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Simultaneous CI option for iplot, coefplot #587

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merged 13 commits into from
Aug 24, 2024
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@s3alfisc s3alfisc commented Aug 24, 2024

  1. Adds a joint method to plot simultaneous CIs via the iplot() and coefplot() functions & methods (only for single methods).
  2. Renames the CI columns in confint() output to per cent, i.e. "0.025" becomes "2.5" (to standardize with the output of tidy).
  3. Updates the did vignette.
  4. Lots of linting from past PRs + etable now returns None at the end to accommodate mypy.
  5. Working for mlp and lets_plot versions.

Relates to #586, fyi @apoorvalal

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@s3alfisc s3alfisc changed the title Tidy joint confint Simultaneous CI option for iplot, coefplot Aug 24, 2024
@s3alfisc s3alfisc requested a review from apoorvalal August 24, 2024 14:26
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apoorvalal commented Aug 24, 2024

Very nice! I was thinking about contributing this too.
I computed coverage rates and find that only the joint method has nominal coverage here. Worth adding to the vignette as motivation for joint intervals?

https://gist.github.com/apoorvalal/8a7687d3620577fd5214f1d43fc740b3

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Yes, this would be very cool to have in a vignette! Would you add it to the did/event study notebook or should we add a dedicated notebook on simultaneous inference correction where we show you simulation + also illustrate the rwolf & bonfetroni functions?

@s3alfisc s3alfisc merged commit 9b0554b into master Aug 24, 2024
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@s3alfisc s3alfisc deleted the tidy-joint-confint branch August 24, 2024 18:25
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