TrimControls: Helper to trim controls for shorter run-times with minimal...

In facebookincubator/GeoLift: Synthetic Control Method to Calculate Lift at a Geo Level

Helper to trim controls for shorter run-times with minimal loss of precision.

Description

As the number of controls for a Geo test increases, the model complexity grows as does the algorithm's run-time. However, there are diminishing marginal returns in adding too many control locations, especially if their time-series are very similar. TrimControls provides a method to trim the number of controls in order to reduce run-times with minimal loss of precision. In general, it is recommended to have 4 to 5 times the number of controls locations than the ones we have for test locations.

Usage

TrimControls(
  data,
  Y_id = "Y",
  time_id = "time",
  location_id = "location",
  max_controls = 20,
  test_locations = c(),
  forced_control_locations = c()
)

Arguments

data	A data.frame containing the historical conversions by geographic unit. It requires a "locations" column with the geo name, a "Y" column with the outcome data (units), a time column with the indicator of the time period (starting at 1), and covariates.
Y_id	Name of the outcome variable (String).
time_id	Name of the time variable (String).
location_id	Name of the location variable (String).
max_controls	Max number of controls, recommended 4x-5x the number of test locations.
test_locations	List of test locations.
forced_control_locations	List of locations to be forced as controls.

Value

A data frame with reduced control locations.

facebookincubator/GeoLift documentation built on May 31, 2024, 10:09 a.m.