scpi

WikidataQ114077373 ScholiaQ114077373CRANscpiMaRDI QIDQ58290FDOQ58290

Prediction Intervals for Synthetic Control Methods with Multiple Treated Units and Staggered Adoption

Rocio Titiunik, Matias D. Cattaneo, Filippo Palomba, Yingjie Feng

Last update: 1 November 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.2.1, 2.2.2, 2.2.3, 2.2.4, 0.1, 0.2.1, 1.0.0, 2.0.0, 2.0.1, 2.1.0, 2.2.2, 2.2.5

Description

Implementation of prediction and inference procedures for Synthetic Control methods using least square, lasso, ridge, or simplex-type constraints. Uncertainty is quantified with prediction intervals as developed in Cattaneo, Feng, and Titiunik (2021) <https://nppackages.github.io/references/Cattaneo-Feng-Titiunik_2021_JASA.pdf> for a single treated unit and in Cattaneo, Feng, Palomba, and Titiunik (2023) <arXiv:2210.05026> for multiple treated units and staggered adoption. More details about the software implementation can be found in Cattaneo, Feng, Palomba, and Titiunik (2022) <arXiv:2202.05984>.

Cites work

• Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption
• scpi: Uncertainty Quantification for Synthetic Control Methods

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