For each control unit, treats it as the "pseudo-treated" unit and
estimates the leave-one-out SDID effect. The distribution of these
placebo effects provides a permutation-based null distribution for inference.
Usage
sdid_placebo_cpp(Y_pre, Y_post, time_weights, zeta2)
Arguments
- Y_pre
Control units pre-treatment outcomes (T_pre x N_co)
- Y_post
Control units post-treatment outcomes (T_post x N_co)
- time_weights
Lambda weights for pre-treatment periods (T_pre x 1)
- zeta2
Ridge penalty (same as used in the main estimate)
Value
A numeric vector of length N_co. Each element is the
leave-one-out placebo SDID effect obtained by treating that control unit
as the pseudo-treated unit; the vector serves as a permutation-based null
distribution for inference.
