scpi2.2.5 package

Prediction Intervals for Synthetic Control Methods with Multiple Treated Units and Staggered Adoption

Implementation of prediction and inference procedures for Synthetic Control methods using least square, lasso, ridge, or simplex-type constraints. Uncertainty is quantified with prediction intervals as developed in Cattaneo, Feng, and Titiunik (2021) <https://nppackages.github.io/references/Cattaneo-Feng-Titiunik_2021_JASA.pdf> for a single treated unit and in Cattaneo, Feng, Palomba, and Titiunik (2023) <arXiv:2210.05026> for multiple treated units and staggered adoption. More details about the software implementation can be found in Cattaneo, Feng, Palomba, and Titiunik (2022) <arXiv:2202.05984>.