scspill_sim_dgp

simulate.scspill_sim_dgp(
    T0,
    T1,
    N,
    W,
    w,
    rho,
    sigma2,
    alpha,
    K=0,
    beta=None,
    seed=None,
    mu_tau=1.0,
    sd_tau=1.0,
    keep_internals=False,
)

Simulate one spillover panel from the paper’s SAR DGP.

Parameters

Name Type Description Default
T0 int Pre- and post-treatment lengths. required
T1 int Pre- and post-treatment lengths. required
N int Number of control units. required
W np.ndarray Raw control-to-control weights, (N, N) (row-normalized inside). required
w np.ndarray Raw treated-to-control exposure, (N,) (sum-normalized inside). required
rho float True spillover intensity. required
sigma2 float Error variance. required
alpha np.ndarray True synthetic weights, (N,). required
K int Number of iid N(0, 1) covariates. 0
beta np.ndarray Covariate coefficients (required when K > 0). None
seed int or numpy.random.SeedSequence Seed for numpy.random.default_rng. None
mu_tau float Mean and sd of the per-period treatment effects. 1.0
sd_tau float Mean and sd of the per-period treatment effects. 1.0
keep_internals bool Keep the error draws on the returned object (for identity tests). False

Returns

Name Type Description
SimDGP

Raises

Name Type Description
ScspillDataError On shape mismatches or a near-singular SAR system.