scpi
Generate prediction intervals for synthetic control estimates, quantifying uncertainty in causal effects and supporting placebo-based inference.
Instructions
Prediction intervals for synthetic control methods. Cost: Prediction intervals come from a simulation step on top of the point fit, so runtime is dominated by the number of simulations rather than n. cores= parallelises it. Assumptions: A convex (or regularized) combination of donor units reproduces the treated unit's pre-treatment outcome path; No interference: the treatment does not affect the donor units (SUTVA); No anticipation before the treatment date. Pre-conditions: Panel of one or more treated units plus an untreated donor pool, observed over time; Pre-treatment window long enough to fit donor weights (rule of thumb: more pre-periods than donors used); Outcome observed for every unit in every period. Failure modes: Large pre-treatment RMSPE -- the synthetic unit fails to track the treated unit before treatment -> Add donors / predictors, lengthen the pre-period, or use a bias-corrected estimator (sdid, augsynth); Placebo / permutation inference shows the estimate is not extreme relative to donors -> Report the placebo distribution honestly; the effect may not be distinguishable from noise. Alternatives: sp.sdid, sp.augsynth, sp.gsynth, sp.callaway_santanna. Typical minimu...
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| seed | No | Random seed for reproducibility in subsampling. | |
| time | Yes | Time period column name. | |
| unit | Yes | Unit identifier column name. | |
| alpha | No | Significance level for prediction intervals. | |
| cores | No | Number of cores (reserved for future parallel subsampling). | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| outcome | Yes | Outcome variable column name. | |
| pi_type | No | Which prediction interval components to include: - ``'in_sample'`` : only in-sample (weight estimation) uncertainty - ``'out_of_sample'``: only out-of-sample (prediction) uncertainty - ``'both'`` : simultaneous interval combining both sources | both |
| e_method | No | Method for estimating out-of-sample uncertainty: - ``'gaussian'`` : sub-Gaussian bound using residual variance - ``'ls'`` : location-scale model (allows heteroskedasticity) - ``'qreg'`` : quantile regression (nonparametric) | gaussian |
| w_constr | No | Weight constraint for SCM estimation: - ``'simplex'`` : w >= 0, sum(w) = 1 - ``'lasso'`` : L1-penalised - ``'ridge'`` : L2-penalised - ``'ols'`` : ordinary least squares (unconstrained) - ``'ls'`` : least squares (same as 'ols') | simplex |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| lasso_lambda | No | L1 penalty (used when ``w_constr='lasso'``). | |
| ridge_lambda | No | L2 penalty (used when ``w_constr='ridge'``). | |
| treated_unit | Yes | Identifier of the treated unit. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. | |
| treatment_time | Yes | First treatment period. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||