linearmodels

Modern Chinese tutorial for Python scientific computing: Python, NumPy, Pandas, SciPy, Statsmodels & LinearModels, from basics to statistical modeling. 现代中文 Python 科学计算教程，从基础入门到统计建模。

[Python] Building a demand model and correcting for reverse causation with 2-stage least squares regression (OLS in statsmodels, IV2SLS in linearmodels)

This regression analysis is used to predict the LBM (lean body mass) of athletes and whether or not there is a difference in LBM for males and females. The analysis uses the following explanatory variables: Sex (0: males, 1: females), Ht (height in cm), Wt (weight in kg), WCC (white cell count), Hg (hemoglobin) amnd Hc (hematocrit).

Replicates Nigeria egg demand-creation study; adds targeting & media-mix optimization.

PhD-level deep-dive on causal inference: IV/2SLS, DiD, RDD, PSM, synthetic control, and DML. 5 self-contained runnable Python demos with planted effects, plus a gotcha bank and rubric.

Hedonic regression testing whether climate hazard exposure is priced into municipal bond yield spreads. Issuer fixed effects, clustered standard errors, specification table.

End-to-end Python replication of 'The Value of Information: A Puzzle' (Kadan et. al, 2026). Estimates equilibrium dollar value of private information in US equity markets via discrete quadratic covariation of 1-min NYSE TAQ price changes & signed order flow. Implements CLNV trade signing, Amihud filtering, 2-way FE regressions, & SDF entropy bounds

Causal inference study on 1.77M Stack Overflow users: does a fast first answer cause new contributors to stay? Four estimators (controlled OLS, IPW, propensity stratification, 2SLS) converge on +7.7pp D30 retention. The IV diverged and I disqualified it with the reasoning written out. BigQuery: 44GB scanned, $0.22.

Estimating the effect of Covid-19 Precautions on traffic accidents in Taoyuan City with Regression Discontinuity Design using Python PanelOLS model.

📊 Analyze the impact of parental environments on student achievement, exploring potential Matthew effects with an independent implementation of existing research.

Full Python implementation of Aymeric et al.'s (2025) methodology for investigating the causal impact of parental environment on student achievement. Implements OLS regression and IV-2SLS instrumental variable estimation with school/year fixed effects, cluster-robust standard errors, & systematic diagnostics. Reproduces 33 models from the study.