moderndid.compute_identified_set_rmm#
- moderndid.compute_identified_set_rmm(m_bar, true_beta, l_vec, num_pre_periods, num_post_periods, monotonicity_direction='increasing')[source]#
Compute identified set for \(\Delta^{RMI}(\bar{M})\).
Computes the identified set for \(l'\tau_{post}\) under the restriction \(\delta \in \Delta^{RM}(\bar{M}) \cap \Delta^I\).
The identified set is the union of identified sets for each component polyhedron, as stated in (7) of [2]
\[\mathcal{S}(\beta, \Delta^{RMI}(\bar{M})) = \bigcup_{s<0, \text{sign} \in \{+,-\}} \mathcal{S}(\beta, \Delta^{RM}_{s, \text{sign}}(\bar{M}) \cap \Delta^I).\]For each component, the bounds are determined by solving the linear programs from Lemma 2.1 of [2].
- Parameters:
- m_bar
float Relative magnitude parameter \(\bar{M}\).
- true_beta
numpy.ndarray True coefficient values (pre and post periods).
- l_vec
numpy.ndarray Vector defining parameter of interest.
- num_pre_periods
int Number of pre-treatment periods.
- num_post_periods
int Number of post-treatment periods.
- monotonicity_direction{‘increasing’, ‘decreasing’}, default=’increasing’
Direction of monotonicity restriction.
- m_bar
- Returns:
DeltaRMMResultLower and upper bounds of the identified set.
References