AI Agents & Econometric Coding

Task catalog

Tasks in the paper

The paper’s 40 econometric tasks, each solved in Stata, R, and Python, with task success for Claude Sonnet 4.6 and GPT-5.6 Luna.

In the benchmark (40)

TaskMethod groupTask success
OLS with robust standard errorsLinear regression91.1%
One-way clustered OLSLinear regression99.2%
Two-way clustered OLSLinear regression79.7%
Cook's distanceLinear regression98.9%
Variance inflation factorsLinear regression97.5%
Welch t-testClassical tests95.0%
One-way ANOVAClassical tests85.8%
Chi-square independence testClassical tests87.5%
Logit regressionBinary response100.0%
Probit regressionBinary response99.7%
Probit interaction effectsBinary response89.4%
Heteroskedastic probitBinary response83.1%
Poisson regressionPoisson and count models98.6%
PPML with separated zerosPoisson and count models77.8%
Poisson hurdle effectsPoisson and count models83.6%
Tobit regressionCensored and truncated models90.3%
Truncated normal regressionCensored and truncated models76.7%
Multinomial logitDiscrete choice92.2%
Ordered logitDiscrete choice93.3%
Conditional logit welfareDiscrete choice85.0%
Staggered difference-in-differencesDifference-in-differences98.1%
Cohort-specific difference-in-differencesDifference-in-differences90.3%
Two-way fixed effectsDifference-in-differences88.6%
Two-stage least squaresInstrumental variables93.6%
Shift-share IVInstrumental variables72.8%
Multi-vintage exposure IVInstrumental variables73.3%
Weighted 2SLS spillover effectsInstrumental variables93.6%
Anderson–Rubin confidence setInstrumental variables83.1%
Panel local-projection IVInstrumental variables90.0%
Sharp regression discontinuityRegression discontinuity98.6%
Fuzzy regression discontinuityRegression discontinuity85.8%
Cox proportional hazardsSurvival analysis91.9%
Discrete-time conditional logitSurvival analysis83.1%
ARIMA forecastTime series88.1%
Granger causalityTime series98.9%
VAR impulse responseTime series84.4%
Local-projection impulse responseTime series92.5%
Cumulative lag effects (HAC)Time series79.2%
Rolling AR(1) forecastsTime series90.3%
Oaxaca decompositionDecomposition97.8%