azcausal 0.1.0

Installation

To install the current release, please execute:

pip install git+https://github.com/amazon-science/azcausal.git

Usage

from azcausal.core.error import JackKnife
from azcausal.core.panel import Panel
from azcausal.util import zeros_like, to_matrix
from azcausal.data import CaliforniaProp99
from azcausal.estimators.panel.sdid import SDID


# load an example data set with the columns Year, State, PacksPerCapita, treated.
df = CaliforniaProp99().load()

# convert to matrices where the index represents each Year (time) and each column a state (unit)
outcome = to_matrix(df, "Year", "State", "PacksPerCapita", fillna=0.0)

# the time when the intervention started
start_time = df.query("treated == 1")["Year"].min()

# the units that have been treated
treat_units = list(df.query("treated == 1")["State"].unique())

# create the treatment matrix based on the information above
intervention = zeros_like(outcome)
intervention.loc[start_time:, intervention.columns.isin(treat_units)] = 1

# create a panel object to access observations conveniently
pnl = Panel(outcome, intervention)

# initialize an estimator object, here synthetic difference in difference (sdid)
estimator = SDID()

# run the estimator
estm = estimator.fit(pnl)
print("Average Treatment Effect on the Treated (ATT):", estm["att"])

# show the results in a plot
estimator.plot(estm, trend=True, sc=True)

# run an error validation method
method = JackKnife()
err = estimator.error(estm, method)

print("Standard Error (se):", err["se"])
print("Error Confidence Interval (90%):", err["CI"]["90%"])

Estimators

• Difference-in-Difference (DID): Simple implementation of the well-known Difference-in-Difference estimator.

• Synthetic Difference-in-Difference (SDID): Arkhangelsky, Dmitry Athey, Susan Hirshberg, David A. Imbens, Guido W. Wager, Stefan Synthetic Difference-in-Differences American Economic Review 111 12 4088-4118 2021 10.1257/aer.20190159 https://www.aeaweb.org/articles?id=10.1257/aer.20190159. Implementation based on https://synth-inference.github.io/synthdid/

Contact

Feel free to contact me if you have any questions: