synthetic difference-in-differences

A careful introduction to mlsynth, the Python library that puts the whole family of single-treated-unit synthetic control estimators behind one configuration interface. We climb the ladder from difference-in-differences to synthetic difference-in-differences with one mlsynth class per stage, showing what every option does and where the defaults will quietly hand you a different estimator. The case study is the 2016 Brexit referendum and what it cost UK GDP.

Climbing the ladder from difference-in-differences to synthetic difference-in-differences, one stage at a time, with every estimator hand-coded before it is run with its package. The case study is the 2016 Brexit referendum and what it cost UK GDP. Includes cheat sheets in R, Stata and Python.