A Python package implementing the synthetic nearest neighbors estimator for panel data causal inference.
Project description
synthnn
A Python package for panel data causal inference implementing synthetic nearest neighbors (SNN), a causal model for matrix completion that imputes treated units’ counterfactual outcomes from weighted nearest neighbors in a low-rank subspace learned from pre-treatment data..
Features
- Flexible Panel Data Support — Works with both simultaneous and staggered treatment adoption.
- Multiple Inference Methods — Jackknife, bootstrap, and Fisher-style placebo tests for uncertainty quantification.
- Built-in Visualization — Gap plots and observed vs. counterfactual comparisons.
- Customizable Imputation — Fully configurable parameters to match your data’s characteristics.
Installation
pip install synthnn
Quick Start
import pandas as pd
from synthnn import SNN
# Load your panel data
df = pd.read_csv("your_panel_data.csv")
# Initialize and fit the SNN model
model = SNN(
unit_col="Unit",
time_col="Time",
outcome_col="Y",
treat_col="W",
variance_type="bootstrap",
resamples=500,
alpha=0.05
)
model.fit(df)
model.summary()
# Visualize results
model.plot("gap") # Average treatment effect on the treated (ATT) over time
model.plot("counterfactual") # Observed vs. counterfactual
Full Example — Replicating Abadie et al. (2010)
This example reproduces the well-known California tobacco control study.
Data: prop99.csv in the demos folder.
import pandas as pd
from synthnn import SNN
# 1. Load the data from Abadie et al. (2010)
df0 = pd.read_csv("prop99.csv", low_memory=False)
df = (
df0
.query("TopicDesc == 'The Tax Burden on Tobacco' "
"and SubMeasureDesc == 'Cigarette Consumption (Pack Sales Per Capita)'")
.loc[:, ["LocationDesc", "Year", "Data_Value"]]
.rename(columns={
"LocationDesc": "Unit",
"Year": "Time",
"Data_Value": "Y"
})
)
# Drop territories & aggregate rows (keep 50 states + DC)
bad_units = ["District of Columbia", "United States", "Guam",
"Puerto Rico", "American Samoa", "Virgin Islands"]
df = df[~df["Unit"].isin(bad_units)]
# 2. Define the treatment indicator
df["W"] = ((df["Unit"] == "California") & (df["Time"] >= 1989)).astype(int)
# 3. Fit Synthetic-Nearest-Neighbors
model = SNN(
unit_col="Unit",
time_col="Time",
outcome_col="Y",
treat_col="W",
variance_type="bootstrap",
resamples=100,
alpha=0.05
)
model.fit(df)
# 4. Inspect results
model.summary()
# 5. Plot the gap between treated and counterfactual
model.plot(
title="SNN replication of Abadie et al. (2010)",
xlabel="Event Time (0 = 1989)",
ylabel="ATT (packs per-capita)"
).write_image("gap.png")
# 6. Plot observed vs counterfactual paths
model.plot(
plot_type="counterfactual",
title="Observed vs Synthetic California",
xlabel="Event Time (0 = 1989)",
ylabel="Cigarette Consumption (packs per-capita)"
).write_image("counterfactual.png")
# 7. Same as before but with calendar time on the x-axis, only post-treatment periods, and custom colors
model.plot(
plot_type="counterfactual",
calendar_time=True,
xrange=(1989, 2014),
title="Observed vs Synthetic California: Post-Treatment Periods",
xlabel="Year",
ylabel="Cigarette Consumption (packs per-capita)",
counterfactual_color="#406B34", # green
observed_color="#ff7f0e" # orange
).write_image("graphics.png")
# 8. Inference using the placebo test (only works if there is exactly one treated unit)
model_pc = SNN(unit_col="Unit", time_col="Time", outcome_col="Y", treat_col="W",
variance_type="placebo", alpha=0.05)
model_pc.fit(df)
model_pc.summary()
# 9. Plot the results, displaying the paths of the placebo treated units against the actual treated unit
model_pc.plot(show_placebos=True,
title="Placebo Test for Inference",
xlabel="Event Time (0 = 1989)",
ylabel="ATT (packs per capita)").write_image("placebo.png")
Click to expand output
============================================================
SNN Estimation Results
============================================================
--- Overall ATT ---
estimate method se p_value ci_lower ci_upper
-28.25 bootstrap 2.032 0 -32.07 -24.03
--- ATT by Event Time (Post-Treatment) ---
event_time att N_units se p_value ci_lower ci_upper method
0 -14.2 1 1.651 0 -17.06 -11.28 bootstrap
1 -15.15 1 2.077 3.015e-13 -18.75 -11.43 bootstrap
2 -22.02 1 2.089 0 -26.16 -18.22 bootstrap
3 -22.12 1 2.184 0 -26.15 -18.05 bootstrap
4 -25.27 1 1.959 0 -28.55 -21.33 bootstrap
5 -29.18 1 2.129 0 -32.97 -25 bootstrap
6 -31.54 1 2.052 0 -35.08 -27.1 bootstrap
7 -31.75 1 2.054 0 -35.6 -27.29 bootstrap
8 -32.37 1 2.207 0 -36.2 -28.41 bootstrap
9 -32.8 1 2.035 0 -36.08 -28.68 bootstrap
10 -35.09 1 2.144 0 -38.64 -31.03 bootstrap
11 -35.74 1 2.196 0 -39.74 -31.06 bootstrap
12 -36.65 1 2.301 0 -41.26 -31.28 bootstrap
13 -37.07 1 2.291 0 -41.5 -31.68 bootstrap
14 -37.75 1 3.217 0 -44.07 -31.11 bootstrap
15 -34.89 1 3.052 0 -40.54 -27.46 bootstrap
16 -33.71 1 3.303 0 -39.55 -26.32 bootstrap
17 -31.7 1 3.097 0 -37.31 -25.12 bootstrap
18 -30.94 1 3.264 0 -36.9 -23.89 bootstrap
19 -27.91 1 2.687 0 -32.99 -22.78 bootstrap
20 -26.63 1 2.583 0 -31.33 -21.51 bootstrap
21 -23.79 1 2.254 0 -27.74 -19.66 bootstrap
22 -22.49 1 2.131 0 -26.36 -18.57 bootstrap
23 -21.83 1 2.042 0 -25.58 -18.39 bootstrap
24 -21.35 1 2.044 0 -24.94 -17.73 bootstrap
25 -20.63 1 1.895 0 -24.19 -17.52 bootstrap
============================================================
============================================================
SNN Estimation Results
============================================================
--- Overall ATT ---
estimate placebo_p placebo_rank
-28.25 0.08 4
Placebo Fisher p-value: 0.08 (rank 4/50)
--- ATT by Event Time (Post-Treatment) ---
event_time att N_units placebo_p
0 -14.2 1 0.2
1 -15.15 1 0.22
2 -22.02 1 0.12
3 -22.12 1 0.12
4 -25.27 1 0.08
5 -29.18 1 0.06
6 -31.54 1 0.06
7 -31.75 1 0.06
8 -32.37 1 0.06
9 -32.8 1 0.04
10 -35.09 1 0.04
11 -35.74 1 0.04
12 -36.65 1 0.04
13 -37.07 1 0.06
14 -37.75 1 0.1
15 -34.89 1 0.12
16 -33.71 1 0.1
17 -31.7 1 0.14
18 -30.94 1 0.14
19 -27.91 1 0.14
20 -26.63 1 0.2
21 -23.79 1 0.2
22 -22.49 1 0.18
23 -21.83 1 0.18
24 -21.35 1 0.16
25 -20.63 1 0.12
============================================================
Plots
Parameters
General
-
unit_col, time_col, outcome_col, treat_col (str) — Column names for unit ID, time, outcome, and treatment indicator.
-
variance_type (str) — Inference method:
"jackknife"— Leave-one-unit-out resampling"bootstrap"(default) — Block bootstrap on units"placebo"— Fisher randomization test (only when exactly one treated unit)
-
resamples (int) — Bootstrap resamples (default: 500)
-
alpha (float) — Significance level for confidence intervals (default: 0.05)
-
snn_params (dict) — Parameters for the
SyntheticNearestNeighborsimputer.
SNN Parameters (snn_params)
- n_neighbors (int) — Number of nearest neighbors (default: 1)
- weights (str) —
'uniform'or'distance' - random_splits (bool) — Use random splits in the algorithm
- max_rank (int) — Maximum rank for low-rank approximation
- spectral_t, linear_span_eps, subspace_eps (float) — Algorithm thresholds (default: 0.1)
- min_value, max_value (float) — Bounds for imputed values
- verbose (bool) — Print progress.
Plot Parameters
- plot_type —
"gap"or"counterfactual" - calendar_time (bool) — Use calendar time (for simultaneous adoption only)
- xrange (tuple) —
(min, max)for x-axis - title, xlabel, ylabel (str) — Labels
- figsize (tuple) —
(width, height) - color, observed_color, counterfactual_color, placebo_color (str) — Plot colors
- placebo_opacity (float) — Opacity for placebo lines (default: 0.25)
Output Attributes
After fitting, the model exposes:
- overall_att_ — Overall ATT with inference statistics
- att_by_event_time_ — ATT series by event time
- att_by_time_ — ATT series by calendar time
- individual_effects_ — Unit-level effects
- counterfactual_event_df_ — Observed vs. counterfactual (event time)
- counterfactual_df_ — Observed vs. counterfactual (calendar time)
Requirements
pandas,numpy,scipy,plotly,scikit-learn
Acknowledgments
The implementation in this package adapts and builds upon the code from the syntheticNN repository by Dennis Shen.
License
This project is licensed under the MIT License - see the LICENSE file for details.
Citation
If you use this package in your research, you can cite it as below.
@software{synthnn,
author = {Lipkovitz, Rivka},
month = jun,
title = {{synthnn: a Python package for estimating treatment effects using Synthetic Nearest Neighbors}},
url = {[https://github.com/rivkalipko/synthnn](https://github.com/rivkalipko/synthnn)},
year = {2025}
}
Please also consider citing the authors of the original paper:
Agarwal, A., Dahleh, M., Shah, D., & Shen, D. (2023, July). Causal matrix completion. In The thirty sixth annual conference on learning theory (pp. 3821-3826). PMLR.
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