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Generalized Synthetic Control Method
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The confidence intervals computed on the ATT are not symetric #49

Closed feliuserra closed 3 years ago

feliuserra commented 3 years ago

Hi,

Usually when computing the Confidence intervals around the ATT, the bands shoud be "estimated_effect +- 2*se_bootstrap" and therefore these bands are symmetric around the estimated effects. However, even in some of your examples from: https://yiqingxu.org/software/gsynth/gsynth_examples.html do not have symmetric confidence intervals (I am looking at the MC example).

Could you please provide some help or further explanation on why this happens?

Thanks

xuyiqing commented 3 years ago

Hi, this issue is caused by two few treated units. I have "fixed" this issue by using an approximation based on a normal distribution with bootstrapped SE instead of using the percentile method to obtain CIs. The updates are reflected in v.1.1.7.

Thanks for the suggestions!

feliuserra commented 3 years ago

Thank you! I have already tried the v.1.1.7 and now the confidence intervals are symmetric. Great job!

xuyiqing commented 3 years ago

You're welcome.

On Fri, Nov 20, 2020 at 1:25 AM Feliu Serra Burriel < notifications@github.com> wrote:

Thank you! I have already tried the v.1.1.7 and now the confidence intervals are symmetric. Great job!

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-- Yiqing Xu

Assistant Professor Department of Political Science Stanford University http://yiqingxu.org/