did-multiplegt-stat 0.1.0__tar.gz

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Files changed (33) hide show
  1. did_multiplegt_stat-0.1.0/.gitignore +38 -0
  2. did_multiplegt_stat-0.1.0/CHANGELOG.md +43 -0
  3. did_multiplegt_stat-0.1.0/CITATION.cff +53 -0
  4. did_multiplegt_stat-0.1.0/LICENSE +674 -0
  5. did_multiplegt_stat-0.1.0/PKG-INFO +180 -0
  6. did_multiplegt_stat-0.1.0/README.md +124 -0
  7. did_multiplegt_stat-0.1.0/docs/api/class.md +48 -0
  8. did_multiplegt_stat-0.1.0/docs/api/functional.md +50 -0
  9. did_multiplegt_stat-0.1.0/docs/api/plotting.md +21 -0
  10. did_multiplegt_stat-0.1.0/docs/changelog.md +1 -0
  11. did_multiplegt_stat-0.1.0/docs/examples.md +150 -0
  12. did_multiplegt_stat-0.1.0/docs/help.md +207 -0
  13. did_multiplegt_stat-0.1.0/docs/index.md +94 -0
  14. did_multiplegt_stat-0.1.0/docs/options.md +261 -0
  15. did_multiplegt_stat-0.1.0/docs/parity.md +147 -0
  16. did_multiplegt_stat-0.1.0/docs/stored_results.md +73 -0
  17. did_multiplegt_stat-0.1.0/docs/syntax.md +121 -0
  18. did_multiplegt_stat-0.1.0/pyproject.toml +138 -0
  19. did_multiplegt_stat-0.1.0/src/did_multiplegt_stat/__init__.py +68 -0
  20. did_multiplegt_stat-0.1.0/src/did_multiplegt_stat/core.py +3943 -0
  21. did_multiplegt_stat-0.1.0/src/did_multiplegt_stat/display.py +281 -0
  22. did_multiplegt_stat-0.1.0/src/did_multiplegt_stat/estimator.py +734 -0
  23. did_multiplegt_stat-0.1.0/src/did_multiplegt_stat/plotting.py +544 -0
  24. did_multiplegt_stat-0.1.0/src/did_multiplegt_stat/py.typed +0 -0
  25. did_multiplegt_stat-0.1.0/tests/conftest.py +46 -0
  26. did_multiplegt_stat-0.1.0/tests/data/cf_folds.csv +2017 -0
  27. did_multiplegt_stat-0.1.0/tests/data/gazoline_did_multiplegt_stat.dta +0 -0
  28. did_multiplegt_stat-0.1.0/tests/data/gentzkowetal_didtextbook.dta +0 -0
  29. did_multiplegt_stat-0.1.0/tests/stata_reference/stata_reference_results.csv +156 -0
  30. did_multiplegt_stat-0.1.0/tests/test_class_api.py +102 -0
  31. did_multiplegt_stat-0.1.0/tests/test_custom_models.py +87 -0
  32. did_multiplegt_stat-0.1.0/tests/test_smoke.py +59 -0
  33. did_multiplegt_stat-0.1.0/tests/test_vignette_parity.py +140 -0
did_multiplegt_stat-0.1.0/.gitignore ADDED
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+ # Python
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+ __pycache__/
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+ *.py[cod]
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+ *$py.class
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+ *.so
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+ .Python
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+ .pytest_cache/
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+ .mypy_cache/
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+ .ruff_cache/
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+ .coverage
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+ .coverage.*
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+ htmlcov/
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+ *.egg-info/
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+ build/
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+ dist/
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+ .tox/
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+ .eggs/
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+
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+ # Virtual environments
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+ .venv/
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+ venv/
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+ env/
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+
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+ # Jupyter
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+ .ipynb_checkpoints/
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+
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+ # OS / editor
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+ .DS_Store
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+ *.swp
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+ .idea/
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+ .vscode/
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+
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+ # Docs
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+ site/
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+
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+ # Local debug
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+ *.log
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+ logfile_*.log
did_multiplegt_stat-0.1.0/CHANGELOG.md ADDED
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+ # Changelog
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+
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+ All notable changes to this project will be documented in this file.
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+
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+ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
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+ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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+
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+ ## [Unreleased]
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+
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+ ## [0.1.0] - 2026-06-16
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+
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+ Initial public release.
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+
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+ ### Added
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+ - Functional API `did_multiplegt_stat(...)` mirroring the Stata ado-file syntax.
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+ - Scikit-learn style class `DIDMultiplegtStat` with `.fit() / .summary() / .plot() /
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+ .to_dataframe() / .get_coefficients() / .get_confidence_intervals() /
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+ .get_params() / .set_params()`.
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+ - AS (Average Slope), WAS (Weighted Average Slope), and IV-WAS estimators.
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+ - Estimation methods: regression adjustment (`ra`), propensity score (`ps`),
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+ doubly robust (`dr`).
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+ - Stata-faithful backend (`asinstata=True`) with from-scratch Newton-Raphson
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+ logit matching Stata's `logit, asis` defaults, plus a float32 sweep
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+ implementation of `_svd_wls` reproducing Stata's `reg` collinearity handling.
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+ - Scikit-learn default backend (`asinstata=False`) for faster modern numerics.
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+ - Pluggable custom nuisance models (`model_deltay=`, `model_stayer=`) accepting
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+ any sklearn-style `fit`/`predict`/`predict_proba` object.
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+ - Three IV regression backends: manual 2SLS (default), `linearmodels`, `econtools`.
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+ - Multi-period placebos via `placebo=N` (N > 0).
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+ - Bootstrap standard errors and TWFE comparison with `same_sample`/`full_sample`
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+ and percentile / normal CIs.
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+ - Cross-fitting (`cross_fitting=K`) with Stata-compatible MT19937-64 RNG, and
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+ external CSV fold-import via `cf_folds_file=` for exact ado-file parity.
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+ - Cluster-robust standard errors via `cluster=`.
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+ - By-group analysis: `by=[...]`, `by_fd=K`, `by_baseline=K`.
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+ - K-fold cross-validation for polynomial order selection via
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+ `cross_validation={...}`.
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+ - Trimming, no-extrapolation, exact matching, multiple control variables,
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+ other-treatments adjustment, on-placebo-sample option.
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+
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+ ### Documentation
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+ - mkdocs-material site with Stata help-file style reference, Python API
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+ reference, options matrix, examples, and Stata-to-Python parity guide.
did_multiplegt_stat-0.1.0/CITATION.cff ADDED
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+ cff-version: 1.2.0
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+ title: "did_multiplegt_stat (Python port)"
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+ message: "If you use this software in academic work, please cite the underlying paper."
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+ type: software
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+ license: GPL-3.0-or-later
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+ version: "0.1.0"
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+ date-released: "2026-06-16"
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+ url: "https://github.com/chaisemartin/did_multiplegt_stat"
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+ repository-code: "https://github.com/chaisemartin/did_multiplegt_stat"
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+ authors:
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+ - family-names: "de Chaisemartin"
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+ given-names: "Clément"
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+ affiliation: "Sciences Po, Economics Department"
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+ - family-names: "Ciccia"
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+ given-names: "Diego"
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+ affiliation: "Sciences Po"
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+ - family-names: "D'Haultfœuille"
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+ given-names: "Xavier"
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+ affiliation: "CREST-ENSAE"
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+ - family-names: "Knau"
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+ given-names: "Felix"
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+ affiliation: "Sciences Po"
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+ - family-names: "Pasquier"
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+ given-names: "Felix"
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+ affiliation: "CREST-ENSAE"
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+ - family-names: "Sow"
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+ given-names: "Doulo"
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+ affiliation: "Sciences Po"
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+ - family-names: "Vazquez-Bare"
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+ given-names: "Gonzalo"
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+ affiliation: "UCSB"
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+ - family-names: "Quispe"
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+ given-names: "Anzony"
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+ email: "anzony.quispe@gmail.com"
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+ preferred-citation:
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+ type: article
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+ title: "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period"
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+ year: 2024
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+ identifiers:
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+ - type: other
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+ value: "arXiv:2201.06898"
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+ description: "arXiv preprint"
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+ authors:
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+ - family-names: "de Chaisemartin"
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+ given-names: "Clément"
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+ - family-names: "D'Haultfœuille"
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+ given-names: "Xavier"
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+ - family-names: "Pasquier"
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+ given-names: "Felix"
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+ - family-names: "Sow"
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+ given-names: "Doulo"
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+ - family-names: "Vazquez-Bare"
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+ given-names: "Gonzalo"