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Matrix Completion with Nuclear Norm Minimization

The Matrix Completion with Nuclear Norm Minimization estimator was proposed by Athey et al. (2021, JASSA)[1].

Implementation in SynthControl

!!! Note

The implementation is adapted from that in the R package [`fect`](https://github.com/xuyiqing/fect/) and should currently be seen as experimental.
  • 1Susan Athey, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens & Khashyar Khosravi (2021): Matrix Completion Methods for Causal Panel Data Models, Journal of the American Statistical Association, Vol. 116