diff_diff.DeltaRM

class diff_diff.DeltaRM

Bases: object

Relative magnitudes restriction on trend violations (Delta^{RM}).

Post-treatment consecutive first differences are bounded by Mbar times the maximum pre-treatment first difference:

\[|\delta_{t+1} - \delta_t| \le \overline{M} \cdot \max_{s<0} |\delta_{s+1} - \delta_s|\]

When Mbar=0, this enforces zero post-treatment first differences. Mbar=1 means post-period first differences can be as large as the worst observed pre-period first difference.

Parameters:

Mbar (float) – Scaling factor for maximum pre-period first difference.

Examples

>>> delta = DeltaRM(Mbar=1.0)
>>> delta.Mbar
1.0

Methods

__init__([Mbar])

Attributes

Mbar

__init__(Mbar=1.0)

Parameters:

Mbar (float)

Return type:

None

classmethod __new__(*args, **kwargs)