300dpi)+.pdf |
| §4 | Table 2: main results — progressive controls M1→M6 | modelsummary(list("(1)"=m1,...,"(6)"=m6)) · fixest::etable | tables/table2_main.xlsx/.docx/.tex |
| §4 | Table 2-bis: design horse-race (OLS / IV / DID / DML) | modelsummary(list("OLS"=ols, "2SLS"=iv, "CS-DID"=cs, "DML"=dml)) | tables/table2b_designs.xlsx/.docx/.tex |
| §4 | Figure 3: coefficient plot across specs | modelplot(list(m1,...,m6), coef_map="training") | figures/fig3_coefplot.png(300dpi)+.pdf |
| §5 | Table 3: heterogeneity by subgroup | modelsummary(g_full, g_male, g_fem, g_q1, ..., g_q4) | tables/table3_heterogeneity.xlsx/.docx/.tex |
| §5 | Figure 4: dose-response / CATE | marginaleffects::plot_predictions · grf::plot.causal_forest | figures/fig4_cate.png(300dpi)+.pdf |
| §6 | Table 4: mechanism / outcome ladder | loop feols over outcomes → modelsummary | tables/table4_mechanism.xlsx/.docx/.tex |
| §7 | Table A1: robustness master (one column per check) | modelsummary(list(base, no99, balpan, dropearly, wfe, cl2way, logy, ihsy, psm, ebal)) | tables/tableA1_robustness.xlsx/.docx/.tex |
| §7 | Figure 5: spec curve | specr::specr() + plot_specs (or hand-rolled purrr::pmap) | figures/fig5_spec_curve.png(300dpi)+.pdf |
| §7 | Figure 6: sensitivity (HonestDiD / Oster / E-value) | HonestDiD::createSensitivityPlot · robomit::o_test · EValue | figures/fig6_sensitivity.png(300dpi)+.pdf |
| §8 | Replication bundle: all tables in one document | modelsummary(..., output="docx") · gt::gtsave() · Quarto / Rmd | replication/paper_tables.xlsx/.docx/.tex |
Every R estimator above (fixest::feols/AER::ivreg/did::att_gt/grf::causal_forest/synthdid_estimate) returns a result object that can be passed straight intomodelsummary(...)/modelplot(...)/etable(...). Don't hand-roll LaTeX fromkable(), and don't render Word viaflextabledirectly —modelsummary,etable, andgtsummaryapply book-tab borders, AER stars, and the right SE label automatically. For deeper export recipes, seereferences/08-tables-plots.md.
关键规则(必须遵守):每个表格必须同时导出三种格式——Excel(.xlsx)、Word(.docx)、LaTeX(.tex)。每个图片必须同时保存PNG(≥300dpi)和PDF两种格式。
R has the best publication-table ecosystem of the three languages. Three tiers, picked by scope:
| Tier | Use when | API | Hot args | |||
|---|---|---|---|---|---|---|
| 1. Single multi-column table | Exporting one Table 2 / Table 3 / Table A1 with progressive columns | `modelsummary(list("(1)"=m1,...,"(N)"=mN), output="tables/tab.tex", stars=c(""=.1,""=.05,"**"=.01), gof_omit="BIC | AIC | F | Log", coef_map=c(...)) — or fixest::etable(m1,...,mN, file="tab.tex") for feols`-only | coef_map=, gof_omit=, stars=, notes=, output= "latex"/"docx"/"xlsx"/"markdown", add_rows= |
| 2. Multi-panel paper format (Tables 2 + 3 + A1 + A2 in one file) | Producing the paper-tables block — main + heterogeneity + robustness + placebo as a single document | modelsummary chained with gt::gt_group() for one document with section headers, OR Quarto .qmd rendering multiple modelsummary calls between prose | gt_group(modelsummary(...), modelsummary(...)) · quarto render paper.qmd | |||
3. Full session bundle (the Stata collect / Python Stargazer + pylatex equivalent) | Replication appendix that mixes summary stats + balance + multiple regression tables + headings + prose in one file | Quarto is the modern R-native answer. master.qmd interleaves prose + chunks that emit modelsummary / gtsummary / ggplot2 outputs; one quarto render produces .pdf / .docx / .html | YAML front matter sets format: [pdf, docx, html] for triple-target output |
Journal styling — pick the right `stars` and SE label. The AEA convention is c("*"=.1, "**"=.05, "***"=.01) and notes = "Cluster-robust standard errors in parentheses...". Define a wrapper once at the top of master.R:
# Top of master.R — journal house-style wrapper
# 输出三格式:.xlsx(编辑)、.docx(Word)、.tex(LaTeX)
aer_table <- function(models, output, headers = NULL, coef_map = NULL) {
base <- tools::file_path_sans_ext(output)
for (ext in c(".xlsx", ".docx", ".tex")) {
output_file <- paste0(base, ext)
fmt <- if (ext == ".xlsx") "html" else if (ext == ".docx") "docx" else "latex"
modelsummary(
models,
output = output_file,
stars = c("*" = 0.1, "**" = 0.05, "***" = 0.01),
gof_omit = "BIC|AIC|F|Log|Adj",
coef_map = coef_map,
notes = paste("Cluster-robust standard errors in parentheses.",
"* p<0.10, ** p<0.05, *** p<0.01."),
output_format = fmt
)
}
}For the multi-panel .docx / .xlsx and Quarto cookbook (single-file paper-tables bundle), see references/08-tables-plots.md.
Before touching the data, write down (a) the population, (b) the design, (c) the minimum detectable effect (MDE) under the planned sample size and α=0.05, β=0.20. Persist the result as pap.json so a referee can verify the design was powered before, not after, the data were seen.
library(pwr) # classical power calculations
library(WebPower) # cluster RCT, longitudinal, mixed designs
library(jsonlite)
# Two-sample MDE for a continuous outcome (Cohen's d framing)
pwr.t.test(d = 0.20, power = 0.80, sig.level = 0.05,
type = "two.sample", alternative = "two.sided")
# → required n per arm
# Solve for MDE given fixed n
pwr.t.test(n = 2000, power = 0.80, sig.level = 0.05,
type = "two.sample")$d
# → minimum detectable Cohen's d
# Cluster-randomized RCT — design effect
# Solve via WebPower::wp.crt2arm(...) for clusters / per-cluster size / power triangle
WebPower::wp.crt2arm(f = 0.20, J = NULL, n = 50, icc = 0.05, power = 0.80,
alpha = 0.05, alternative = "two.sided")
# → required clusters per arm
# DID power (Frison-Pocock / Bloom 1995): use WebPower::wp.kanova() or simulate
# RD power: simulate via DeclareDesign — see references/05-modeling.md §5.5
# Persist the protocol — referee will ask whether design was powered ex ante
pap <- list(
population = "manufacturing workers, 2010–2020",
treatment = "training (binary, staggered adoption)",
outcome = "log_wage",
estimand = "ATT",
design = "staggered DID, Callaway-Sant'Anna",
alpha = 0.05,
power_target = 0.80,
mde_d = 0.20,
n_planned = 12000,
frozen_at = "2026-01-15T09:00:00Z",
git_sha = "<paste>"
)
write_json(pap, "artifacts/pap.json", pretty = TRUE, auto_unbox = TRUE)For richer DAG-aware power analysis (write down the DAG, declare estimands, simulate the design), use `DeclareDesign` — it is the R-native equivalent of EGAP's pre-analysis flow.
Commit artifacts/pap.json in the repo before Step 1. AEA RCT Registry / OSF preregistration tools accept it as the analysis-plan exhibit.
An AER §1 Data section has three jobs: (a) describe sources, (b) document every sample restriction (the "footnote 4" sample log), (c) lock the panel structure.
library(tidyverse); library(jsonlite)
sample_log <- tibble::tibble(step = character(), n = integer())
df_raw <- read_dta("raw/panel.dta") %>% janitor::clean_names()
sample_log <- sample_log %>% add_row(step = "0. raw", n = nrow(df_raw))
df1 <- df_raw %>% drop_na(wage)
sample_log <- sample_log %>% add_row(step = "1. drop missing wage", n = nrow(df1))
df2 <- df1 %>% filter(between(age, 18, 65))
sample_log <- sample_log %>% add_row(step = "2. drop age outside 18-65", n = nrow(df2))
df3 <- df2 %>% filter(industry %in% c("manuf", "construction", "transport"))
sample_log <- sample_log %>% add_row(step = "3. keep target industries", n = nrow(df3))
df <- df3
print(sample_log)
write_json(sample_log, "artifacts/sample_construction.json", pretty = TRUE)Paste the printed tibble verbatim as footnote 4 of the paper.
library(validate); library(assertr)
data_contract <- function(df, y, treatment, id = NULL, time = NULL, covariates = c()) {
keys <- c(y, treatment, id, time, covariates)
contract <- list(
n_obs = nrow(df), # 1. shape
dtypes = sapply(df[keys], function(x) class(x)[1]), # 2. dtypes
n_missing = sapply(df[keys], function(x) sum(is.na(x))), # 3. missingness
n_dupes_on_keys = if (!is.null(id) && !is.null(time))
sum(duplicated(df[, c(id, time)])) else 0, # 4. duplicates
panel_balanced = NULL,
cohort_sizes = NULL
)
if (!is.null(id) && !is.null(time)) {
bal <- df %>% count(.data[[id]])
contract$panel_balanced <- all(bal$n == max(bal$n)) # 5. balance
contract$n_dropped_by_balance <- sum(bal$n != max(bal$n))
if ("first_treat" %in% names(df)) {
contract$cohort_sizes <- df %>% distinct(.data[[id]], .keep_all = TRUE) %>%
count(first_treat) %>% deframe()
}
}
contract$y_range <- range(df[[y]], na.rm = TRUE)
contract$treatment_share <- mean(df[[treatment]], na.rm = TRUE)
# MCAR sniff test (Rubin) — if missing(y) is associated with covariates,
# listwise deletion biases the estimate. Use mice / IPW instead.
miss_y <- is.na(df[[y]])
contract$mcar_hint <- "likely MCAR (listwise OK)"
if (any(miss_y) && any(!miss_y)) {
for (cov in covariates) {
if (is.numeric(df[[cov]])) {
p <- t.test(df[[cov]][miss_y], df[[cov]][!miss_y])$p.value
if (p < 0.05) {
contract$mcar_hint <- sprintf("NOT MCAR (y-miss differs on %s, p=%.3f) → use mice / IPW",
cov, p)
break
}
}
}
}
contract
}
contract <- data_contract(df, y = "wage", treatment = "training",
id = "worker_id", time = "year",
covariates = c("age", "edu", "tenure"))
stopifnot(contract$n_dupes_on_keys == 0)
stopifnot(all(contract$n_missing == 0))
write_json(contract, "artifacts/data_contract.json",
pretty = TRUE, auto_unbox = TRUE)If any stopifnot fires, stop and fix it in dplyr first. R estimators silently drop NA rows downstream — this contract is the cheapest insurance against "why did N drop from 12,000 to 9,800 between Table 1 and Table 2?" referee questions.
Deeper patterns: references/01-data-cleaning.md — every format (haven/readxl/data.table::fread/arrow::read_parquet/DBI), janitor::clean_names, naniar missingness viz, MCAR/MAR/MNAR triage with mice, validation with validate/assertr, panel structure checks.
library(tidyverse)
library(haven) # .dta / .sav / .sas7bdat
library(janitor) # clean_names()
library(naniar) # missing-data viz
library(skimr) # one-line dataset summary
# 1a. Load + first look
df <- read_dta("raw/panel.dta") %>%
clean_names() # standardize to snake_case
skim(df) # rich one-line-per-var summary
naniar::miss_var_summary(df)
naniar::vis_miss(df) # missingness heatmap
# 1b. Dtypes
df <- df %>%
mutate(
year = as.integer(year),
wage = as.numeric(wage),
gender = as.factor(gender),
date = as.Date(date)
)
# 1c. Missing values — decide PER VARIABLE
key_vars <- c("wage", "training", "worker_id", "year")
df <- df %>%
drop_na(all_of(key_vars))
cat("After dropping NA on keys:", nrow(df), "rows\n")
df <- df %>%
mutate(
tenure_missing = is.na(tenure),
tenure = if_else(is.na(tenure), median(tenure, na.rm = TRUE), tenure),
union = fct_explicit_na(as.factor(union), na_level = "unknown")
)
# 1d. Outliers — flag, don't drop yet
df <- df %>%
mutate(wage_z = scale(wage)[,1],
outlier_z4 = abs(wage_z) > 4)
cat("|z|>4 on wage:", sum(df$outlier_z4, na.rm = TRUE), "\n")
# 1e. Deduplicate panel key
stopifnot(nrow(df %>% distinct(worker_id, year)) == nrow(df))
# 1f. Merge with assertion
firm_chars <- read_dta("raw/firm_chars.dta")
n_before <- nrow(df)
df <- df %>%
left_join(firm_chars, by = "firm_id", relationship = "many-to-one")
stopifnot(nrow(df) == n_before) # no row inflation
# 1g. Panel structure
df %>% count(year) # per-year
df %>% count(worker_id) %>% summary() # per-unitKey principle: dplyr + explicit stopifnot() assertions. No silent row drops downstream.
Deeper patterns: references/02-data-transformation.md — log/IHS/Box–Cox via MASS::boxcox, group winsorization with dplyr, scale() and bestNormalize, factor handling, lag/lead with dplyr::lag, panel timing.
library(DescTools) # Winsorize()
df <- df %>%
mutate(
# 2a. Log / IHS
log_wage = log(pmax(wage, 1)),
ihs_assets = asinh(assets),
# 2b. Winsorize 1/99
wage_w1 = DescTools::Winsorize(wage, probs = c(0.01, 0.99), na.rm = TRUE),
# 2c. Standardize
age_std = as.numeric(scale(age)),
# 2d. Polynomial / interaction (or use formula syntax in fixest)
age_sq = age^2,
trt_x_edu = training * edu
) %>%
# 2e. Within-group winsorize
group_by(industry, year) %>%
mutate(wage_w1_iy = DescTools::Winsorize(wage, probs = c(0.01, 0.99),
na.rm = TRUE)) %>%
ungroup() %>%
# 2f. Panel operators (always arrange first to make lag deterministic)
arrange(worker_id, year) %>%
group_by(worker_id) %>%
mutate(
log_wage_l1 = lag(log_wage, 1),
log_wage_f1 = lead(log_wage, 1),
d_log_wage = log_wage - lag(log_wage, 1),
wage_mean_i = mean(log_wage, na.rm = TRUE),
log_wage_dm = log_wage - wage_mean_i
) %>%
ungroup() %>%
# 2g. Staggered-DID timing
group_by(worker_id) %>%
mutate(first_treat = ifelse(any(training == 1),
min(year[training == 1]), NA_real_)) %>%
ungroup() %>%
mutate(rel_time = year - first_treat,
never_treated = is.na(first_treat))
# 2h. CPI deflation
cpi <- read_csv("raw/cpi.csv")
df <- df %>%
left_join(cpi, by = "year") %>%
mutate(cpi_base = cpi[year == 2010][1],
wage_real = wage * cpi_base / cpi,
log_wage_real = log(pmax(wage_real, 1)))This is the heart of an AER paper. Before any code, write down the equation explicitly and state the identifying assumption. Vague identification language is the single most common reason a referee rejects an applied paper. Persist the strategy as strategy.md so it is a dated, version-controlled artifact — not a post-hoc rationalization written after seeing the coefficient.
#### Equation × identifying assumption × R estimator (decision table)
| Design | Estimating equation | Identifying assumption | R estimator | |
|---|---|---|---|---|
| 2×2 DID | Y_it = α_i + λ_t + β·D_it + X'γ + ε_it | parallel trends conditional on X | `feols(y ~ i(treated, post, ref=0) | i + t, data, cluster = ~i)` |
| Event-study (CS / SA) | Y_it = α_i + λ_t + Σ_{e≠-1} β_e · 1{t-G_i = e} + ε_it | no anticipation + group-time PT | `feols(y ~ sunab(G, t) | i + t) · did::att_gt · didimputation::did_imputation` |
| 2SLS | Y_i = α + β·D_i + X'γ + ε_i; D_i = π·Z_i + X'δ + u_i | exclusion + relevance + monotonicity | `feols(y ~ X | D ~ Z, data) · AER::ivreg · ivreg::ivreg` |
| Sharp RD | Y_i = α + β·1{X_i ≥ c} + f(X_i) + ε_i (local poly) | continuity of E[Y(0)\ | X] at c, no manipulation | rdrobust::rdrobust(y, x, c=0) (+ rddensity) |
| SCM | Ŷ_1t(0) = Σ_j ŵ_j Y_jt, τ_t = Y_1t − Ŷ_1t(0) for t≥T_0 | pre-period fit + interpolation validity | Synth::synth · gsynth::gsynth · synthdid::synthdid_estimate · tidysynth | |
| Selection-on-observables (matching/IPW/DML) | Y_i = m(X_i) + β·D_i + ε_i (Robinson partialling-out) | unconfoundedness + overlap | MatchIt::matchit + lm · WeightIt · DoubleML::DoubleMLPLR · grf::causal_forest |
#### Design picker (when the user is unsure)
┌─ running var + cutoff ───────────────── RDD (rdrobust)
│
├─ exogenous instrument Z ─────────────── IV/2SLS (feols / AER::ivreg)
data + question ─┤
├─ pre/post × treat/control ─┬ 2 periods ── 2×2 DID (feols + i())
│ └ staggered ── CS / SA / BJS (att_gt / sunab / did_imputation)
│
├─ 1 treated unit + donor pool + long pre ── SCM (Synth / gsynth / synthdid)
│
├─ high-dim X, selection-on-observables ── ML causal (DoubleML / grf — see §B)
│
└─ none of the above ──────────────────── matching + sensitivity (MatchIt + EValue)#### Pre-registration strategy.md template
strategy <- "\\
# Empirical Strategy (pre-registration)
**Frozen**: 2026-01-15 (Git SHA: <paste>)
**Population**: manufacturing workers, 2010–2020, balanced panel
**Treatment**: training (binary, staggered adoption)
**Outcome**: log_wage (CPI-deflated 2010 USD)
**Estimand**: ATT on the treated, dynamic horizon -4..+4
## Estimating equation (paste from §2.5 row that matches the design)
log_wage_it = α_i + λ_t + Σ_{e≠-1} β_e · 1{t - G_i = e} + ε_it
## Identifying assumption
1. No anticipation: E[Y_it(0) | t < G_i] = E[Y_it(0) | never-treated]
2. Group-time PT: Δ E[Y_it(0)] is the same across treatment cohorts
## Auto-flagged threats (must defend in §2)
- Selection of G_i on Y_i(0) → bacondecomp + HonestDiD sensitivity
- Spillover within firm → cluster at firm_id, also try firm_id × year
- Anticipation in pre-period → include lead in event study
## Fallback estimators (Step 6 robustness)
- Sun–Abraham via `feols(y ~ sunab(G, t) | i + t, data)`
- Borusyak-Jaravel-Spiess via `didimputation::did_imputation`
- Synthetic DID via `synthdid::synthdid_estimate`
"
writeLines(strategy, "artifacts/strategy.md")Commit artifacts/strategy.md in the repo before running Step 5 / Step 6. The git log of this file is the analysis plan.
Deeper patterns: references/03-descriptive-stats.md — gtsummary::tbl_summary (the modern Table 1 standard), modelsummary::datasummary_balance with SMDs, tableone::CreateTableOne, correlation matrices with significance via corrplot / psych::corr.test, distribution plots via ggplot2.
library(gtsummary)
library(modelsummary)
# 3a. Full-sample summary — one line, publication ready
df %>%
select(log_wage, age, edu, tenure, training) %>%
datasummary_skim()
# Or
df %>%
select(log_wage, age, edu, tenure, training) %>%
tbl_summary(
type = list(all_continuous() ~ "continuous2"),
statistic = all_continuous() ~ c("{N_nonmiss}", "{mean} ({sd})",
"{min} – {median} – {max}")
) %>%
bold_labels() %>%
as_kable_extra() %>%
kableExtra::save_kable("tables/table1_full.tex")
# 3b. Stratified Table 1 (treated vs control, with SMDs + p-values)
df %>%
select(log_wage, age, edu, tenure, female, training) %>%
tbl_summary(by = training, missing = "ifany") %>%
add_p() %>%
add_difference() %>%
add_n() %>%
modify_header(label = "**Variable**") %>%
bold_labels() %>%
as_gt() %>%
gt::gtsave("tables/table1_balance.html")
# Or via modelsummary (writes LaTeX/Word/HTML)
datasummary_balance(~ training,
data = df %>% select(training, age, edu, tenure, female),
output = "tables/table1_balance.tex")
# 3c. Correlation matrix with stars
library(corrplot); library(psych)
corr_obj <- corr.test(df %>% select(log_wage, age, edu, tenure, training),
method = "pearson")
corrplot(corr_obj$r, method = "color", type = "upper",
p.mat = corr_obj$p, sig.level = 0.05, insig = "blank",
addCoef.col = "black", number.cex = 0.7,
tl.col = "black", tl.srt = 45,
col = colorRampPalette(c("#B2182B","white","#2166AC"))(200))
# 3d. Distribution plots
library(ggplot2)
p1 <- ggplot(df, aes(log_wage, fill = factor(training))) +
geom_density(alpha = 0.5) +
scale_fill_manual(values = c("0" = "darkred", "1" = "navy"),
labels = c("Control", "Treated"), name = "") +
labs(x = "Log wage", y = "Density",
title = "Log-wage density by treatment") +
theme_classic()
p2 <- ggplot(df, aes(sample = log_wage)) +
stat_qq() + stat_qq_line() +
labs(title = "Normal Q-Q") + theme_classic()
cowplot::plot_grid(p1, p2, labels = "auto") %>%
ggsave("figures/distributions.pdf", plot = ., width = 10, height = 4)
# 3e. Time-trend (DID motivation)
df %>%
group_by(year, training) %>%
summarise(mean_log_wage = mean(log_wage, na.rm = TRUE), .groups = "drop") %>%
ggplot(aes(year, mean_log_wage, color = factor(training))) +
geom_line(linewidth = 1) + geom_point(size = 2) +
geom_vline(xintercept = policy_year, linetype = "dashed") +
scale_color_manual(values = c("0" = "darkred", "1" = "navy"),
labels = c("Control","Treated"), name = "") +
labs(x = "Year", y = "Mean log wage") + theme_classic()
ggsave("figures/trend_did.pdf", width = 7, height = 4)AER convention: the identification figure precedes the regression table. The reader should see graphical evidence that PT holds / first stage is strong / RD jumps cleanly before you ask them to trust your point estimate.
#### 3.5.1 Event-study figure + numerical pre-trends test (DID identification)
Pre-period coefficients ≈ 0 (with the −1 reference period normalized to zero) is the visual evidence for parallel trends. Pair the figure with a numerical pre-trends test so reviewers don't have to eyeball it.
library(fixest); library(ggplot2)
# (a) Sun-Abraham via fixest::sunab — the modern primary for staggered DID
es <- feols(log_wage ~ sunab(first_treat, year) | worker_id + year,
data = df, cluster = ~ worker_id)
# (b) Coefficient figure
iplot(es,
xlab = "Years relative to treatment",
ylab = "Coefficient (ATT, 95% CI)",
main = "Figure 2a. Event-study coefficients (95% CI; ref. e = -1)")
ggsave("figures/fig2a_event_study.pdf", width = 7, height = 4)
ggsave("figures/fig2a_event_study.png", width = 7, height = 4, dpi = 300)
# (c) Numerical pre-trends Wald test (joint zero on the leads)
pre_idx <- grep("year::-", names(coef(es)))[!grepl("ref", names(coef(es)))]
W <- wald(es, names(coef(es))[pre_idx])
cat(sprintf("Pre-trends Wald χ² = %.2f, p = %.3f\n", W$stat, W$p))
# (d) Bacon decomposition (Goodman-Bacon 2021) — TWFE diagnostic
library(bacondecomp)
bd <- bacon(log_wage ~ training, data = df,
id_var = "worker_id", time_var = "year")
ggplot(bd, aes(weight, estimate, color = type, shape = type)) +
geom_point(size = 2) +
labs(title = "Figure 2a-bis. Goodman-Bacon decomposition",
x = "Weight", y = "Estimate")
ggsave("figures/fig2a_bacon.pdf", width = 7, height = 4)
# (e) Callaway-Sant'Anna dynamic ATT (when att_gt is the main estimator)
library(did)
cs <- att_gt(yname = "log_wage", tname = "year", idname = "worker_id",
gname = "first_treat", data = df,
control_group = "nevertreated", est_method = "dr",
clustervars = "firm_id")
ggdid(aggte(cs, type = "dynamic")) +
labs(title = "Figure 2a-ter. Dynamic ATT (Callaway-Sant'Anna)")
ggsave("figures/fig2a_csdid.pdf", width = 7, height = 4)#### 3.5.2 First-stage F-statistic + scatter (IV identification)
Rule of thumb: first-stage F ≥ 10 for OLS-style inference; F ≥ 23 for AR-equivalent inference (Stock–Yogo / Lee 2022). fixest::feols reports F automatically; AER::ivreg requires summary(..., diagnostics = TRUE).
iv <- feols(log_wage ~ age + edu | training ~ Z1 + Z2,
data = df, cluster = ~ firm_id)
summary(iv, stage = 1)
fitstat(iv, ~ ivf + ivwald + sargan + cd) # CD / KP / Sargan / first-stage F
# Binscatter for the first-stage scatter (residualized on age + edu)
library(binsreg)
binsreg(y = df$training, x = df$Z1, w = df[, c("age","edu")],
nbins = 20, polyreg = 2, ci = c(3, 3))
ggsave("figures/fig2b_first_stage.pdf", width = 7, height = 4)#### 3.5.3 RD: McCrary density + canonical RD plot
The signature RD figure is rdplot (CCT-style binned scatter with local-polynomial fit on each side), paired with the McCrary manipulation test.
library(rdrobust); library(rddensity)
# (a) Canonical RD plot — binned means + local poly on each side
rdplot(y = df$outcome, x = df$running_var, c = 0,
p = 4, kernel = "triangular", binselect = "esmv",
title = "Figure 2c. RD plot")
ggsave("figures/fig2c_rdplot.pdf", width = 7, height = 4)
# (b) McCrary density (Cattaneo-Jansson-Ma 2018)
rdd <- rddensity(X = df$running_var, c = 0)
print(summary(rdd))
rdplotdensity(rdd, X = df$running_var,
title = "Figure 2c-bis. McCrary density (manipulation test)")
ggsave("figures/fig2c_mccrary.pdf", width = 7, height = 4)#### 3.5.4 Matching: love plot (standardized differences pre vs post)
library(MatchIt); library(cobalt)
m.out <- matchit(training ~ age + edu + tenure + firm_size,
data = df, method = "nearest", ratio = 1)
love.plot(m.out, threshold = 0.10,
var.order = "unadjusted", abs = TRUE,
title = "Figure 2d. Love plot — |SMD| pre vs post matching")
ggsave("figures/fig2d_loveplot.pdf", width = 7, height = 4)#### 3.5.5 SCM: synthetic-control trajectory + gap plot
For synthetic-control designs the canonical Figure 2 is the treated-vs-synthetic time series with treatment time annotated.
library(tidysynth)
sc <- df %>%
synthetic_control(outcome = log_wage, unit = unit_id, time = year,
i_unit = "treated_unit_name", i_time = 2015) %>%
generate_predictor(time_window = 2010:2014,
mean_age = mean(age, na.rm = TRUE),
mean_edu = mean(edu, na.rm = TRUE)) %>%
generate_weights() %>% generate_control()
plot_trends(sc); ggsave("figures/fig2e_synth_trajectory.pdf", width = 7, height = 4)
plot_differences(sc); ggsave("figures/fig2e_synth_gap.pdf", width = 7, height = 4)
# Synthetic DID
library(synthdid)
sdid_setup <- panel.matrices(df, unit = "worker_id", time = "year",
outcome = "log_wage", treatment = "training")
sdid_fit <- synthdid_estimate(sdid_setup$Y, sdid_setup$N0, sdid_setup$T0)
plot(sdid_fit, control.name = "Synthetic DiD")
ggsave("figures/fig2e_sdid.pdf", width = 7, height = 4)Identification-specific checks (PT for DID, weak-IV F, density for RD, common support for matching) are also auto-run inside the Step-5 estimators — don't duplicate the numerics here, but DO produce the figures: a referee scans the figures first.
Deeper patterns: references/04-statistical-tests.md — every classical test. lmtest/sandwich/car/tseries/urca/plm.
library(lmtest)
library(sandwich)
library(car)
library(tseries)
library(urca)
# Fit baseline OLS for diagnostics
ols <- lm(log_wage ~ training + age + edu + tenure, data = df)
# 4a. Normality of residuals
shapiro.test(sample(residuals(ols), min(5000, length(residuals(ols)))))
tseries::jarque.bera.test(residuals(ols))
# 4b. Heteroskedasticity
bptest(ols) # Breusch-Pagan
bptest(ols, ~ I(fitted(ols)^2) + ., data = df) # White-style
# 4c. Autocorrelation (time series / panel)
dwtest(ols) # Durbin-Watson
bgtest(ols, order = 4) # Breusch-Godfrey
Box.test(residuals(ols), lag = 8, type = "Ljung-Box")
# Panel-specific
library(plm)
pdata <- pdata.frame(df, index = c("worker_id", "year"))
plm_fe <- plm(log_wage ~ training + age + edu, data = pdata, model = "within")
pbgtest(plm_fe) # Wooldridge serial correlation
pcdtest(plm_fe, test = "cd") # Pesaran cross-sectional dependence
# 4d. Multicollinearity
vif(ols) # VIFs
kappa(model.matrix(ols), exact = TRUE) # condition number
# 4e. Stationarity (time series — assumes a single y over time)
adf.test(df$log_wage, k = 4) # ADF
kpss.test(df$log_wage, null = "Level") # KPSS
# 4f. Hausman (FE vs RE)
plm_re <- plm(log_wage ~ training + age + edu, data = pdata, model = "random")
phtest(plm_fe, plm_re)
# 4g. Specification — RESET
resettest(ols, power = 2:3, type = "fitted")Decision table:
| Test | Null | Action if rejected |
|---|---|---|
shapiro.test / jarque.bera.test | residuals Normal | bootstrap CIs if N small |
bptest | homoskedastic | use HC3 via coeftest(ols, vcov = vcovHC(ols, "HC3")) or cluster |
dwtest / bgtest | no autocorr | HAC SEs (vcovHAC) or cluster by unit |
pbgtest (panel) | no panel autocorr | cluster by entity |
pcdtest | no CSD | Driscoll–Kraay (vcovDC) |
vif > 10 | — | drop / combine |
| ADF rejects + KPSS doesn't | stationary | levels |
| ADF doesn't reject | unit root | first-difference |
phtest | RE consistent | use FE |
Deeper patterns: references/05-modeling.md — every estimator. fixest is the workhorse.
This is the densest section of an applied paper. A modern AER §4 typically contains 2–3 multi-regression tables and one coefficient plot:
Estimator routing (memorize this — getting it wrong silently produces nonsense): - No FE / single low-card FE →feols(y ~ X, data, cluster = ~i)- High-dim FE →feols(y ~ X | fe1 + fe2, data, cluster = ~i)- Two-way cluster →feols(..., cluster = ~ firm_id + year)- 2SLS / IV →feols(y ~ X | D ~ Z, data, cluster = ~ firm_id)(orAER::ivregfor diagnostics) - DID / event-study →feols(y ~ sunab(G, t) | i + t, data)(SA) ·did::att_gt(CS) ·didimputation::did_imputation(BJS)
Pick by identification strategy:
Cross-section, selection on observables → feols | MatchIt + lm | WeightIt
Panel + policy shock + parallel trends → feols / did::att_gt / sunab / didimputation / synthdid
Exogenous instrument → feols(... | endog ~ z) | AER::ivreg
Discontinuity → rdrobust + rddensity + rdmc
N=1 treated, long panel → Synth / gsynth / synthdid
Selection on observables + heterogeneity → WeightIt + cobalt; grf::causal_forest
Binary outcome → feglm or glm(family=binomial)
Count outcome → fepoisCanonical calls (the eight patterns A–H below are the AER table cookbook — modelsummary(...) and fixest::etable(...) are the two workhorses, equivalent to Stata outreg2/esttab and Python pf.etable/Stargazer).
#### 5.A Pattern A — Progressive controls (the canonical Table 2) Stable β̂ across columns ⇒ less concern that selection on observables is driving the estimate (Oster 2019 selection-stability logic; quantified in Step 6).
library(fixest); library(modelsummary)
m1 <- feols(log_wage ~ training, data = df, cluster = ~ firm_id)
m2 <- feols(log_wage ~ training + age + edu, data = df, cluster = ~ firm_id)
m3 <- feols(log_wage ~ training + age + edu + tenure + firm_size, data = df, cluster = ~ firm_id)
m4 <- feols(log_wage ~ training + age + edu + tenure + firm_size | industry + year,
data = df, cluster = ~ firm_id)
m5 <- feols(log_wage ~ training + age + edu + tenure + firm_size | worker_id + year,
data = df, cluster = ~ firm_id)
m6 <- feols(log_wage ~ training + age + edu + tenure + firm_size | worker_id + year + industry^year,
data = df, cluster = ~ firm_id)
modelsummary(
list("(1) Baseline" = m1,
"(2) +Demog" = m2,
"(3) +Labor-mkt" = m3,
"(4) Ind×Yr FE" = m4,
"(5) Worker FE" = m5,
"(6) Worker FE+Ind×Yr" = m6),
output = "tables/table2_main.tex",
stars = c("*" = 0.1, "**" = 0.05, "***" = 0.01),
gof_omit = "BIC|AIC|F|Log|Adj",
coef_map = c("training" = "Job training",
"age" = "Age", "edu" = "Education",
"tenure" = "Tenure", "firm_size" = "Firm size"),
notes = c("Cluster-robust SE in parentheses, clustered at firm_id.",
"* p<0.10, ** p<0.05, *** p<0.01.")
)
modelsummary(list("(1)"=m1,"(2)"=m2,"(3)"=m3,"(4)"=m4,"(5)"=m5,"(6)"=m6),
output = "tables/table2_main.docx")AER convention: show ALL controls (and the intercept). Pass NEITHERkeep =NORcoef_omit =so every parameter is visible. Usecoef_map = c("training" = "Training")(single mapping) only when a focal-coefficient-only table is intentional (interaction-form heterogeneity, IV first-stage triplet); usecoef_omit = "Intercept"only when you want to suppress the constant for paper aesthetics.
#### 5.B Pattern B — Design horse race (Table 2-bis) Show the same coefficient of interest under multiple identification strategies. This is the AER credibility move: convergent evidence across designs each making different identifying assumptions.
library(fixest); library(AER); library(did); library(MatchIt); library(WeightIt)
ols <- feols(log_wage ~ training + age + edu + tenure | industry + year,
data = df, cluster = ~ firm_id)
iv <- feols(log_wage ~ age + edu + tenure | training ~ Z1 + Z2,
data = df, cluster = ~ firm_id)
cs <- att_gt(yname = "log_wage", tname = "year", idname = "worker_id",
gname = "first_treat", data = df,
control_group = "nevertreated", est_method = "dr",
clustervars = "firm_id")
psm <- matchit(training ~ age + edu + tenure, data = df,
method = "nearest", ratio = 1)
psm_lm <- lm(log_wage ~ training + age + edu + tenure,
data = match.data(psm), weights = weights)
ebal <- weightit(training ~ age + edu + tenure, data = df, method = "ebal")
ebal_lm <- lm(log_wage ~ training + age + edu + tenure,
data = df, weights = ebal$weights)
modelsummary(
list("(1) OLS+FE" = ols,
"(2) 2SLS" = iv,
"(3) CS-DID" = aggte(cs, type = "simple"),
"(4) PSM" = psm_lm,
"(5) Entropy bal." = ebal_lm),
output = "tables/table2b_designs.tex",
stars = c("*" = 0.1, "**" = 0.05, "***" = 0.01),
coef_map = c("training" = "Job training (β̂)"),
gof_omit = "BIC|AIC|F|Log|Adj",
notes = "Convergent evidence: same β̂ under five identification strategies."
)#### 5.C Pattern C — Multi-outcome table (same X, several Y's)
ys <- c("log_wage", "weeks_employed", "left_firm", "promoted")
multi_y <- lapply(ys, function(y)
feols(as.formula(paste(y, "~ training + age + edu + tenure | industry + year")),
data = df, cluster = ~ firm_id))
names(multi_y) <- ys
modelsummary(multi_y,
output = "tables/table2c_multi_outcome.tex",
stars = c("*" = 0.1, "**" = 0.05, "***" = 0.01),
coef_map = c("training" = "Training"),
notes = "Each column is a separate regression on the labelled outcome.")#### 5.D Pattern D — Stacked Panel A / Panel B table Same model family, two horizons (short-run / long-run) or two samples. Use gt::gt_group() to stack two modelsummary blocks with panel headers.
library(gt)
panelA <- list(
"(1) Industry FE" = feols(wage_t1 ~ training + X | industry + year, data = df, cluster = ~ firm_id),
"(2) Worker FE" = feols(wage_t1 ~ training + X | worker_id + year, data = df, cluster = ~ firm_id))
panelB <- list(
"(1) Industry FE" = feols(wage_t5 ~ training + X | industry + year, data = df, cluster = ~ firm_id),
"(2) Worker FE" = feols(wage_t5 ~ training + X | worker_id + year, data = df, cluster = ~ firm_id))
ms_A <- modelsummary(panelA, output = "gt") %>%
tab_header(title = "Panel A. Short-run (1 year)")
ms_B <- modelsummary(panelB, output = "gt") %>%
tab_header(title = "Panel B. Long-run (5 years)")
gt_group(ms_A, ms_B) %>%
gtsave("tables/table2d_horizons.tex")
gt_group(ms_A, ms_B) %>%
gtsave("tables/table2d_horizons.docx")#### 5.E Pattern E — IV reporting triplet (first-stage / reduced-form / 2SLS) The textbook AER IV table presents the first stage, the reduced form, and the 2SLS in three columns so the reader can verify Wald-ratio = RF / FS.
fs <- feols(training ~ Z + age + edu | industry + year, data = df, cluster = ~ firm_id)
rf <- feols(log_wage ~ Z + age + edu | industry + year, data = df, cluster = ~ firm_id)
iv2 <- feols(log_wage ~ age + edu | training ~ Z, data = df, cluster = ~ firm_id)
modelsummary(
list("(1) First stage" = fs,
"(2) Reduced form" = rf,
"(3) 2SLS" = iv2),
output = "tables/table2e_iv_triplet.tex",
stars = c("*" = 0.1, "**" = 0.05, "***" = 0.01),
coef_map = c("Z" = "Instrument Z", "training" = "Training (endog.)"),
gof_map = list(list(raw = "ivf", clean = "First-stage F", fmt = 2)),
notes = "Wald ratio: $\\hat\\beta_{2SLS} = \\hat\\beta_{RF} / \\hat\\pi_{FS}$."
)IV triplet is intentionally focal: show only Z + endogenous regressor so the reader can eyeball the Wald ratio. Drop coef_map= only if a referee asks for the full coefficient list.#### 5.F Pattern F — Causal-orchestrator main via did::att_gt / synthdid / grf::causal_forest For DID / SCM / matching / forest mains, the modern R estimator returns a self-contained estimate + automatic placebos / pre-trends / overlap diagnostics. Pipe into modelsummary via the auto-tidiers.
# CS-DID with full diagnostics
cs <- att_gt(yname = "log_wage", tname = "year", idname = "worker_id",
gname = "first_treat", data = df,
control_group = "nevertreated", est_method = "dr",
clustervars = "firm_id")
print(aggte(cs, type = "group")) # ATT(g) summary
print(aggte(cs, type = "dynamic", min_e = -4, max_e = 4)) # event-study aggregation
# Synthetic DID
library(synthdid)
sdid_setup <- panel.matrices(df, unit="worker_id", time="year",
outcome="log_wage", treatment="training")
sdid_fit <- synthdid_estimate(sdid_setup$Y, sdid_setup$N0, sdid_setup$T0)
print(summary(sdid_fit))
# Causal forest with overlap + variable importance
library(grf)
cf <- causal_forest(X = as.matrix(df[, c("age","edu","tenure","firm_size")]),
Y = df$log_wage, W = df$training, num.trees = 4000)
average_treatment_effect(cf, target.sample = "treated")
test_calibration(cf)
variable_importance(cf)#### 5.G Pattern G — Subgroup modelsummary (Table 3, see Step 7) One column per subgroup. Detailed code in §Step 7 — Heterogeneity.
#### 5.H Pattern H — Robustness master (Table A1, see Step 6) Stack every robustness specification next to the baseline. Detailed code in §Step 6.
#### Canonical estimator commands (the underlying primitives)
library(fixest)
# 5a. OLS with cluster-robust SEs — feols is the modern primary
ols <- feols(log_wage ~ training + age + edu + tenure,
data = df, cluster = ~ firm_id)
summary(ols)
# 5b. Two-way FE — single line
fe <- feols(log_wage ~ training + age + edu + tenure | worker_id + year,
data = df, cluster = ~ worker_id)
# Multi-way clustering
fe_mw <- feols(log_wage ~ training | worker_id + year,
data = df, cluster = ~ worker_id + firm_id)
# High-dim interaction FE
fe_hd <- feols(log_wage ~ training | worker_id + industry^year,
data = df, cluster = ~ firm_id)
# 5c. 2×2 DID
did22 <- feols(log_wage ~ i(treated, post, ref = 0) + age + edu,~30 seconds. Free. No account. Every finding cites a rule and a line of evidence.