From one Regression to Hundreds Within Seconds: A Shiny Specification Curve

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Online appendices detailing the robustness of empirical analyses are paramount but they never let readers explore all reasonable researcher degrees of freedom. Simonsohn, Simmons and Nelson suggest a ‘specification curve’ that allows readers to eyeball how a main coefficient of interest varies across a wide arrange of specifications. I build on this idea by making it interactive: A shiny-based web app enables readers to explore the robustness of findings in detail along the whole curve.

Following up on two blog articles that introduced the in-development ‘rdfanalysis’ package, the app is new extension of this package. In essence, it let’s you change the research design choices that you want to display and then redraws the curve on the fly.

In its simple version, it just needs a data frame with each row containing an estimate and its choices. In most cases, you also want to include lower and upper bounds of the estimate as well so that the specification curve can display a nice confidence interval ribbon. As an example, the first few rows of data used in the example below look as follows:

# devtools::install_github("joachim-gassen/rdfanalysis")
kable(head(ests), format.args = list(digits = 3))
na.omit idvs outlier_tment_style outlier_cutoff model_type feffect cluster est lb ub
yes gdp_only win 0 level-level none none 0.362 0.3466 0.3783
no gdp_only win 0 level-level none none 0.386 0.3737 0.3983
yes gdp_school win 0 level-level none none 0.131 0.1159 0.1452
no gdp_school win 0 level-level none none 0.075 0.0644 0.0855
yes gdp_ue win 0 level-level none none 0.370 0.3543 0.3860
no gdp_ue win 0 level-level none none 0.325 0.3116 0.3378

This is the type of data that exhaust_design() from the rdfanalysis package will generate. If you create your own data, you need to inform plot_rdf_spec_curve() which columns in your data frame contain choices. You do this by setting attribute in the data frame. In the case above, choices are included in columns 1 to 7. So that you would set the attribute as follows:

attr(ests, "choices") <- 1:7

Once you have such a data frame, you can plot your specification curve:

attr(ests, "choices") <- 1:7
plot_rdf_spec_curve(ests, "est", "lb", "ub") 

Nice. But how does one create the interactive display? Easy. Just call shiny_rdf_spec_curve(), giving your data and the additional parameters that you would hand over to plot_rdf_spec_curve() as a list:

shiny_rdf_spec_curve(ests, list("est", "lb", "ub")) 

You will see that the app will take a while to display the initial specification curve. This is because it is based on 11,264 specifications. Once you start to drill down, the app will become more responsive.

When you focus on only a few specifications you might think “Hey this is nice but I would rather like to see the actual regression results for these cases”. This can be done! You can use the workflow of the rdfanalysis package so that the app will present the actual model results as soon as you zoomed in on a handful of specifications. While you at it you can also specify your preferred specification (e.g., the one that you presented in your paper).

design <- define_design(steps = c("read_data",
                        rel_dir = "vignettes/case_study_code")

  ests, list("est", "lb", "ub"),
  design, "vignettes/case_study_code",
  default_choices = list(na.omit = "no",
                         idvs = "full",
                         outlier_tment_style ="win",
                         model_type = "level-log",
                         outlier_cutoff = 0,
                         feffect = "ctryyear",
                         cluster = "ctryyear"))

Please note that the code above will only run when you have forked the rdfanalysis repo and set the working directory to its root.

Finally, you can add a title and a short info text by setting the title and abstract parameters and, voilà: Your interactive and exhaustive robustness section.

A Shiny Specification Curve

Kudos to Nate Breznau for bringing up the idea to use shiny to visualize the specification curve. See my former post for more detail on the case and on how to drill deeper into the findings. Feel free to use the in-development ‘rdfanalysis’ package to exhaust the researcher degrees of freedoms in your own projects. If you have remarks about this project, I would love to hear from you. Use the comment section below or reach out via email or twitter.


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