Kezdi.jl

Kezdi.jl is a Julia package that provides a Stata-like interface for data manipulation and analysis. It is designed to be easy to use for Stata users who are transitioning to Julia.¹

It imports and reexports CSV, DataFrames, FixedEffectModels, FreqTables, ReadStatTables, Statistics, and StatsBase. These packages are not covered in this documentation, but you can find more information by following the links.

Getting started

Kezdi.jl is currently in beta. We have more than 500 unit tests and a large code coverage. The package, however, is not guaranteed to be bug-free. If you encounter any issues, please report them as a GitHub issue.

If you would like to receive updates on the package, please star the repository on GitHub and sign up for email notifications here.

Installation

To install the package, run the following command in Julia's REPL:

using Pkg; Pkg.add("Kezdi")

Every Kezdi.jl command is a macro that begins with @. These commands operate on a global DataFrame that is set using the setdf function. Alternatively, commands can be executed within a @with block that sets the DataFrame for the duration of the block.

Example

using Kezdi
using RDatasets

setdf(dataset("datasets", "mtcars"))

@rename HP Horsepower
@rename Disp Displacement
@rename WT Weight
@rename Cyl Cylinders

@tabulate Gear
@keep @if Gear == 4
@keep MPG Horsepower Weight Displacement Cylinders
@summarize MPG
@regress log(MPG) log(Horsepower) log(Weight) log(Displacement) fe(Cylinders), robust 

Alternatively, you can use the @with block to avoid writing to a global DataFrame:

using Kezdi
using RDatasets

df = dataset("datasets", "mtcars")

renamed_df = @with df begin
    @rename HP Horsepower
    @rename Disp Displacement
    @rename WT Weight
    @rename Cyl Cylinders
end

@with renamed_df begin
    @tabulate Gear
    @keep @if Gear == 4
    @keep MPG Horsepower Weight Displacement Cylinders
    @summarize MPG
    @regress log(MPG) log(Horsepower) log(Weight) log(Displacement) fe(Cylinders), robust 
end

Benefits of using Kezdi.jl

Free and open-source

Speed

Command	Stata	Julia 1st run	Julia 2nd run	Speedup
@egen	4.90s	1.60s	0.41s	10x
@collapse	0.92s	0.18s	0.13s	8x
@tabulate	2.14s	0.46s	0.10s	20x
@summarize	10.40s	0.58s	0.37s	28x
@regress	0.89s	1.93s	0.16s	6x

Use any Julia function

@generate logHP = log(Horsepower)

Easily extendable with user-defined functions

The function can operate on individual elements,

get_make(text) = split(text, " ")[1]
@generate Make = get_make(Model)

or on the entire column:

function geometric_mean(x::Vector)
    n = length(x)
    return exp(sum(log.(x)) / n)
end
@collapse geom_NPG = geometric_mean(MPG), by(Cylinders)

Commands

See the full documentation.

Differences to standard Julia and DataFrames syntax

To maximize convenience for Stata users, Kezdi.jl has a number of differences to standard Julia and DataFrames syntax.

Everything is a macro

While there are a few convenience functions, most Kezdi.jl commands are macros that begin with @.

@tabulate Gear

Comma is used for options

Due to this non-standard syntax, Kezdi.jl uses the comma to separate options.

@regress log(MPG) log(Horsepower), robust

Here log(MPG) and log(Horsepower) are the dependent and independent variables, respectively, and robust is an option. Options may also have arguments, like

@regress log(MPG) log(Horsepower), cluster(Cylinders)

Automatic variable name substitution

Column names of the data frame can be used directly in the commands without the need to prefix them with the data frame name or using a Symbol.

@generate logHP = log(Horsepower)

Other data manipulation packages in Julia require column names to be passed as symbols or strings. Kezdi.jl does not require this, and it will not work if you try to use symbols or strings.

Julia reserved words, like begin, export, function and standard types like String, Int, Float64, etc., cannot be used as variable names in Kezdi.jl. If you have a column with a reserved word, rename it before passing it to Kezdi.jl.

Automatic vectorization

All functions are automatically vectorized, so there is no need to use the . operator to broadcast functions over elements of a column.

@generate logHP = log(Horsepower)

If you want to turn off automatic vectorization, use the ~ notation,

@generate logHP = ~log(Horsepower)

The exception is when the function operates on Vectors, in which case Kezdi.jl understands you want to apply the function to the entire column.

@collapse mean_HP = mean(Horsepower), by(Cylinders)

If you need to apply a function to individual elements of a column, you need to vectorize it with adding . after the function name:

@generate words = split(Model, " ")
@generate n_words = length.(words)

Here, words becomes a vector of vectors, where each element is a vector of words in the corresponding Model string. The function length. will operate on each cell in words, counting the number of words in each Model string. By contrast, length(words) would return the number of elements in the words vector, which is the number of rows in the DataFrame.

The @if condition

Almost every command can be followed by an @if condition that filters the data frame. The command will only be executed on the subset of rows for which the condition evaluates to true. The condition can use any combination of column names and functions.

@summarize MPG @if Horsepower > median(Horsepower)

Handling missing values

Kezdi.jl ignores missing values when aggregating over entire columns.

@with DataFrame(A = [1, 2, missing, 4]) begin
    @collapse mean_A = mean(A)
end

returns mean_A = 2.33.

Row-count variables

The variable _n refers to the row number in the data frame, _N denotes the total number of rows. These can be used in @if conditions, as well.

@with DataFrame(A = [1, 2, 3, 4]) begin
    @keep @if _n < 3
end

Differences to Stata syntax

All commands begin with @

To allow for Stata-like syntax, all commands begin with @. These are macros that rewrite your Kezdi.jl code to DataFrames.jl commands.

@tabulate Gear
@keep @if Gear == 4
@keep Model MPG Horsepower Weight Displacement Cylinders

@if condition also begins with @

The @if condition is non-standard behavior in Julia, so it is also implemented as a macro.

@collapse has same syntax as @egen

Unlike Stata, where egen and collapse have different syntax, Kezdi.jl uses the same syntax for both commands.

@egen mean_HP = mean(Horsepower), by(Cylinders)
@collapse mean_HP = mean(Horsepower), by(Cylinders)

Different function names

To maintain compatibility with Julia, we had to rename some functions. For example, count is called rowcount, missing is called ismissing in Kezdi.jl.

Acknowledgements

Inspiration for the package came from Tidier.jl, a similar package launched by Karandeep Singh that provides a dplyr-like interface for Julia. Johannes Boehm has also developed a similar package, Douglass.jl.

The package is built on top of DataFrames.jl, FreqTables.jl and FixedEffectModels.jl. The @with function relies on Chain.jl by Julius Krumbiegel.

The package is named after Gabor Kezdi, a Hungarian economist who has made significant contributions to teaching data analysis.

Footnotes

1. Stata is a registered trademark of StataCorp LLC. Kezdi.jl is not affiliated with StataCorp LLC. ↩