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SI-PCR: Synthetic Interventions via Principal Component Regression

Source: R/RcppExports.R
si_pcr_cpp.Rd

Implements the SI-PCR estimator of Agarwal et al. (2025). Uses the top-k SVD of pre-treatment control outcomes to find donor weights that predict each treated unit's pre-treatment trajectory, then applies those weights to post-treatment control outcomes.

Usage

si_pcr_cpp(Y_pre_co, Y_post_co, Y_pre_tr, k)

Arguments

Y_pre_co

Pre-treatment control outcomes (T_pre x N_co)

Y_post_co

Post-treatment control outcomes (T_post x N_co)

Y_pre_tr

Pre-treatment treated outcomes (T_pre x N_tr)

k

Number of SVD components to retain

Value

A list with:

  • W: Donor weight matrix (N_co x N_tr)

  • Y_hat: Counterfactual post-treatment outcomes (T_post x N_tr)