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Fast Leave-One-Out Placebo Test for SCM (Abadie et al. 2010)

Source: R/RcppExports.R
scm_placebo_cpp.Rd

For each control unit, treats it as pseudo-treated and fits SCM weights from the remaining N_co-1 donors. Returns MSPE components for constructing MSPE-ratio permutation p-values in R.

Usage

scm_placebo_cpp(Y_pre, Y_post, max_iter = 100L, tol = 1e-04, z_rows = NULL)

Arguments

Y_pre

Control pre-treatment outcomes (T_pre x N_co)

Y_post

Control post-treatment outcomes (T_post x N_co)

max_iter

Outer coordinate-descent iterations (default 100)

tol

Convergence tolerance for V updates (default 1e-4)

z_rows

Optional 1-based pre-period row indices of the outer evaluation window (the v_window of the treated fit), so each placebo refit optimises V on the same window. NULL (default) uses all rows. MSPE components are always computed on the full pre/post windows.

Value

A list with:

  • mspe_pre: N_co-vector of pre-treatment MSPE per placebo unit

  • mspe_post: N_co-vector of post-treatment MSPE per placebo unit

  • effects: N_co-vector of mean post-period gap per placebo unit

  • gaps: (T_pre + T_post) x N_co matrix of placebo gap paths