fickse / ssim

Synthetic controls simulations
0 stars 0 forks source link

Add spatial autocorrelation simulation #5

Open fickse opened 4 years ago

fickse commented 4 years ago

Idea:

Evaluating time-series in spatial dimension is about including spatial-autocorrelation. We evaluate how autocorrelation in noise (residuals), confounders, and signal affect estimates at two additional levels of autocorrelation and two levels of data availability

Process:

  1. generate spatial random field with specified level of autocorrelation
  2. randomly place pixels / [ place pixels in a grid ]?
  3. induce autocorrelation by multiplying

1-2 moderate-large N, 50/50 mismatch, moderate noise