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Add Class for Repeated Cross-Sectional Data #330

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Add Class for Repeated Cross-Sectional Data #330

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@SvenKlaassen SvenKlaassen commented Jun 2, 2025 •
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Adds a analog to DoubleMLDIDMulti for repeated cross-sectional data.

The changes include:

  • make_did_cs_CS2021 data generator
  • DoubleMLDIDCSBinary class
  • Update DoubleMLDIDMulti class to support repeated cross-sections
  • Updated plot_effects() method to color anticipation periods

Reference to Issues or PRs

See #317

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@SvenKlaassen SvenKlaassen added this to the Release 0.10.1 milestone Jun 2, 2025
@SvenKlaassen SvenKlaassen self-assigned this Jun 2, 2025
@SvenKlaassen SvenKlaassen added the new feature new feature label Jun 2, 2025
@SvenKlaassen SvenKlaassen linked an issue Jun 2, 2025 that may be closed by this pull request
[Feature Request]: Multi-Period DiD for Repeated Cross-Sectional Data #317
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3 tasks
SvenKlaassen added 24 commits June 3, 2025 13:28
@SvenKlaassen
reset index for in panel data
c96605d
@SvenKlaassen
add basic did_cs_binary version with simple tests
61dbf11
@SvenKlaassen
add internal atribute _score_dim to DoubleML class
ceebc6e
@SvenKlaassen
check prediction size based on internal n_obs
ade3b9a
@SvenKlaassen
update score dimensions init in the cs object
f113e61
@SvenKlaassen
update lambda and p calculation in did_cs
9ef4e53
@SvenKlaassen
add _score_dim property to doubleml class
e90441b
@SvenKlaassen
add _n_obs_sample_splitting property to doubleml class
9f6f5d4
@SvenKlaassen
update check_resampling input
eb951c4
@SvenKlaassen
update did binary classes with n_obs_subset and n_obs_sample_splitting
a6c6507
@SvenKlaassen
update tune without folds to n_obs of doubleml obj
d54b272
@SvenKlaassen
change n_obs for panel data
693e109 
add n_ids for did_binary obj
@SvenKlaassen
fix order test
7d6ef35
@SvenKlaassen
add sensitivity estimation to did_cs_binary
18c3844
@SvenKlaassen
fix id positions and scaling for sensitivity
5d2232b
@SvenKlaassen
add placebo test for did_cs_binary
7f01b6b
@SvenKlaassen
extend ext prediction tests for did_cs_binary
3fafccc
@SvenKlaassen
add control group test for did_cs_binary
9e37851
@SvenKlaassen
add tune to did_cs_binary
810eade
@SvenKlaassen
update did_cs_binary sdout test
6b6116c
@SvenKlaassen
add exceptions and tests
de324cf
@SvenKlaassen
simplify did_cs_binary nuisance estimation
8d0c52c
@SvenKlaassen
add __str__ method to did_cs_binary
af45f7f
@SvenKlaassen
add test on panel data to did_cs binary
698f161
@SvenKlaassen SvenKlaassen requested a review from PhilippBach June 11, 2025 13:58
@SvenKlaassen SvenKlaassen linked an issue Jun 13, 2025 that may be closed by this pull request
Update plot for anticipation #323
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@PhilippBach
Maybe you can check specifically the argument naming.
Further, I have updated plot_effects() to highlight anticipation periods.

@SvenKlaassen SvenKlaassen marked this pull request as ready for review June 13, 2025 11:41
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@PhilippBach PhilippBach Awaiting requested review from PhilippBach

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Update plot for anticipation [Feature Request]: Multi-Period DiD for Repeated Cross-Sectional Data
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