Skip to content

Add Class for Repeated Cross-Sectional Data #330

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom
Merged
merged 95 commits into from
Jul 7, 2025
Merged

Add Class for Repeated Cross-Sectional Data #330

merged 95 commits into from
Jul 7, 2025

Conversation

SvenKlaassen
Copy link
Member

@SvenKlaassen SvenKlaassen commented Jun 2, 2025 •
edited
Loading

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
  • Added gt_combinations="universal" option to DoubleMLDIDMulti

Further, generalize the __str__ method in the DoubleML class to allow for flexible output, e.g. see DoubleMLBinary.

Reference to Issues or PRs

See #317
Universal option #339

Comments

PR Checklist

Please fill out this PR checklist (see our contributing guidelines for details).

  • The title of the pull request summarizes the changes made.
  • The PR contains a detailed description of all changes and additions.
  • References to related issues or PRs are added.
  • The code passes all (unit) tests.
  • Enhancements or new feature are equipped with unit tests.
  • The changes adhere to the PEP8 standards.

@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
Closed
3 tasks
SvenKlaassen and others 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
@JanTeichertKluge
Refactor Data Generators #306
d65edf8
@JanTeichertKluge
update tests acc. to Refactor Data Generators #306
56d832c
@JanTeichertKluge
update docstrings acc. to Refactor Data Generators #306
02adb24
@JanTeichertKluge
update docstrings acc. to Refactor Data Generators #306
39d4e7e
@JanTeichertKluge
update irm submod tests acc. to Refactor Data Generators #306
83cfe9c
@JanTeichertKluge
update irm submod tests acc. to Refactor Data Generators #306
3ff0edb
@JanTeichertKluge
update irm submod tests acc. to Refactor Data Generators #306
caa530e
@JanTeichertKluge
update docstrings acc. to Refactor Data Generators #306
4cb9148
@JanTeichertKluge
update docstrings acc. to Refactor Data Generators #306
312f601
@JanTeichertKluge
update docstrings acc. to Refactor Data Generators #306
0d07790
@JanTeichertKluge
update documentations acc. to Refactor Data Generators #306
8b4f4bc
@JanTeichertKluge
update tests acc. to Refactor Data Generators #306
5c44395
@JanTeichertKluge
Merge pull request #331 from DoubleML/306-refactor-data-generators
6fa737c 
306 refactor data generators
@JanTeichertKluge
Merge pull request #332 from DoubleML/JanTeichertKluge/issue272
cada753 
Jan teichert kluge/issue272
@JanTeichertKluge
upd
a9f4284
@JanTeichertKluge
upd
a2566cb
@SvenKlaassen
update lambda and p calculation in did_cs
9ef4e53
@SvenKlaassen
add _score_dim property to doubleml class
e90441b
@JanTeichertKluge
upd 305
eb19efe
@SvenKlaassen SvenKlaassen marked this pull request as ready for review June 13, 2025 11:41
SvenKlaassen and others added 15 commits June 16, 2025 11:04
@SvenKlaassen
add flexible summary with multiple formats
e52122f
@SvenKlaassen
fix format
bf7e16a
@SvenKlaassen
Merge pull request #336 from DoubleML/s-update-summary
62a6838 
Update DoubleML __str__ method
@JanTeichertKluge
fix unit tests
6beebd8
@JanTeichertKluge
adjust workflow in parent class DoubleML
fb421f7
@JanTeichertKluge
update refactoring acc. to unit test results
b11c0cb
@JanTeichertKluge
add check for correct data backend
b9bdf7c
@JanTeichertKluge
renaming after refactoring
4f70523
@JanTeichertKluge
adjust dummy data (is_cluster_data flag)
19eab81
@JanTeichertKluge
adjust unit tests
c3fbbb8
@JanTeichertKluge
adjust t_col setter for DIDData Backend
144ee60
@JanTeichertKluge
Merge branch '305-feature-request-integrate-clusters-into-the-doublem…
2e0fa4a 
…ldata-class' into s-update-cross-sectional-did
@SvenKlaassen
revert merge
ea67dc7 
Revert "Merge branch '305-feature-request-integrate-clusters-into-the-doublemldata-class' into s-update-cross-sectional-did"

This reverts commit 2e0fa4a, reversing
changes made to 62a6838.
@SvenKlaassen
add universal option to gt_combinations
f2b2733
@SvenKlaassen
simplify _construct_gt_combinations
bbda382
@SvenKlaassen SvenKlaassen linked an issue Jun 20, 2025 that may be closed by this pull request
[Feature Request]: Universal Base Period for DoubleMLMulti #340
Closed
PhilippBach
PhilippBach reviewed Jul 1, 2025
View reviewed changes
Copy link
Member

@PhilippBach PhilippBach left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Hi @SvenKlaassen

thanks for adding the repeated CS case for DiD (among the other features like universal period configurations and anticipation periods in plots) in this PR. I have added some edits in #345 which you may want to check out - but they are not really critical

We can then take care of DoubleML/doubleml-docs#243 for adding some documentation

@PhilippBach PhilippBach mentioned this pull request Jul 1, 2025
Merged
3 tasks
@SvenKlaassen SvenKlaassen merged commit 5b55aa9 into main Jul 7, 2025
12 checks passed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@PhilippBach PhilippBach PhilippBach approved these changes

Assignees

@SvenKlaassen SvenKlaassen

Labels
new feature new feature
Projects
None yet
Milestone
Release 0.10.1
3 participants
@SvenKlaassen @PhilippBach @JanTeichertKluge