R/placebo-simulations.R
estimate_dgp.Rd
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.
estimate_dgp(Y, assignment_vector, rank)
Y, | an NxT matrix of outcomes |
---|---|
assignment_vector, | an Nx1 vector of treatment assignments |
rank, | the rank of the estimated signal component L |
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