DifferenceInDifferences

class causalpy.pymc_experiments.DifferenceInDifferences

A class to analyse data from Difference in Difference settings.

Note

There is no pre/post intervention data distinction for DiD, we fit all the data available.

Parameters:

• data (DataFrame) – A pandas dataframe

• formula (str) – A statistical model formula

• time_variable_name (str) – Name of the data column for the time variable

• group_variable_name (str) – Name of the data column for the group variable

• model – A PyMC model for difference in differences

Methods

DifferenceInDifferences.__init__(data, ...)
DifferenceInDifferences.plot([round_to])	Plot the results.
DifferenceInDifferences.print_coefficients([...])	Prints the model coefficients
DifferenceInDifferences.summary([round_to])	Print text output summarising the results.

Attributes

expt_type
idata	Access to the models InferenceData object
model

__init__(data, formula, time_variable_name, group_variable_name, model=None, **kwargs)

Parameters:

• data (DataFrame)

• formula (str)

• time_variable_name (str)

• group_variable_name (str)

__new__(*args, **kwargs)