luzhiyu-econ/regression-diagnostics
wiki/attachments/skills/regression-diagnostics/SKILL.md
对回归分析结果进行全面诊断。支持 DID、IV、RDD 三种方法。
tools
Updated Apr 7, 2026
$ install --global
skillsauthnpx skillsauth add luzhiyu-econ/luzhiyu-econ.github.io regression-diagnosticsInstall this skill globally with one command. Works with Claude Code, Cursor, and Windsurf.
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SKILL.md
- name:
- regression-diagnostics
- description:
- 对回归分析结果进行全面诊断。支持 DID、IV、RDD 三种方法。
- disable-model-invocation:
- true
对以下回归分析执行诊断：$ARGUMENTS
根据回归类型执行对应的检查清单：
DID（双重差分）检查清单
- 平行趋势检验：事件研究图中处理前系数是否联合不显著
- 动态效应：处理后系数的时间路径是否合理
- 负权重问题：是否使用了 CS/SA/JWDID 等稳健估计量
- HonestDiD 敏感性：显著后期系数的 breakdown point
- 标准误聚类层级：是否在处理单元层级聚类
- 安慰剂检验：时间安慰剂和随机化安慰剂是否通过
- Oster δ* 检验：|δ*| > 1 为基本稳健
IV（工具变量）检查清单
- 第一阶段 F 统计量：> 10 为基本合格，> 104 为 Lee et al. (2022) 标准
- 过度识别检验：Hansen J 统计量 p 值
- 排他性约束：工具变量是否只通过内生变量影响因变量
- 弱工具变量：Anderson-Rubin 检验、tF 检验
RDD（断点回归）检查清单
- 带宽选择：MSE-optimal bandwidth（rdrobust 默认）
- McCrary 密度检验：断点处密度是否连续
- 协变量平衡性：断点两侧控制变量是否跳跃
- Placebo cutoff：在非断点处是否有效应
- 带宽敏感性：不同带宽下结果是否稳健
对每个检查项给出：通过/警告/失败，并附具体改进建议。
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