scpi: Uncertainty Quantification for Synthetic Control Methods

Dublin Core

Title

scpi: Uncertainty Quantification for Synthetic Control Methods

Description

The synthetic control method offers a way to quantify the effect of an intervention using weighted averages of untreated units to approximate the counterfactual outcome that the treated unit(s) would have experienced in the absence of the intervention. This method is useful for program evaluation and causal inference in observational studies. We introduce the software package scpi for prediction and inference using synthetic controls, implemented in Python, R, and Stata. For point estimation or prediction of treatment effects, the package offers an array of (possibly penalized) approaches leveraging the latest optimization methods. For uncertainty quantification, the package offers the prediction interval methods introduced by Cattaneo, Feng, and Titiunik (2021) and Cattaneo, Feng, Palomba, and Titiunik (2025b). The paper includes numerical illustrations and a comparison with other synthetic control software.

Creator

Matias Cattaneo, Yingjie Feng, Filippo Palomba, Rocío Titiunik

Source

https://www.jstatsoft.org/article/view/v113i01

Publisher

OJS/PKP

Date

14 JULI 2025

Contributor

FAJAR BAGUS W

Format

PDF

Language

ENGLISH

Type

TEXT

Files

Collection

Citation

Matias Cattaneo, Yingjie Feng, Filippo Palomba, Rocío Titiunik, “scpi: Uncertainty Quantification for Synthetic Control Methods,” Repository Horizon University Indonesia, accessed January 11, 2026, https://repository.horizon.ac.id/items/show/9930.