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Estimate Synthetic Control

Source: R/synthetic_control.R
estimate_synthetic_control.Rd

Estimate synthetic control weights by minimizing the pre-treatment mean squared prediction error. Weights are non-negative and sum to one.

Usage

estimate_synthetic_control(
  task,
  method = c("quadprog", "optim"),
  covariates = NULL,
  verbose = getOption("eventstudy.verbose", TRUE)
)

Arguments

task

A SyntheticControlTask.

method

Optimization method: "quadprog" (default, requires quadprog) or "optim" (uses stats::optim L-BFGS-B).

covariates

Optional character vector of covariate column names in both treated and donor data to include in the matching.

verbose

Logical; if FALSE, suppress informational messages. Default getOption("eventstudy.verbose", TRUE).

Value

The task with results populated.

See also

Other eventstudy-tasks: IntradayEventStudyTask, PanelEventStudyTask, SyntheticControlTask, estimate_panel_event_study(), nonparametric_intraday_test(), plot_panel_event_study(), plot_synthetic_control(), prepare_intraday_event_study(), sc_placebo_test()