rd_lasso
Estimates causal effects in regression discontinuity designs using LASSO-assisted post-double-selection to control for many covariates and produce robust inference.
Instructions
LASSO-assisted RD via post-double-selection. Assumptions: Conditional expectations of potential outcomes are continuous at the cutoff; Units cannot precisely manipulate the running variable around the cutoff (no sorting); For fuzzy designs: monotonicity of treatment take-up at the cutoff. Pre-conditions: A continuous running/forcing variable with a known cutoff that (sharply or fuzzily) assigns treatment; Enough observations in a neighbourhood of the cutoff to fit a local polynomial. Failure modes: Density of the running variable jumps at the cutoff (manipulation / sorting) -> Run a McCrary / density test (rdplotdensity); if manipulation is present the design is invalid near the cutoff; Estimate swings with the bandwidth -- results are not robust -> Report a bandwidth-sensitivity curve and use a data-driven MSE-optimal bandwidth. Alternatives: sp.rdrobust, sp.rdrandinf, sp.rdbwselect. Typical minimum N: 500.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| c | No | RD cutoff. | |
| h | No | Bandwidth (auto-selected if None). | |
| x | Yes | Running variable. | |
| y | Yes | Outcome variable. | |
| covs | No | Candidate covariates (can be large set). | |
| alpha | No | Significance level. | |
| 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 |
| kernel | No | Kernel for local linear regression ('triangular', 'uniform', 'epanechnikov'). | triangular |
| cv_folds | No | Cross-validation folds for LASSO penalty selection. | |
| 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://. | |
| 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 | |||