cumulative_lift: Calculate cumulative lift

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

Calculate cumulative lift

Description

This method will calculate the cumulative lift with each passing day.

Usage

cumulative_lift(
  data,
  locations,
  treatment_start_time,
  treatment_end_time,
  location_id = "location",
  time_id = "time",
  Y_id = "Y",
  X = c(),
  alpha = 0.1,
  model = "none",
  fixed_effects = TRUE,
  method = "conformal",
  grid_size = 250,
  stat_test = "Total",
  conformal_type = "iid",
  ns = 1000
)

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.
locations	List of test locations.
treatment_start_time	Time index of the start of the treatment.
treatment_end_time	Time index of the end of the treatment.
location_id	Name of the location variable (String).
time_id	Name of the time variable (String).
Y_id	Name of the outcome variable (String).
X	List of names of covariates.
alpha	Significance level. Set to 0.1 by default.
model	A string indicating the outcome model used to augment the Augmented Synthetic Control Method. Augmentation through a prognostic function can improve fit and reduce L2 imbalance metrics. "None": ASCM is not augmented by a prognostic function. Defualt. "Ridge": Augments with a Ridge regression. Recommended to improve fit for smaller panels (less than 40 locations and 100 time-stamps.)) "GSYN": Augments with a Generalized Synthetic Control Method. Recommended to improve fit for larger panels (more than 40 locations and 100 time-stamps. "best: Fits the model with the lowest Scaled L2 Imbalance.
fixed_effects	A logic flag indicating whether to include unit fixed effects in the model. Set to TRUE by default.
method	A string indicating the method used to calculate the aggregate ATT Confidence Intervals. "conformal": Conformal Inference. Defualt. "jackknife+": Jackknife+ (exclusively for stat_test = "Total").
grid_size	Number of grid points to use when inverting the hypothesis test for Conformal Inference. Set to 250 by default.
stat_test	A string indicating the test statistic. "Total": The test statistic is the sum of all treatment effects, i.e. sum(abs(x)). Default. "Negative": One-sided test against positive effects i.e. -sum(x). Recommended for Negative Lift tests. "Positive": One-sided test against negative effects i.e. sum(x). Recommended for Positive Lift tests.
conformal_type	Type of conformal inference used. Can be either "iid" for Independent and identically distributed or "block" for moving block permutations. Set to "iid" by default.
ns	Number of resamples for "iid" permutations if ⁠conformal_type = "iid⁠. Set to 1000 by default.

Value

A dataframe that holds the accumulated lift effect throughout the entire treatment period.

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