The Two Step SCM: A Tool for Data Scientists

To data scientists who work in Python and causal inference, you may find the two-step synthetic control method helpful. It is a method developed by Kathy Li of Texas McCombs. I have written it from her MATLAB code, translating it into Python so more people can use it.

The method tests the validity of different parallel trends assumptions implied by different SCMs (the intercept, summation of weights, or both). It uses subsampling (or bootstrapping) to test these different assumptions. Based …

causal causal inference code control data datascience data scientists her inference matlab people python scientists scm synthetic tests texas tool work