diff_diff.duration_did_results.DurationDiDPretestResults#

class diff_diff.duration_did_results.DurationDiDPretestResults[source]#

Bases: Diagnostic

Appendix B Algorithm 2 pre-treatment specification test.

For every interior pre-treatment date t (strictly between the baseline and anchor_period, the last pre-treatment date) the contrast compares the hazard relationship at t with its value at the fixed anchor: the average-hazard GAP under method="cd" and the cumulative-increment RATIO under method="ph". The whole-individual bootstrap gives one SD per contrast, a simultaneous critical value from the maximum absolute centered pivot, symmetric bands contrast +/- crit_value * se and the max-|t| statistic. The test rejects when any band excludes zero, which is exactly p_value <= alpha under the inverse-empirical-CDF quantile.

method#

"cd" or "ph".

Type:: str

periods#

The tested interior pre-treatment dates (J).

Type:: np.ndarray

anchor_period#

The last pre-treatment date (the fixed anchor).

Type:: Any

contrast#

Point contrasts, one per tested date (NaN when unavailable).

Type:: np.ndarray

se#

Bootstrap SDs of the contrasts (NaN when unavailable).

Type:: np.ndarray

band_lower, band_upper

Simultaneous bands at level 1 - alpha.

Type:: np.ndarray

crit_value#

Simultaneous critical value (NaN when unavailable).

Type:: float

statistic#

max |contrast / se| over the tested dates.

Type:: float

p_value#

Empirical tail fraction of the bootstrap maxima at or above statistic (NaN when unavailable).

Type:: float

reject#

True when any band excludes zero; None when unavailable.

Type:: bool or None

alpha#

Significance level.

Type:: float

n_bootstrap, n_bootstrap_valid

Requested draws and complete draws for this family.

Type:: int

status#

"ok", "disabled" (n_bootstrap=0), "unavailable_insufficient_pre_periods" (no interior pre-date), "unavailable_ph_support" (a zero control increment at a tested date or the anchor under PH), "unavailable_nonfinite_moments", "unavailable_failed_draws", or "unavailable_zero_se".

Type:: str

Methods

`__init__`(method, periods, anchor_period, ...)
`summary`()	Human-readable summary.
`to_dataframe`()	One row per tested pre-treatment date.
`to_dict`()	JSON-serializable dictionary.

Attributes

`method`
`periods`
`anchor_period`
`contrast`
`se`
`band_lower`
`band_upper`
`crit_value`
`statistic`
`p_value`
`reject`
`alpha`
`n_bootstrap`
`n_bootstrap_valid`
`status`

__init__(method, periods, anchor_period, contrast, se, band_lower, band_upper, crit_value, statistic, p_value, reject, alpha, n_bootstrap, n_bootstrap_valid, status)#

Parameters:

method (str)
periods (ndarray)
anchor_period (Any)
contrast (ndarray)
se (ndarray)
band_lower (ndarray)
band_upper (ndarray)
crit_value (float)
statistic (float)
p_value (float)
reject (bool | None)
alpha (float)
n_bootstrap (int)
n_bootstrap_valid (int)
status (str)

Return type:

None

classmethod __new__(*args, **kwargs)#