diff_diff.CSBootstrapResults

class diff_diff.CSBootstrapResults[source]

Bases: object

Results from Callaway-Sant’Anna multiplier bootstrap inference.

n_bootstrap

Number of bootstrap iterations.

Type:: int

weight_type

Type of bootstrap weights used.

Type:: str

alpha

Significance level used for confidence intervals.

Type:: float

overall_att_se

Bootstrap standard error for overall ATT.

Type:: float

overall_att_ci

Bootstrap confidence interval for overall ATT.

Type:: Tuple[float, float]

overall_att_p_value

Bootstrap p-value for overall ATT.

Type:: float

group_time_ses

Bootstrap SEs for each ATT(g,t).

Type:: Dict[Tuple[Any, Any], float]

group_time_cis

Bootstrap CIs for each ATT(g,t).

Type:: Dict[Tuple[Any, Any], Tuple[float, float]]

group_time_p_values

Bootstrap p-values for each ATT(g,t).

Type:: Dict[Tuple[Any, Any], float]

event_study_ses

Bootstrap SEs for event study effects.

Type:: Optional[Dict[int, float]]

event_study_cis

Bootstrap CIs for event study effects.

Type:: Optional[Dict[int, Tuple[float, float]]]

event_study_p_values

Bootstrap p-values for event study effects.

Type:: Optional[Dict[int, float]]

group_effect_ses

Bootstrap SEs for group effects.

Type:: Optional[Dict[Any, float]]

group_effect_cis

Bootstrap CIs for group effects.

Type:: Optional[Dict[Any, Tuple[float, float]]]

group_effect_p_values

Bootstrap p-values for group effects.

Type:: Optional[Dict[Any, float]]

bootstrap_distribution

Full bootstrap distribution of overall ATT (if requested).

Type:: Optional[np.ndarray]

__init__(n_bootstrap, weight_type, alpha, overall_att_se, overall_att_ci, overall_att_p_value, group_time_ses, group_time_cis, group_time_p_values, event_study_ses=None, event_study_cis=None, event_study_p_values=None, group_effect_ses=None, group_effect_cis=None, group_effect_p_values=None, bootstrap_distribution=None)

Parameters:

n_bootstrap (int)
weight_type (str)
alpha (float)
overall_att_se (float)
overall_att_ci (Tuple[float, float])
overall_att_p_value (float)
group_time_ses (Dict[Tuple[Any, Any], float])
group_time_cis (Dict[Tuple[Any, Any], Tuple[float, float]])
group_time_p_values (Dict[Tuple[Any, Any], float])
event_study_ses (Dict[int, float] | None)
event_study_cis (Dict[int, Tuple[float, float]] | None)
event_study_p_values (Dict[int, float] | None)
group_effect_ses (Dict[Any, float] | None)
group_effect_cis (Dict[Any, Tuple[float, float]] | None)
group_effect_p_values (Dict[Any, float] | None)
bootstrap_distribution (ndarray | None)

Return type:

None

Methods

__init__(n_bootstrap, weight_type, alpha, ...)

Attributes

`bootstrap_distribution`
`event_study_cis`
`event_study_p_values`
`event_study_ses`
`group_effect_cis`
`group_effect_p_values`
`group_effect_ses`
`n_bootstrap`
`weight_type`
`alpha`
`overall_att_se`
`overall_att_ci`
`overall_att_p_value`
`group_time_ses`
`group_time_cis`
`group_time_p_values`

n_bootstrap: int

weight_type: str

alpha: float

overall_att_se: float

overall_att_ci: Tuple[float, float]

overall_att_p_value: float

group_time_ses: Dict[Tuple[Any, Any], float]

group_time_cis: Dict[Tuple[Any, Any], Tuple[float, float]]

group_time_p_values: Dict[Tuple[Any, Any], float]

event_study_ses: Dict[int, float] | None = None

event_study_cis: Dict[int, Tuple[float, float]] | None = None

event_study_p_values: Dict[int, float] | None = None

group_effect_ses: Dict[Any, float] | None = None

group_effect_cis: Dict[Any, Tuple[float, float]] | None = None

group_effect_p_values: Dict[Any, float] | None = None

bootstrap_distribution: ndarray | None = None

__init__(n_bootstrap, weight_type, alpha, overall_att_se, overall_att_ci, overall_att_p_value, group_time_ses, group_time_cis, group_time_p_values, event_study_ses=None, event_study_cis=None, event_study_p_values=None, group_effect_ses=None, group_effect_cis=None, group_effect_p_values=None, bootstrap_distribution=None)

Parameters:

n_bootstrap (int)
weight_type (str)
alpha (float)
overall_att_se (float)
overall_att_ci (Tuple[float, float])
overall_att_p_value (float)
group_time_ses (Dict[Tuple[Any, Any], float])
group_time_cis (Dict[Tuple[Any, Any], Tuple[float, float]])
group_time_p_values (Dict[Tuple[Any, Any], float])
event_study_ses (Dict[int, float] | None)
event_study_cis (Dict[int, Tuple[float, float]] | None)
event_study_p_values (Dict[int, float] | None)
group_effect_ses (Dict[Any, float] | None)
group_effect_cis (Dict[Any, Tuple[float, float]] | None)
group_effect_p_values (Dict[Any, float] | None)
bootstrap_distribution (ndarray | None)

Return type:

None