Struct DmlData 

pub struct DmlData { /* private fields */ }

Data for a DML model.

• y: outcome, length n
• d: one or more treatments, shape (n, k) (continuous or 0/1)
• x: covariates / confounders, shape (n, p)
• z: optional instrument, length n (for Pliv and, binary, Iivm)
• t: optional 0/1 time-period indicator (for repeated cross-sections, DidCs)

With several treatments each one is estimated in turn, and the other treatments are added to the covariates (as in DoubleML).

Implementations

impl DmlData

pub fn new(y: Array1<f64>, d: Array1<f64>, x: Array2<f64>) -> Result<Self>

Single treatment.

pub fn with_treatments( y: Array1<f64>, d: Array2<f64>, x: Array2<f64>, ) -> Result<Self>

Several treatments, one per column of d.

pub fn with_instrument(self, z: Array1<f64>) -> Result<Self>

Attach an instrument z (required by Pliv).

pub fn with_time_indicator(self, t: Array1<f64>) -> Result<Self>

Attach a 0/1 time-period indicator (post-period = 1), required by DidCs for repeated cross-sections.

pub fn with_clusters(self, cluster: Array1<i64>) -> Result<Self>

Cluster the observations (e.g. by firm or school): sample splitting then keeps clusters together and standard errors are cluster-robust.

pub fn with_two_way_clusters( self, first: Array1<i64>, second: Array1<i64>, ) -> Result<Self>

Two-way clustering (e.g. by firm and by year).

pub fn clusters(&self) -> Option<&[Array1<i64>]>

The cluster variables (one or two), if any.

pub fn without_covariates(&self, drop: &[usize]) -> Result<Self>

The same data without the covariate columns drop (for sensitivity benchmarks).

pub fn with_treatment_names<S: Into<String>>( self, names: impl IntoIterator<Item = S>, ) -> Result<Self>

Names shown in summaries (default d, or d0, d1, …).

pub fn n_obs(&self) -> usize

pub fn n_features(&self) -> usize

pub fn n_treat(&self) -> usize

pub fn y(&self) -> ArrayView1<'_, f64>

pub fn d(&self) -> ArrayView2<'_, f64>

All treatments, shape (n, k).

pub fn treatment(&self, j: usize) -> ArrayView1<'_, f64>

Treatment j.

pub fn x(&self) -> ArrayView2<'_, f64>

pub fn z(&self) -> Option<ArrayView1<'_, f64>>

pub fn time(&self) -> Option<ArrayView1<'_, f64>>

The 0/1 time-period indicator, if attached.

pub fn treatment_names(&self) -> &[String]

pub fn covariates_for(&self, j: usize) -> Cow<'_, Array2<f64>>

Covariates used when estimating the effect of treatment j: x plus the other treatment columns. Borrowed when there is only one treatment.

(Cow = “clone on write”: either a borrowed view or an owned matrix.)

pub fn is_binary_treatment(&self, j: usize) -> bool

True when every value of treatment j is exactly 0 or 1.

Trait Implementations

impl Clone for DmlData

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DmlData

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.