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Support for Difference-in-Difference/Synthetic Control/RD Methods

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难度
4/5
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一周以上
新手友好度
35/100
Issue 类型
功能
描述清晰度
需要澄清
活跃度
停滞
技术栈
python
领域
backend

调研方向

This is a feature request for diff-in-diff, synthetic control, and regression discontinuity methods. Start by exploring the linearmodels/ package structure to understand how existing panel regression methods are organized. Review tests and documentation for similar methods to identify implementation patterns. Done looks like a concrete design proposal with API and data requirements approved by maintainers.

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描述

enhancement

Not sure if this falls in line with where you want this package to go, but given the recent slew of papers in the diff-in-diff literature, I was wondering if adding support for diff-in-diff directly (as well as the various ways of estimating treatment effects), could be a cool enhancement. But not if you think of diff-in-diff as a standalone method on the same level as a panel regression or whether diff-in-diff is "a method implemented using panel regression."

The same goes for synthetic control and RD. Would be happy to send a pull request for basic support.

Assuming, you're interested, one thing that might be needed would be helper functions to get the data into the right form needed for diff-in-diff/event study/ RD?

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