r-econometrics

Implement IV, DiD, and RDD causal econometrics in R with fixest diagnostics.

598|128|Updated Jan 26, 2026
One-click install
npx skills add https://github.com/meleantonio/awesome-econ-ai-stuff --skill r-econometrics-meleantonio
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: r-econometrics
Source: https://github.com/meleantonio/awesome-econ-ai-stuff/tree/main/_skills/analysis/r-econometrics
Command: npx skills add https://github.com/meleantonio/awesome-econ-ai-stuff --skill r-econometrics-meleantonio

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill enables researchers to implement causal econometrics in R, including IV, DiD, and RDD, with diagnostics and robust standard errors.

Core Features & Use Cases

  • Implements causal inference methods (IV, DiD, RDD) in R using the fixest package for fast, reliable estimates.
  • Produces publication-ready results with diagnostics, robust standard errors, and clear interpretation.
  • Use cases include panel data analysis, treatment effect estimation, and event-study visualizations for policy evaluation.

Quick Start

Ask for your research design and data, and generate an R script using fixest that runs the specified model with diagnostics.

Frequently Asked Questions about r-econometrics

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I run causal inference models like DiD and IV in R with proper diagnostics?

To run causal inference in R, you can generate a script using the fixest package that executes IV, DiD, and RDD models, complete with robust standard errors and first-stage F-statistics diagnostics.

Can I use fixest for panel data analysis and event-study visualizations?

Yes, fixest supports panel data analysis and event-study visualizations for policy evaluation, providing fast estimates and publication-ready outputs with proper clustering.

What's the best way to ensure my econometrics estimates have robust standard errors?

The best way to ensure robust standard errors in econometrics estimates is by using a workflow that applies proper clustering and diagnostic checks, such as first-stage F-statistics and event-study plots.

Does this approach support multiple identification strategies in a single analysis?

Yes, this approach supports running multiple identification strategies including IV, DiD, and RDD across panel data, while providing publication-ready results and comprehensive diagnostics.

Why do I need first-stage F-statistics and event-study plots for causal econometrics?

You need first-stage F-statistics and event-study plots as diagnostic checks to validate your identification strategy, ensuring your causal econometrics estimates are reliable and publication-ready.