statspai.matrix_completion¶
matrix_completion ¶
Matrix Completion for Causal Panel Data.
Estimates treatment effects in panel settings by completing the counterfactual matrix of untreated potential outcomes using nuclear-norm regularisation (low-rank matrix completion).
References
Athey, S., Bayati, M., Doudchenko, N., Imbens, G., & Khosravi, K. (2021). Matrix Completion Methods for Causal Panel Data Models. JASA, 116(536), 1716-1730. [@athey2021matrix]
MCPanel ¶
Matrix Completion for Causal Panels.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
DataFrame
|
|
required |
y
|
str
|
|
required |
unit
|
str
|
|
required |
time
|
str
|
|
required |
treat
|
str
|
|
required |
lambda_reg
|
float
|
|
None
|
max_rank
|
int
|
|
None
|
max_iter
|
int
|
|
1000
|
tol
|
float
|
|
1e-05
|
n_bootstrap
|
int
|
|
200
|
alpha
|
float
|
|
0.05
|
random_state
|
int
|
|
42
|