https://github.com/synth-inference/synthdid

Synthetic difference in differences
https://github.com/synth-inference/synthdid

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Synthetic difference in differences

• Host: GitHub
• URL: https://github.com/synth-inference/synthdid
• Owner: synth-inference
• License: bsd-3-clause
• Created: 2019-02-20T03:52:27.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2024-01-15T20:39:02.000Z (10 months ago)
• Last Synced: 2024-08-03T06:03:25.256Z (3 months ago)
• Language: R
• Homepage: https://synth-inference.github.io/synthdid
• Size: 5.95 MB
• Stars: 261
• Watchers: 12
• Forks: 97
• Open Issues: 51
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# synthdid: Synthetic Difference in Differences Estimation

[![Build Status](https://dev.azure.com/grf-labs/synth-inference/_apis/build/status/synth-inference.synthdid?branchName=master)](https://dev.azure.com/grf-labs/synth-inference/_build/latest?definitionId=4&branchName=master)

This package implements the synthetic difference in difference estimator (SDID) for the average treatment effect in panel data,

as proposed in Arkhangelsky et al (2019). We observe matrices of outcomes Y and binary treatment indicators W

that we think of as satisfying Yij = Lij + τij Wij + εij.

Here τij is the effect of treatment on the unit i at time j, and we estimate the average effect of

treatment when and where it happened: the average of τij over the observations with Wij=1.

All treated units must begin treatment simultaneously, so W is a block matrix: Wij = 1 for i > N0 and j > T0

and zero otherwise, with N0 denoting the number of control units and T0 the number of observation times

before onset of treatment. This applies, in particular, to the case of a single treated unit or treated period.

This package is currently in beta and the functionality and interface is subject to change.

Some helpful links for getting started:

- The [R package documentation](https://synth-inference.github.io/synthdid/) contains usage examples and method reference.

- The [online vignettes](https://synth-inference.github.io/synthdid/articles/more-plotting.html) contains a gallery of plot examples.

- For community questions and answers around usage, see [Github issues page](https://github.com/synth-inference/synthdid/issues).

### Installation

The current development version can be installed from source using devtools.

```R

devtools::install_github("synth-inference/synthdid")

```

### Example

```R

library(synthdid)

# Estimate the effect of California Proposition 99 on cigarette consumption

data('california_prop99')

setup = panel.matrices(california_prop99)

tau.hat = synthdid_estimate(setup$Y, setup$N0, setup$T0)

se = sqrt(vcov(tau.hat, method='placebo'))

sprintf('point estimate: %1.2f', tau.hat)

sprintf('95%% CI (%1.2f, %1.2f)', tau.hat - 1.96 * se, tau.hat + 1.96 * se)

plot(tau.hat)

```

#### References

Dmitry Arkhangelsky, Susan Athey, David A. Hirshberg, Guido W. Imbens, and Stefan Wager.

Synthetic Difference in Differences, 2019.

[arxiv]