time_jackknife_plus: Jackknife+ algorithm over time

In ebenmichael/augsynth: The Augmented Synthetic Control Method

Jackknife+ algorithm over time

Description

Jackknife+ algorithm over time

Usage

time_jackknife_plus(ascm, alpha = 0.05, conservative = F)

Arguments

ascm	Fitted 'augsynth' object
alpha	Confidence level
conservative	Whether to use the conservative jackknife+ procedure

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

• "alpha"Level of confidence interval

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