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Description
At the moment we have a TODO comment which needs some attention
# This is the coefficient on the interaction term
# TODO: THIS IS NOT YET CORRECT ?????
self.causal_impact = (
self.y_pred_treatment[1] - self.y_pred_counterfactual[0]
)[0]
From memory, this is not wrong, but achieved the right effect in a different manner to the pymc flavour of difference in differences.
Either way, we need to double check and resolve.