scm_placebo_cpp: Fast Leave-One-Out Placebo Test for SCM (Abadie et al. 2010)

In coresynth: Fast and Unified Synthetic Control Methods

Fast Leave-One-Out Placebo Test for SCM (Abadie et al. 2010)

Description

For each control unit, treats it as pseudo-treated and fits SCM weights from the remaining N_co-1 donors. Returns MSPE components for constructing MSPE-ratio permutation p-values in R.

Usage

scm_placebo_cpp(
  Y_pre,
  Y_post,
  max_iter = 100L,
  tol = 1e-04,
  z_rows = NULL,
  wolfe = FALSE
)

Arguments

Y_pre	Control pre-treatment outcomes (T_pre x N_co)
Y_post	Control post-treatment outcomes (T_post x N_co)
max_iter	Outer coordinate-descent iterations (default 100)
tol	Convergence tolerance for V updates (default 1e-4)
z_rows	Optional 1-based pre-period row indices of the outer evaluation window (the v_window of the treated fit), so each placebo refit optimises V on the same window. NULL (default) uses all rows. MSPE components are always computed on the full pre/post windows.
wolfe	If TRUE, each placebo refit uses the Wolfe min-norm-point inner solver, matching a treated fit made with qp_solver = "wolfe" so the permutation stays symmetric.

Value

A list with:

• mspe_pre: N_co-vector of pre-treatment MSPE per placebo unit

• mspe_post: N_co-vector of post-treatment MSPE per placebo unit

• effects: N_co-vector of mean post-period gap per placebo unit

• gaps: (T_pre + T_post) x N_co matrix of placebo gap paths

coresynth documentation built on Aug. 28, 2026, 1:06 a.m.