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performance note
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bernardodionisi authored Aug 30, 2023
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the ATTgt class implements the estimation procedures suggested by [Callaway and Sant'Anna (2021)
](https://www.sciencedirect.com/science/article/abs/pii/S0304407620303948), [Sant'Anna and Zhao
(2020)](https://www.sciencedirect.com/science/article/abs/pii/S0304407620301901) and the
multi-valued treatement case discussed in [Callaway, Goodman-Bacon & Sant'Anna (2021)](https://arxiv.org/abs/2107.02637)
multi-valued treatment case discussed in [Callaway, Goodman-Bacon & Sant'Anna (2021)](https://arxiv.org/abs/2107.02637)

```python
from differences import ATTgt, simulate_data
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*differences* ATTgt benefitted substantially from the original authors' R packages: Callaway & Sant'Anna's [did](https://github.com/bcallaway11/did) and Sant'Anna and
Zhao's [DRDID](https://github.com/pedrohcgs/DRDID)

> **_NOTE:_** Important note on permormance ! Currently, the ATTgt class allows users to pass string entity identifiers, as in the example with `df = simulate_data()` above, where the first index containing the entity identifiers is a string datatype. Note that the performance of the ATT computation (when calling `.fit()`) would improve greatly if you cast the entities to integers before initializing ATTgt. You can easily do that just by using pandas category codes.
### TWFE

```python
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