sdid_estimate_cpp: Calculate SDID Estimate (tau_sdid)

In coresynth: Fast and Unified Synthetic Control Methods

Calculate SDID Estimate (tau_sdid)

Description

Given unit weights omega and time weights lambda, computes the SDID estimator as a weighted two-way difference:

Usage

sdid_estimate_cpp(Y_pre_co, Y_post_co, Y_pre_tr, Y_post_tr, omega, lambda)

Arguments

Y_pre_co	Control pre-treatment outcomes (T_pre x N_co)
Y_post_co	Control post-treatment outcomes (T_post x N_co)
Y_pre_tr	Treated pre-treatment outcomes (T_pre x 1)
Y_post_tr	Treated post-treatment outcomes (T_post x 1)
omega	Unit weights (N_co x 1)
lambda	Time weights (T_pre x 1)

Details

tau_sdid = (Y_tr_post_mean - Y_tr_pre_wt) - (Y_co_post_wt - Y_co_pre_wt)

Value

A single numeric value: the SDID treatment-effect estimate tau_sdid.

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