diff-diff 3.0.1__cp314-cp314-win_amd64.whl

diff_diff/staggered_results.py

@@ -0,0 +1,416 @@
+"""
+Result container classes for Callaway-Sant'Anna estimator.
+
+This module provides dataclass containers for storing and presenting
+group-time average treatment effects and their aggregations.
+"""
+
+from dataclasses import dataclass, field
+from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple
+
+import numpy as np
+import pandas as pd
+
+from diff_diff.results import _format_survey_block, _get_significance_stars
+
+if TYPE_CHECKING:
+    from diff_diff.staggered_bootstrap import CSBootstrapResults
+
+
+@dataclass
+class GroupTimeEffect:
+    """
+    Treatment effect for a specific group-time combination.
+
+    Attributes
+    ----------
+    group : any
+        The treatment cohort (first treatment period).
+    time : any
+        The time period.
+    effect : float
+        The ATT(g,t) estimate.
+    se : float
+        Standard error.
+    n_treated : int
+        Number of treated observations.
+    n_control : int
+        Number of control observations.
+    """
+
+    group: Any
+    time: Any
+    effect: float
+    se: float
+    t_stat: float
+    p_value: float
+    conf_int: Tuple[float, float]
+    n_treated: int
+    n_control: int
+
+    @property
+    def is_significant(self) -> bool:
+        """Check if effect is significant at 0.05 level."""
+        return bool(self.p_value < 0.05)
+
+    @property
+    def significance_stars(self) -> str:
+        """Return significance stars based on p-value."""
+        return _get_significance_stars(self.p_value)
+
+
+@dataclass
+class CallawaySantAnnaResults:
+    """
+    Results from Callaway-Sant'Anna (2021) staggered DiD estimation.
+
+    This class stores group-time average treatment effects ATT(g,t) and
+    provides methods for aggregation into summary measures.
+
+    Attributes
+    ----------
+    group_time_effects : dict
+        Dictionary mapping (group, time) tuples to effect dictionaries.
+    overall_att : float
+        Overall average treatment effect (weighted average of ATT(g,t)).
+    overall_se : float
+        Standard error of overall ATT.
+    overall_p_value : float
+        P-value for overall ATT.
+    overall_conf_int : tuple
+        Confidence interval for overall ATT.
+    groups : list
+        List of treatment cohorts (first treatment periods).
+    time_periods : list
+        List of all time periods.
+    n_obs : int
+        Total number of observations.
+    n_treated_units : int
+        Number of ever-treated units.
+    n_control_units : int
+        Number of never-treated units (excludes not-yet-treated dynamic controls).
+    event_study_effects : dict, optional
+        Effects aggregated by relative time (event study).
+    group_effects : dict, optional
+        Effects aggregated by treatment cohort.
+    pscore_trim : float
+        Propensity score trimming bound used during estimation.
+    """
+
+    group_time_effects: Dict[Tuple[Any, Any], Dict[str, Any]]
+    overall_att: float
+    overall_se: float
+    overall_t_stat: float
+    overall_p_value: float
+    overall_conf_int: Tuple[float, float]
+    groups: List[Any]
+    time_periods: List[Any]
+    n_obs: int
+    n_treated_units: int
+    n_control_units: int
+    alpha: float = 0.05
+    control_group: str = "never_treated"
+    base_period: str = "varying"
+    panel: bool = True
+    event_study_effects: Optional[Dict[int, Dict[str, Any]]] = field(default=None)
+    group_effects: Optional[Dict[Any, Dict[str, Any]]] = field(default=None)
+    influence_functions: Optional["np.ndarray"] = field(default=None, repr=False)
+    # Full event-study VCV matrix (Phase 7d): indexed by event_study_vcov_index
+    event_study_vcov: Optional["np.ndarray"] = field(default=None, repr=False)
+    event_study_vcov_index: Optional[list] = field(default=None, repr=False)
+    bootstrap_results: Optional["CSBootstrapResults"] = field(default=None, repr=False)
+    cband_crit_value: Optional[float] = None
+    pscore_trim: float = 0.01
+    # Survey design metadata (SurveyMetadata instance from diff_diff.survey)
+    survey_metadata: Optional[Any] = field(default=None, repr=False)
+    # EPV diagnostics per (group, time) cell
+    epv_diagnostics: Optional[Dict[Tuple[Any, Any], Dict[str, Any]]] = field(
+        default=None, repr=False
+    )
+    epv_threshold: float = 10
+    pscore_fallback: str = "error"
+
+    def __repr__(self) -> str:
+        """Concise string representation."""
+        sig = _get_significance_stars(self.overall_p_value)
+        return (
+            f"CallawaySantAnnaResults(ATT={self.overall_att:.4f}{sig}, "
+            f"SE={self.overall_se:.4f}, "
+            f"n_groups={len(self.groups)}, "
+            f"n_periods={len(self.time_periods)})"
+        )
+
+    @property
+    def coef_var(self) -> float:
+        """Coefficient of variation: SE / |overall ATT|. NaN when ATT is 0 or SE non-finite."""
+        if not (np.isfinite(self.overall_se) and self.overall_se >= 0):
+            return np.nan
+        if not np.isfinite(self.overall_att) or self.overall_att == 0:
+            return np.nan
+        return self.overall_se / abs(self.overall_att)
+
+    def summary(self, alpha: Optional[float] = None) -> str:
+        """
+        Generate formatted summary of estimation results.
+
+        Parameters
+        ----------
+        alpha : float, optional
+            Significance level. Defaults to alpha used in estimation.
+
+        Returns
+        -------
+        str
+            Formatted summary.
+        """
+        alpha = alpha or self.alpha
+        conf_level = int((1 - alpha) * 100)
+
+        lines = [
+            "=" * 85,
+            "Callaway-Sant'Anna Staggered Difference-in-Differences Results".center(85),
+            "=" * 85,
+            "",
+            f"{'Total observations:':<30} {self.n_obs:>10}",
+            f"{'Treated ' + ('obs:' if not self.panel else 'units:'):<30} {self.n_treated_units:>10}",
+            f"{'Never-treated ' + ('obs:' if not self.panel else 'units:'):<30} {self.n_control_units:>10}",
+            f"{'Treatment cohorts:':<30} {len(self.groups):>10}",
+            f"{'Time periods:':<30} {len(self.time_periods):>10}",
+            f"{'Control group:':<30} {self.control_group:>10}",
+            f"{'Base period:':<30} {self.base_period:>10}",
+            "",
+        ]
+
+        # Survey design info
+        if self.survey_metadata is not None:
+            sm = self.survey_metadata
+            lines.extend(_format_survey_block(sm, 85))
+
+        # Overall ATT
+        lines.extend(
+            [
+                "-" * 85,
+                "Overall Average Treatment Effect on the Treated".center(85),
+                "-" * 85,
+                f"{'Parameter':<15} {'Estimate':>12} {'Std. Err.':>12} {'t-stat':>10} {'P>|t|':>10} {'Sig.':>6}",
+                "-" * 85,
+                f"{'ATT':<15} {self.overall_att:>12.4f} {self.overall_se:>12.4f} "
+                f"{self.overall_t_stat:>10.3f} {self.overall_p_value:>10.4f} "
+                f"{_get_significance_stars(self.overall_p_value):>6}",
+                "-" * 85,
+                "",
+                f"{conf_level}% Confidence Interval: [{self.overall_conf_int[0]:.4f}, {self.overall_conf_int[1]:.4f}]",
+            ]
+        )
+
+        cv = self.coef_var
+        if np.isfinite(cv):
+            lines.append(f"{'CV (SE/|ATT|):':<25} {cv:>10.4f}")
+
+        lines.append("")
+
+        # EPV diagnostics block (if any cohort has low EPV)
+        if self.epv_diagnostics:
+            low_epv = {k: v for k, v in self.epv_diagnostics.items() if v.get("is_low")}
+            if low_epv:
+                n_affected = len(low_epv)
+                n_total = len(self.epv_diagnostics)
+                min_entry = min(low_epv.values(), key=lambda v: v["epv"])
+                min_g = min(low_epv.keys(), key=lambda k: low_epv[k]["epv"])
+                lines.extend(
+                    [
+                        "-" * 85,
+                        "Propensity Score Diagnostics".center(85),
+                        "-" * 85,
+                        f"WARNING: Low Events Per Variable (EPV) in "
+                        f"{n_affected} of {n_total} cohort-time cell(s).",
+                        f"Minimum EPV: {min_entry['epv']:.1f} "
+                        f"(cohort g={min_g[0]}). Threshold: {self.epv_threshold:.0f}.",
+                        "Consider: estimation_method='reg' or fewer covariates.",
+                        "Call results.epv_summary() for per-cohort details.",
+                        "-" * 85,
+                        "",
+                    ]
+                )
+
+        # Event study effects if available
+        if self.event_study_effects:
+            ci_label = "Simult. CI" if self.cband_crit_value is not None else "Pointwise CI"
+            lines.extend(
+                [
+                    "-" * 85,
+                    "Event Study (Dynamic) Effects".center(85),
+                    "-" * 85,
+                    f"{'Rel. Period':<15} {'Estimate':>12} {'Std. Err.':>12} {'t-stat':>10} {'P>|t|':>10} {'Sig.':>6}",
+                    "-" * 85,
+                ]
+            )
+
+            for rel_t in sorted(self.event_study_effects.keys()):
+                eff = self.event_study_effects[rel_t]
+                sig = _get_significance_stars(eff["p_value"])
+                lines.append(
+                    f"{rel_t:<15} {eff['effect']:>12.4f} {eff['se']:>12.4f} "
+                    f"{eff['t_stat']:>10.3f} {eff['p_value']:>10.4f} {sig:>6}"
+                )
+
+            lines.extend(["-" * 85])
+            if self.cband_crit_value is not None:
+                lines.append(
+                    f"{ci_label}: critical value = {self.cband_crit_value:.4f} "
+                    f"(sup-t bootstrap, {conf_level}% family-wise)"
+                )
+            lines.append("")
+
+        # Group effects if available
+        if self.group_effects:
+            lines.extend(
+                [
+                    "-" * 85,
+                    "Effects by Treatment Cohort".center(85),
+                    "-" * 85,
+                    f"{'Cohort':<15} {'Estimate':>12} {'Std. Err.':>12} {'t-stat':>10} {'P>|t|':>10} {'Sig.':>6}",
+                    "-" * 85,
+                ]
+            )
+
+            for group in sorted(self.group_effects.keys()):
+                eff = self.group_effects[group]
+                sig = _get_significance_stars(eff["p_value"])
+                lines.append(
+                    f"{group:<15} {eff['effect']:>12.4f} {eff['se']:>12.4f} "
+                    f"{eff['t_stat']:>10.3f} {eff['p_value']:>10.4f} {sig:>6}"
+                )
+
+            lines.extend(["-" * 85, ""])
+
+        lines.extend(
+            [
+                "Signif. codes: '***' 0.001, '**' 0.01, '*' 0.05, '.' 0.1",
+                "=" * 85,
+            ]
+        )
+
+        return "\n".join(lines)
+
+    def epv_summary(self, show_all: bool = False) -> pd.DataFrame:
+        """
+        Return per-cohort EPV diagnostics as a DataFrame.
+
+        Parameters
+        ----------
+        show_all : bool, default False
+            If False, only show cells with low EPV. If True, show all cells.
+
+        Returns
+        -------
+        pd.DataFrame
+            Columns: group, time, epv, n_events, n_params, is_low.
+        """
+        if not self.epv_diagnostics:
+            return pd.DataFrame(columns=["group", "time", "epv", "n_events", "n_params", "is_low"])
+        rows = []
+        for (g, t), diag in sorted(self.epv_diagnostics.items()):
+            if show_all or diag.get("is_low", False):
+                rows.append(
+                    {
+                        "group": g,
+                        "time": t,
+                        "epv": diag.get("epv"),
+                        "n_events": diag.get("n_events"),
+                        "n_params": diag.get("k"),
+                        "is_low": diag.get("is_low", False),
+                    }
+                )
+        cols = ["group", "time", "epv", "n_events", "n_params", "is_low"]
+        return pd.DataFrame(rows, columns=cols) if rows else pd.DataFrame(columns=cols)
+
+    def print_summary(self, alpha: Optional[float] = None) -> None:
+        """Print summary to stdout."""
+        print(self.summary(alpha))
+
+    def to_dataframe(self, level: str = "group_time") -> pd.DataFrame:
+        """
+        Convert results to DataFrame.
+
+        Parameters
+        ----------
+        level : str, default="group_time"
+            Level of aggregation: "group_time", "event_study", or "group".
+
+        Returns
+        -------
+        pd.DataFrame
+            Results as DataFrame.
+        """
+        if level == "group_time":
+            rows = []
+            for (g, t), data in self.group_time_effects.items():
+                row = {
+                    "group": g,
+                    "time": t,
+                    "effect": data["effect"],
+                    "se": data["se"],
+                    "t_stat": data["t_stat"],
+                    "p_value": data["p_value"],
+                    "conf_int_lower": data["conf_int"][0],
+                    "conf_int_upper": data["conf_int"][1],
+                }
+                if self.epv_diagnostics and (g, t) in self.epv_diagnostics:
+                    row["epv"] = self.epv_diagnostics[(g, t)].get("epv")
+                rows.append(row)
+            return pd.DataFrame(rows)
+
+        elif level == "event_study":
+            if self.event_study_effects is None:
+                raise ValueError("Event study effects not computed. Use aggregate='event_study'.")
+            rows = []
+            for rel_t, data in sorted(self.event_study_effects.items()):
+                cband_ci = data.get("cband_conf_int", (np.nan, np.nan))
+                rows.append(
+                    {
+                        "relative_period": rel_t,
+                        "effect": data["effect"],
+                        "se": data["se"],
+                        "t_stat": data["t_stat"],
+                        "p_value": data["p_value"],
+                        "conf_int_lower": data["conf_int"][0],
+                        "conf_int_upper": data["conf_int"][1],
+                        "cband_lower": cband_ci[0],
+                        "cband_upper": cband_ci[1],
+                    }
+                )
+            return pd.DataFrame(rows)
+
+        elif level == "group":
+            if self.group_effects is None:
+                raise ValueError("Group effects not computed. Use aggregate='group'.")
+            rows = []
+            for group, data in sorted(self.group_effects.items()):
+                rows.append(
+                    {
+                        "group": group,
+                        "effect": data["effect"],
+                        "se": data["se"],
+                        "t_stat": data["t_stat"],
+                        "p_value": data["p_value"],
+                        "conf_int_lower": data["conf_int"][0],
+                        "conf_int_upper": data["conf_int"][1],
+                    }
+                )
+            return pd.DataFrame(rows)
+
+        else:
+            raise ValueError(
+                f"Unknown level: {level}. Use 'group_time', 'event_study', or 'group'."
+            )
+
+    @property
+    def is_significant(self) -> bool:
+        """Check if overall ATT is significant."""
+        return bool(self.overall_p_value < self.alpha)
+
+    @property
+    def significance_stars(self) -> str:
+        """Significance stars for overall ATT."""
+        return _get_significance_stars(self.overall_p_value)