moderndid.didcont.GroupTimeATTResult

class moderndid.didcont.GroupTimeATTResult(groups: ndarray, times: ndarray, att: ndarray, vcov_analytical: ndarray, se: ndarray, critical_value: float, influence_func: ndarray, n_units: int, wald_stat: float | None = None, wald_pvalue: float | None = None, cband: bool = True, alpha: float = 0.05, pte_params: object | None = None, extra_gt_returns: list | None = None)

Bases: object

Container for group-time average treatment effect results.

This class implements the maketables plug-in interface for publication-quality tables. See Publication Tables with maketables.

Attributes:

groupsnumpy.ndarray

Which group (defined by period first treated) each group-time ATT is for.

timesnumpy.ndarray

Which time period each group-time ATT is for.

attnumpy.ndarray

The group-time average treatment effects for each group-time combination.

vcov_analyticalnumpy.ndarray

Analytical estimator for the asymptotic variance-covariance matrix.

senumpy.ndarray

Standard errors for group-time ATTs. If bootstrap used, provides bootstrap-based SE.

critical_valuefloat

Critical value - simultaneous if obtaining simultaneous confidence bands, otherwise based on pointwise normal approximation.

influence_funcnumpy.ndarray

The influence function for estimating group-time average treatment effects.

n_unitsint

The number of unique cross-sectional units.

wald_statfloat, optional

The Wald statistic for pre-testing the common trends assumption.

wald_pvaluefloat, optional

The p-value of the Wald statistic for pre-testing common trends.

cbandbool

Whether uniform confidence band was computed.

alphafloat

The significance level.

pte_paramsobject

The PTE parameters object containing estimation settings.

extra_gt_returnslist

List of extra returns from gt-specific calculations.

Methods

Attributes

G	Unit-level group assignments (not tracked in continuous DiD).
alpha	Significance level.
att_gt	Alias for att field to maintain compatibility with aggte.
cband	Whether uniform confidence band was computed.
estimation_params	Return estimation parameters for aggte compatibility.
extra_gt_returns	Extra returns from group-time calculations.
pte_params	PTE parameters object containing estimation settings.
se_gt	Alias for se field to maintain compatibility with aggte.
wald_pvalue	P-value of the Wald statistic for pre-testing common trends.
wald_stat	Wald statistic for pre-testing common trends.
groups	Which group (defined by period first treated) each group-time ATT is for.
times	Which time period each group-time ATT is for.
att	Group-time average treatment effects.
vcov_analytical	Analytical estimator for the asymptotic variance-covariance matrix.
se	Standard errors for group-time ATTs.
critical_value	Critical value for confidence intervals.
influence_func	Influence function for estimating group-time average treatment effects.
n_units	Number of unique cross-sectional units.