estimate_dgp: Estimates the DGP parameters used in the placebo studies in...

In synth-inference/synthdid: Synthetic Difference-in-Difference Estimation

Estimates the DGP parameters used in the placebo studies in Sections 3 and 5 of the synthetic difference in differences paper. Described there in Section 3.1.1.

Description

Estimates the DGP parameters used in the placebo studies in Sections 3 and 5 of the synthetic difference in differences paper. Described there in Section 3.1.1.

Usage

estimate_dgp(Y, assignment_vector, rank)

Arguments

Y,	an NxT matrix of outcomes
assignment_vector,	an Nx1 vector of treatment assignments
rank,	the rank of the estimated signal component L

Value

a list with elements F, M, Sigma, pi as described in Section 3.1.1 and an element ar_coef with the AR(2) model coefficients underlying the covariance Sigma

synth-inference/synthdid documentation built on Jan. 26, 2024, 7:21 a.m.