Applies a ridge-regression-based bias correction to a fitted SCM object,
following Ben-Michael, Feller & Rothstein (2021, JASA). The corrected
estimator is:
Usage
augment_scm(fit, lambda_ridge = NULL)
Arguments
- fit
A coresynth object from scm_fit() with method = "scm".
- lambda_ridge
Ridge penalty (non-negative). NULL (default) selects
the penalty by leave-one-out cross-validation on the control units.
Value
A list with:
att_aug: Augmented ATT estimate
delta: Bias correction term (m_tr_post - sum_j W_j m_j_post)
att_scm: Original SCM ATT for comparison
lambda_ridge: Ridge penalty used
beta_hat: Ridge regression coefficients (length T_pre)
Details
tau_aug = tau_SCM + (m_tr_post - sum_j W_j * m_j_post)
where m_i_post = Y_pre_i' beta_hat is the ridge outcome model prediction
for unit i's mean post-treatment outcome, and beta_hat is estimated by
ridge regression across control units.
