conformal_inf: Conformal inference procedure to compute p-values and...

In ebenmichael/augsynth: The Augmented Synthetic Control Method

Conformal inference procedure to compute p-values and point-wise confidence intervals

Description

Conformal inference procedure to compute p-values and point-wise confidence intervals

Usage

conformal_inf(
  ascm,
  alpha = 0.05,
  stat_func = NULL,
  type = "iid",
  q = 1,
  ns = 1000,
  grid_size = 50
)

Arguments

ascm	Fitted 'augsynth' object
alpha	Confidence level
stat_func	Function to compute test statistic
type	Either "iid" for iid permutations or "block" for moving block permutations; default is "block"
q	The norm for the test static '((sum(x ^ q))) ^ (1/q)'
ns	Number of resamples for "iid" permutations
grid_size	Number of grid points to use when inverting the hypothesis test

Value

List that contains:

• "att"Vector of ATT estimates

• "heldout_att"Vector of ATT estimates with the time period held out

• "se"Standard error, always NA but returned for compatibility

• "lb"Lower bound of 1 - alpha confidence interval

• "ub"Upper bound of 1 - alpha confidence interval

• "p_val"p-value for test of no post-treatment effect

• "alpha"Level of confidence interval

ebenmichael/augsynth documentation built on Sept. 9, 2024, 3:29 p.m.