scpi: Prediction Intervals for Synthetic Control Methods with Multiple Treated Units and Staggered Adoption

Implementation of prediction and inference procedures for Synthetic Control methods using least square, lasso, ridge, or simplex-type constraints. Uncertainty is quantified with prediction intervals as developed in Cattaneo, Feng, and Titiunik (2021) <> for a single treated unit and in Cattaneo, Feng, Palomba, and Titiunik (2023) <arXiv:2210.05026> for multiple treated units and staggered adoption. More details about the software implementation can be found in Cattaneo, Feng, Palomba, and Titiunik (2022) <arXiv:2202.05984>.

Package details

AuthorMatias Cattaneo [aut], Yingjie Feng [aut], Filippo Palomba [aut, cre], Rocio Titiunik [aut]
MaintainerFilippo Palomba <>
Package repositoryView on CRAN
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scpi documentation built on Nov. 2, 2023, 5:41 p.m.