From c56403687cc7a35021c6273a62d404a9441d260f Mon Sep 17 00:00:00 2001 From: Bernardo Dionisi <60005455+bernardodionisi@users.noreply.github.com> Date: Wed, 30 Aug 2023 15:07:07 -0400 Subject: [PATCH] Update README.md performance note --- README.md | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index b4cffd9..86e0cba 100644 --- a/README.md +++ b/README.md @@ -31,7 +31,7 @@ requires Python >= 3.8 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 @@ -48,6 +48,8 @@ att_gt.aggregate('event') *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