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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) <https://nppackages.github.io/references/Cattaneo-Feng-Titiunik_2021_JASA.pdf> 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>.
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Package details |
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| Author | Matias Cattaneo [aut], Yingjie Feng [aut], Filippo Palomba [aut, cre], Rocio Titiunik [aut] |
| Maintainer | Filippo Palomba <fpalomba@princeton.edu> |
| License | GPL-2 |
| Version | 2.2.5 |
| URL | https://nppackages.github.io/scpi/ |
| Package repository | View on CRAN |
| Installation |
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