ppc_stats
validation.ppc_stats(Yc, Y0_pre, Wn, wn)Nine summary statistics of a pre-treatment donor panel.
Exact port of the R ppc_stats: panel mean and log variance, the spatial quadratic form tr(Yc W Yc') / (N T0), the correlation of the treated series with the exposure-weighted panel, average lag-1 and lag-2 autocorrelations of the per-period cross-sectionally demeaned panel, the share of variance in the first principal component, and the average e1071 type-3 skewness and excess kurtosis across donors.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| Yc | np.ndarray | Donor panel, shape (T0, N). |
required |
| Y0_pre | np.ndarray | Treated pre-treatment series, shape (T0,). |
required |
| Wn | np.ndarray | Normalized spatial weights. | required |
| wn | np.ndarray | Normalized spatial weights. | required |
Returns
| Name | Type | Description |
|---|---|---|
| dict | Statistic name -> value (NaN where degenerate). |