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Add Class for Repeated Cross-Sectional Data#330

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SvenKlaassen merged 95 commits intomainfrom
s-update-cross-sectional-did
Jul 7, 2025
Merged

Add Class for Repeated Cross-Sectional Data#330
SvenKlaassen merged 95 commits intomainfrom
s-update-cross-sectional-did

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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
  • 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

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  • The title of the pull request summarizes the changes made.
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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
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
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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
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@PhilippBach PhilippBach PhilippBach approved these changes

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