qdid
Estimate quantile treatment effects by applying a difference-in-differences contrast to outcome quantiles in a binary group/time design, with bootstrap standard errors.
Instructions
Quantile Difference-in-Differences (QDiD): applies the DiD contrast to quantiles, [Q11(t)-Q10(t)] - [Q01(t)-Q00(t)], on a 2x2 design with bootstrap SE. This is NOT changes-in-changes -- Athey & Imbens (2006) propose CiC and explicitly criticise QDiD; use sp.cic for CiC. Validation: certified parity evidence. Assumptions: CIC rank invariance: the quantile rank in the untreated distribution is stable across groups; Continuous outcome support covering both groups in both periods; SUTVA (no cross-group spillovers). Pre-conditions: panel or repeated cross-section; group is binary 0/1; time is binary 0/1 (pre / post). Failure modes: Outcome heavily discrete / zero-inflated -> CIC rank-matching is unstable on discrete supports -- use QTE regression (sp.qte) or Firpo-RIF; Bootstrap CI across quantiles varies wildly -> Thin tails at extreme quantiles -- restrict to [0.2, 0.8] or raise n_boot to 2000. Alternatives: sp.qte, sp.did, sp.rifreg. Typical minimum N: 500.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| y | Yes | Outcome | |
| time | Yes | Binary pre / post indicator | |
| alpha | No | Significance level for confidence intervals and tests. | |
| group | Yes | Binary treated / control group | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| n_boot | No | Number of bootstrap replications. | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| quantiles | No | Quantiles to estimate, defaults to [0.1, ..., 0.9] | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||