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

Implementation of estimation 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) <https://cattaneo.princeton.edu/papers/Cattaneo-Feng-Titiunik_2021_JASA.pdf>.

Package details

AuthorMatias Cattaneo [aut], Yingjie Feng [aut], Filippo Palomba [aut, cre], Rocio Titiunik [aut]
MaintainerFilippo Palomba <fpalomba@princeton.edu>
LicenseGPL-2
Version2.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("scpi")

Try the scpi package in your browser

Any scripts or data that you put into this service are public.

scpi documentation built on Nov. 21, 2022, 5:07 p.m.