scm_placebo_x_cpp: Fast Leave-One-Out Placebo Test for SCM with a Predictor...
In coresynth: Fast and Unified Synthetic Control Methods

scm_placebo_x_cpp

R Documentation

Fast Leave-One-Out Placebo Test for SCM with a Predictor Specification

Description

Covariate-spec counterpart of scm_placebo_cpp(): for each control unit, treats it as pseudo-treated with its own predictor column X0[, i] and fits the nested V/W optimisation against the remaining donors' predictors X0[, -i], evaluating the prediction loss on pre-treatment outcomes. Each leave-one-out problem is identical to a scm_weights_cpp() call on the same submatrices; iterations are independent and run in parallel under OpenMP.

Usage

scm_placebo_x_cpp(
  X0,
  Y_pre,
  Y_post,
  max_iter = 100L,
  tol = 1e-04,
  z_rows = NULL,
  multistart = FALSE,
  wolfe = FALSE
)

Arguments

`X0`	Predictor matrix for control units (k x N_co), on the same scale as the treated fit (SD-scaled when `scale_predictors = TRUE`)
`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.
`multistart`	If `TRUE`, each placebo refit uses the same deterministic multi-start outer search as the treated fit, keeping the permutation test symmetric.
`wolfe`	If `TRUE`, each placebo refit uses the Wolfe min-norm-point inner solver, matching a treated fit made with `qp_solver = "wolfe"`.

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 A placebo unit whose solver fails yields NaN entries.