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.