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vikranthviki

Causal Decision Agent

by vikranthviki

wild_cluster_bootstrap

Read-only

Corrects cluster-robust inference when the number of clusters is small (G < 30) by resampling cluster-level weights to build a percentile-t distribution, preventing over-rejection.

Instructions

Cameron-Gelbach-Miller (2008) wild cluster bootstrap -- the canonical fix for cluster-robust inference with few clusters (G < 30). Re-samples cluster-level Rademacher weights to construct a percentile-t reference distribution that has correct size when the standard cluster-robust z-test rejects too often. Validation: validated evidence tier (known-truth, reference, external-parity, or Monte Carlo artifact). Do NOT use when: the number of clusters is large (say > 50) -- ordinary CRV1 standard errors are already reliable and much cheaper. Cost: Runtime is roughly n_boot x (one restricted refit). This is the intended trade for few-cluster validity -- do not raise n_boot inside an outer search loop. Assumptions: Errors are exchangeable within clusters (Rademacher weights are robust to most departures); Number of clusters G >= 5 for finite-sample validity. Pre-conditions: long-format dataset with a cluster identifier present; treatment / test variable varies within at least some clusters; test_var (or first column of x) is the coefficient under test. Failure modes: Multi-way clustering requested -> Multi-way wild cluster bootstrap is not yet supported; see sp.subcluster_wild_bootstrap...

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
xYesRight-hand-side variables
yYesOutcome variable
h0NoNull value of the coefficient
seedNoRandom seed for reproducible stochastic steps.
alphaNoSignificance level for confidence intervals and tests.
detailNoPayload 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_bootNoNumber of bootstrap replications.
clusterYesCluster identifier
test_varNoVariable being tested; defaults to first in x
as_handleNoIf 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_pathYesAbsolute 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_idNoOptional 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.
weight_typeNoBootstrap weight distributionrademacher
data_columnsNoOptional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads.
data_sample_nNoOptional uniform random subsample size (seed=0, deterministic) — useful on huge panels.

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault

No arguments

Schema Changelog

Changes observed during successful MCP inspections.

  1. First observedv0.1.0

TDQS

A4.9/5.0
Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already mark the tool as read-only, and the description goes well beyond that by disclosing runtime cost, finite-sample validity assumptions (G >= 5), preconditions on the dataset shape, and known failure modes. It also explains the bootstrap re-sampling behavior and the trade-off being made, so an agent can predict behavior and plan around cost.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description is dense but well structured: purpose first, then explicit do-not-use guidance, cost, assumptions, preconditions, and failure modes. Each section earns its place and is front-loaded with the information most important for selection and invocation. The length is justified by the statistical complexity of the tool.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

Given the tool's statistical complexity, the large parameter set, and the rich schema, the description covers what an agent needs to select and invoke it correctly: when to use it, when not to, cost properties, assumptions, preconditions, and failure modes. The output schema exists, so return-value explanation is unnecessary, and the description need not repeat what structured fields already provide.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so the schema already documents each parameter. The description adds meaningful semantics beyond that, including the relationship between n_boot and runtime, the fact that test_var defaults to the first column of x, and the cluster-level exchangeability assumption behind Rademacher weights. It does not redundantly re-specify every parameter, but provides enough extra meaning to support correct configuration.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description opens by naming the exact method (Cameron-Gelbach-Miller 2008 wild cluster bootstrap) and its intended use case (cluster-robust inference with few clusters, G < 30). It also differentiates from alternatives by saying ordinary CRV1 is the better choice for large clusters and that multi-way clustering should route to subcluster_wild_bootstrap. This makes the tool's scope immediately clear to an agent.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines5/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description explicitly states when to use this tool (few clusters, G < 30), when not to use it (large clusters, say > 50, use ordinary CRV1), and names an alternative for unsupported cases (subcluster_wild_bootstrap for multi-way clustering). It also gives practical guidance such as not raising n_boot inside an outer search loop, which is exactly the kind of operational direction an agent needs.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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