cd.structures.CDEfficientFit

utils.scspill_helpers.cd.structures.CDEfficientFit(
    omega_hat,
    weight_matrix,
    ridge,
    gamma,
    effects_panel,
    condition_number,
    att_by_unit,
)

The lower-variance (efficient) estimator of Cao & Dowd v3 Section S.1.1.

Point estimates only, reported alongside the identity-weighted fit.

Attributes

Name	Type	Description
omega_hat	pd.DataFrame	Estimated covariance of the residuals, T0^{-1} sum u_t u_t' plus a ridge of ridge on the diagonal.
weight_matrix	pd.DataFrame	W = Omega_hat^{-1}.
ridge	float	Ridge added to Omega_hat.
gamma	pd.DataFrame	Effect parameters, post periods by columns of A.
effects_panel	pd.DataFrame	Effect on every unit, post periods by unit labels.
condition_number	float	Condition number of A' R' W R A.
att_by_unit	dict	Average post-treatment direct effect of every treated unit.