diff-diff 2.0.4__cp312-cp312-macosx_11_0_arm64.whl

diff_diff/pretrends.py

@@ -0,0 +1,1067 @@
+"""
+Pre-trends power analysis for difference-in-differences designs.
+
+This module implements the power analysis framework from Roth (2022) for assessing
+the informativeness of pre-trends tests. It answers the question: "If my pre-trends
+test passed, what violations would I have been able to detect?"
+
+Key concepts:
+- **Minimum Detectable Violation (MDV)**: The smallest pre-trends violation that
+  would be detected with given power (e.g., 80%).
+- **Power of Pre-Trends Test**: Probability of rejecting parallel trends given
+  a specific violation pattern.
+- **Relationship to HonestDiD**: If MDV is large relative to your estimated effect,
+  a passing pre-trends test provides limited reassurance.
+
+References
+----------
+Roth, J. (2022). Pretest with Caution: Event-Study Estimates after Testing for
+    Parallel Trends. American Economic Review: Insights, 4(3), 305-322.
+    https://doi.org/10.1257/aeri.20210236
+
+See Also
+--------
+https://github.com/jonathandroth/pretrends - R package implementation
+diff_diff.honest_did - Sensitivity analysis for parallel trends violations
+"""
+
+from dataclasses import dataclass, field
+from typing import Any, Dict, List, Literal, Optional, Tuple, Union
+
+import numpy as np
+import pandas as pd
+from scipy import stats, optimize
+
+from diff_diff.results import MultiPeriodDiDResults
+
+
+# =============================================================================
+# Results Classes
+# =============================================================================
+
+
+@dataclass
+class PreTrendsPowerResults:
+    """
+    Results from pre-trends power analysis.
+
+    Attributes
+    ----------
+    power : float
+        Power to detect the specified violation pattern at given alpha.
+    mdv : float
+        Minimum detectable violation (smallest M detectable at target power).
+    violation_magnitude : float
+        The magnitude of violation tested (M parameter).
+    violation_type : str
+        Type of violation pattern ('linear', 'constant', 'last_period', 'custom').
+    alpha : float
+        Significance level for the pre-trends test.
+    target_power : float
+        Target power level used for MDV calculation.
+    n_pre_periods : int
+        Number of pre-treatment periods in the event study.
+    test_statistic : float
+        Expected test statistic under the specified violation.
+    critical_value : float
+        Critical value for the pre-trends test.
+    noncentrality : float
+        Non-centrality parameter under the alternative hypothesis.
+    pre_period_effects : np.ndarray
+        Estimated pre-period effects from the event study.
+    pre_period_ses : np.ndarray
+        Standard errors of pre-period effects.
+    vcov : np.ndarray
+        Variance-covariance matrix of pre-period effects.
+    """
+
+    power: float
+    mdv: float
+    violation_magnitude: float
+    violation_type: str
+    alpha: float
+    target_power: float
+    n_pre_periods: int
+    test_statistic: float
+    critical_value: float
+    noncentrality: float
+    pre_period_effects: np.ndarray = field(repr=False)
+    pre_period_ses: np.ndarray = field(repr=False)
+    vcov: np.ndarray = field(repr=False)
+    original_results: Optional[Any] = field(default=None, repr=False)
+
+    def __repr__(self) -> str:
+        return (
+            f"PreTrendsPowerResults(power={self.power:.3f}, "
+            f"mdv={self.mdv:.4f}, M={self.violation_magnitude:.4f})"
+        )
+
+    @property
+    def is_informative(self) -> bool:
+        """
+        Check if the pre-trends test is informative.
+
+        A pre-trends test is considered informative if the MDV is reasonably
+        small relative to typical effect sizes. This is a heuristic check;
+        see the summary for interpretation guidance.
+        """
+        # Heuristic: MDV < 2x the max observed pre-period SE
+        max_se = np.max(self.pre_period_ses) if len(self.pre_period_ses) > 0 else 1.0
+        return bool(self.mdv < 2 * max_se)
+
+    @property
+    def power_adequate(self) -> bool:
+        """Check if power meets the target threshold."""
+        return bool(self.power >= self.target_power)
+
+    def summary(self) -> str:
+        """
+        Generate formatted summary of pre-trends power analysis.
+
+        Returns
+        -------
+        str
+            Formatted summary.
+        """
+        lines = [
+            "=" * 70,
+            "Pre-Trends Power Analysis Results".center(70),
+            "(Roth 2022)".center(70),
+            "=" * 70,
+            "",
+            f"{'Number of pre-periods:':<35} {self.n_pre_periods}",
+            f"{'Significance level (alpha):':<35} {self.alpha:.3f}",
+            f"{'Target power:':<35} {self.target_power:.1%}",
+            f"{'Violation type:':<35} {self.violation_type}",
+            "",
+            "-" * 70,
+            "Power Analysis".center(70),
+            "-" * 70,
+            f"{'Violation magnitude (M):':<35} {self.violation_magnitude:.4f}",
+            f"{'Power to detect this violation:':<35} {self.power:.1%}",
+            f"{'Minimum detectable violation:':<35} {self.mdv:.4f}",
+            "",
+            f"{'Test statistic (expected):':<35} {self.test_statistic:.4f}",
+            f"{'Critical value:':<35} {self.critical_value:.4f}",
+            f"{'Non-centrality parameter:':<35} {self.noncentrality:.4f}",
+            "",
+            "-" * 70,
+            "Interpretation".center(70),
+            "-" * 70,
+        ]
+
+        if self.power_adequate:
+            lines.append(
+                f"✓ Power ({self.power:.0%}) meets target ({self.target_power:.0%})."
+            )
+            lines.append(
+                f"  The pre-trends test would detect violations of magnitude {self.violation_magnitude:.3f}."
+            )
+        else:
+            lines.append(
+                f"✗ Power ({self.power:.0%}) below target ({self.target_power:.0%})."
+            )
+            lines.append(
+                f"  Would need violations of {self.mdv:.3f} to achieve {self.target_power:.0%} power."
+            )
+
+        lines.append("")
+        lines.append(
+            f"Minimum detectable violation (MDV): {self.mdv:.4f}"
+        )
+        lines.append(
+            "  → Passing pre-trends test does NOT rule out violations up to this size."
+        )
+
+        lines.extend(["", "=" * 70])
+
+        return "\n".join(lines)
+
+    def print_summary(self) -> None:
+        """Print summary to stdout."""
+        print(self.summary())
+
+    def to_dict(self) -> Dict[str, Any]:
+        """Convert results to dictionary."""
+        return {
+            "power": self.power,
+            "mdv": self.mdv,
+            "violation_magnitude": self.violation_magnitude,
+            "violation_type": self.violation_type,
+            "alpha": self.alpha,
+            "target_power": self.target_power,
+            "n_pre_periods": self.n_pre_periods,
+            "test_statistic": self.test_statistic,
+            "critical_value": self.critical_value,
+            "noncentrality": self.noncentrality,
+            "is_informative": self.is_informative,
+            "power_adequate": self.power_adequate,
+        }
+
+    def to_dataframe(self) -> pd.DataFrame:
+        """Convert results to DataFrame."""
+        return pd.DataFrame([self.to_dict()])
+
+
+@dataclass
+class PreTrendsPowerCurve:
+    """
+    Power curve across violation magnitudes.
+
+    Attributes
+    ----------
+    M_values : np.ndarray
+        Grid of violation magnitudes tested.
+    powers : np.ndarray
+        Power at each violation magnitude.
+    mdv : float
+        Minimum detectable violation.
+    alpha : float
+        Significance level.
+    target_power : float
+        Target power level.
+    violation_type : str
+        Type of violation pattern.
+    """
+
+    M_values: np.ndarray
+    powers: np.ndarray
+    mdv: float
+    alpha: float
+    target_power: float
+    violation_type: str
+
+    def __repr__(self) -> str:
+        return (
+            f"PreTrendsPowerCurve(n_points={len(self.M_values)}, "
+            f"mdv={self.mdv:.4f})"
+        )
+
+    def to_dataframe(self) -> pd.DataFrame:
+        """Convert to DataFrame with M and power columns."""
+        return pd.DataFrame({
+            "M": self.M_values,
+            "power": self.powers,
+        })
+
+    def plot(self, ax=None, show_mdv: bool = True, show_target: bool = True,
+             color: str = "#2563eb", mdv_color: str = "#dc2626",
+             target_color: str = "#22c55e", **kwargs):
+        """
+        Plot the power curve.
+
+        Parameters
+        ----------
+        ax : matplotlib.axes.Axes, optional
+            Axes to plot on. If None, creates new figure.
+        show_mdv : bool, default=True
+            Whether to show vertical line at MDV.
+        show_target : bool, default=True
+            Whether to show horizontal line at target power.
+        color : str
+            Color for power curve line.
+        mdv_color : str
+            Color for MDV vertical line.
+        target_color : str
+            Color for target power horizontal line.
+        **kwargs
+            Additional arguments passed to plt.plot().
+
+        Returns
+        -------
+        ax : matplotlib.axes.Axes
+            The axes with the plot.
+        """
+        try:
+            import matplotlib.pyplot as plt
+        except ImportError:
+            raise ImportError("matplotlib is required for plotting")
+
+        if ax is None:
+            fig, ax = plt.subplots(figsize=(10, 6))
+
+        # Plot power curve
+        ax.plot(self.M_values, self.powers, color=color, linewidth=2,
+                label="Power", **kwargs)
+
+        # Target power line
+        if show_target:
+            ax.axhline(y=self.target_power, color=target_color, linestyle="--",
+                       linewidth=1.5, alpha=0.7,
+                       label=f"Target power ({self.target_power:.0%})")
+
+        # MDV line
+        if show_mdv and self.mdv is not None and np.isfinite(self.mdv):
+            ax.axvline(x=self.mdv, color=mdv_color, linestyle=":",
+                       linewidth=1.5, alpha=0.7,
+                       label=f"MDV = {self.mdv:.3f}")
+
+        ax.set_xlabel("Violation Magnitude (M)")
+        ax.set_ylabel("Power")
+        ax.set_title("Pre-Trends Test Power Curve")
+        ax.set_ylim(0, 1.05)
+        ax.yaxis.set_major_formatter(plt.FuncFormatter(lambda y, _: f'{y:.0%}'))
+        ax.legend(loc="lower right")
+        ax.grid(True, alpha=0.3)
+
+        return ax
+
+
+# =============================================================================
+# Main Class
+# =============================================================================
+
+
+class PreTrendsPower:
+    """
+    Pre-trends power analysis (Roth 2022).
+
+    Computes the power of pre-trends tests to detect violations of parallel
+    trends, and the minimum detectable violation (MDV).
+
+    Parameters
+    ----------
+    alpha : float, default=0.05
+        Significance level for the pre-trends test.
+    power : float, default=0.80
+        Target power level for MDV calculation.
+    violation_type : str, default='linear'
+        Type of violation pattern to consider:
+        - 'linear': Violations follow a linear trend (most common)
+        - 'constant': Same violation in all pre-periods
+        - 'last_period': Violation only in the last pre-period
+        - 'custom': User-specified violation pattern (via violation_weights)
+    violation_weights : array-like, optional
+        Custom weights for violation pattern. Length must equal number of
+        pre-periods. Only used when violation_type='custom'.
+
+    Examples
+    --------
+    Basic usage with MultiPeriodDiD results:
+
+    >>> from diff_diff import MultiPeriodDiD
+    >>> from diff_diff.pretrends import PreTrendsPower
+    >>>
+    >>> # Fit event study
+    >>> mp_did = MultiPeriodDiD()
+    >>> results = mp_did.fit(data, outcome='y', treatment='treated',
+    ...                      time='period', post_periods=[4, 5, 6, 7])
+    >>>
+    >>> # Analyze pre-trends power
+    >>> pt = PreTrendsPower(alpha=0.05, power=0.80)
+    >>> power_results = pt.fit(results)
+    >>> print(power_results.summary())
+    >>>
+    >>> # Get power curve
+    >>> curve = pt.power_curve(results)
+    >>> curve.plot()
+
+    Notes
+    -----
+    The pre-trends test is typically a joint test that all pre-period
+    coefficients are zero. This test has limited power to detect small
+    violations, especially when:
+
+    1. There are few pre-periods
+    2. Standard errors are large
+    3. The violation pattern is smooth (e.g., linear trend)
+
+    Passing a pre-trends test does NOT mean parallel trends holds. It means
+    violations smaller than the MDV cannot be ruled out. For robust inference,
+    combine with HonestDiD sensitivity analysis.
+
+    References
+    ----------
+    Roth, J. (2022). Pretest with Caution: Event-Study Estimates after Testing
+        for Parallel Trends. American Economic Review: Insights, 4(3), 305-322.
+    """
+
+    def __init__(
+        self,
+        alpha: float = 0.05,
+        power: float = 0.80,
+        violation_type: Literal["linear", "constant", "last_period", "custom"] = "linear",
+        violation_weights: Optional[np.ndarray] = None,
+    ):
+        if not 0 < alpha < 1:
+            raise ValueError(f"alpha must be between 0 and 1, got {alpha}")
+        if not 0 < power < 1:
+            raise ValueError(f"power must be between 0 and 1, got {power}")
+        if violation_type not in ["linear", "constant", "last_period", "custom"]:
+            raise ValueError(
+                f"violation_type must be 'linear', 'constant', 'last_period', or 'custom', "
+                f"got '{violation_type}'"
+            )
+        if violation_type == "custom" and violation_weights is None:
+            raise ValueError(
+                "violation_weights must be provided when violation_type='custom'"
+            )
+
+        self.alpha = alpha
+        self.target_power = power
+        self.violation_type = violation_type
+        self.violation_weights = (
+            np.asarray(violation_weights) if violation_weights is not None else None
+        )
+
+    def get_params(self) -> Dict[str, Any]:
+        """Get parameters for this estimator."""
+        return {
+            "alpha": self.alpha,
+            "power": self.target_power,
+            "violation_type": self.violation_type,
+            "violation_weights": self.violation_weights,
+        }
+
+    def set_params(self, **params) -> "PreTrendsPower":
+        """Set parameters for this estimator."""
+        for key, value in params.items():
+            if key == "power":
+                self.target_power = value
+            elif hasattr(self, key):
+                setattr(self, key, value)
+            else:
+                raise ValueError(f"Invalid parameter: {key}")
+        return self
+
+    def _get_violation_weights(self, n_pre: int) -> np.ndarray:
+        """
+        Get violation weights based on violation type.
+
+        Parameters
+        ----------
+        n_pre : int
+            Number of pre-treatment periods.
+
+        Returns
+        -------
+        np.ndarray
+            Violation weights, normalized to have L2 norm of 1.
+        """
+        if self.violation_type == "custom":
+            if len(self.violation_weights) != n_pre:
+                raise ValueError(
+                    f"violation_weights has length {len(self.violation_weights)}, "
+                    f"but there are {n_pre} pre-periods"
+                )
+            weights = self.violation_weights.copy()
+        elif self.violation_type == "linear":
+            # Linear trend: weights = [-n+1, -n+2, ..., -1, 0] for periods ending at -1
+            # Normalized so that violation at period -1 = 0 and grows linearly backward
+            weights = np.arange(-n_pre + 1, 1, dtype=float)
+            # Shift so that weights are positive and represent deviation from PT
+            weights = -weights  # Now [n-1, n-2, ..., 1, 0]
+        elif self.violation_type == "constant":
+            # Same violation in all periods
+            weights = np.ones(n_pre)
+        elif self.violation_type == "last_period":
+            # Violation only in last pre-period (period -1)
+            weights = np.zeros(n_pre)
+            weights[-1] = 1.0
+        else:
+            raise ValueError(f"Unknown violation_type: {self.violation_type}")
+
+        # Normalize to unit norm (if not all zeros)
+        norm = np.linalg.norm(weights)
+        if norm > 0:
+            weights = weights / norm
+
+        return weights
+
+    def _extract_pre_period_params(
+        self,
+        results: Union[MultiPeriodDiDResults, Any],
+    ) -> Tuple[np.ndarray, np.ndarray, np.ndarray, int]:
+        """
+        Extract pre-period parameters from results.
+
+        Returns
+        -------
+        effects : np.ndarray
+            Pre-period effect estimates.
+        ses : np.ndarray
+            Pre-period standard errors.
+        vcov : np.ndarray
+            Variance-covariance matrix for pre-period effects.
+        n_pre : int
+            Number of pre-periods.
+        """
+        if isinstance(results, MultiPeriodDiDResults):
+            # Get pre-period information
+            all_pre_periods = results.pre_periods
+
+            if len(all_pre_periods) == 0:
+                raise ValueError(
+                    "No pre-treatment periods found in results. "
+                    "Pre-trends power analysis requires pre-period coefficients."
+                )
+
+            # Only include periods with actual estimated coefficients
+            # (excludes the reference period which is omitted from estimation)
+            if hasattr(results, 'coefficients') and results.coefficients:
+                # Find which pre-periods have estimated coefficients
+                estimated_pre_periods = [
+                    p for p in all_pre_periods
+                    if f"treated:period_{p}" in results.coefficients
+                ]
+
+                if len(estimated_pre_periods) == 0:
+                    raise ValueError(
+                        "No estimated pre-period coefficients found. "
+                        "The pre-trends test requires at least one estimated "
+                        "pre-period coefficient (excluding the reference period)."
+                    )
+
+                n_pre = len(estimated_pre_periods)
+
+                # Extract effects for estimated periods only
+                effects = np.array([
+                    results.coefficients[f"treated:period_{p}"]
+                    for p in estimated_pre_periods
+                ])
+
+                # Extract SEs - try period_effects first, fall back to avg_se
+                ses = []
+                for p in estimated_pre_periods:
+                    if p in results.period_effects:
+                        ses.append(results.period_effects[p].se)
+                    else:
+                        ses.append(results.avg_se)
+                ses = np.array(ses)
+
+                # Extract vcov for estimated pre-periods
+                # Build mapping from period to vcov index
+                if results.vcov is not None:
+                    # Get ordered list of all coefficient keys
+                    coef_keys = list(results.coefficients.keys())
+                    pre_indices = [
+                        coef_keys.index(f"treated:period_{p}")
+                        for p in estimated_pre_periods
+                        if f"treated:period_{p}" in coef_keys
+                    ]
+                    if len(pre_indices) == n_pre and results.vcov.shape[0] > max(pre_indices):
+                        vcov = results.vcov[np.ix_(pre_indices, pre_indices)]
+                    else:
+                        # Fall back to diagonal
+                        vcov = np.diag(ses ** 2)
+                else:
+                    vcov = np.diag(ses ** 2)
+            else:
+                # No coefficients available - try period_effects for pre-periods
+                # Exclude reference period (the one with effect=0 and se=0 or missing)
+                estimated_pre_periods = [
+                    p for p in all_pre_periods
+                    if p in results.period_effects
+                    and results.period_effects[p].se > 0
+                ]
+
+                if len(estimated_pre_periods) == 0:
+                    raise ValueError(
+                        "No estimated pre-period effects found. "
+                        "The pre-trends test requires at least one estimated "
+                        "pre-period effect (excluding the reference period)."
+                    )
+
+                n_pre = len(estimated_pre_periods)
+                effects = np.array([
+                    results.period_effects[p].effect
+                    for p in estimated_pre_periods
+                ])
+                ses = np.array([
+                    results.period_effects[p].se
+                    for p in estimated_pre_periods
+                ])
+                vcov = np.diag(ses ** 2)
+
+            return effects, ses, vcov, n_pre
+
+        # Try CallawaySantAnnaResults
+        try:
+            from diff_diff.staggered import CallawaySantAnnaResults
+            if isinstance(results, CallawaySantAnnaResults):
+                if results.event_study_effects is None:
+                    raise ValueError(
+                        "CallawaySantAnnaResults must have event_study_effects. "
+                        "Re-run with aggregate='event_study'."
+                    )
+
+                # Get pre-period effects (negative relative times)
+                pre_effects = {
+                    t: data for t, data in results.event_study_effects.items()
+                    if t < 0
+                }
+
+                if not pre_effects:
+                    raise ValueError("No pre-treatment periods found in event study.")
+
+                pre_periods = sorted(pre_effects.keys())
+                n_pre = len(pre_periods)
+
+                effects = np.array([pre_effects[t]['effect'] for t in pre_periods])
+                ses = np.array([pre_effects[t]['se'] for t in pre_periods])
+                vcov = np.diag(ses ** 2)
+
+                return effects, ses, vcov, n_pre
+        except ImportError:
+            pass
+
+        # Try SunAbrahamResults
+        try:
+            from diff_diff.sun_abraham import SunAbrahamResults
+            if isinstance(results, SunAbrahamResults):
+                # Get pre-period effects (negative relative times)
+                pre_effects = {
+                    t: data for t, data in results.event_study_effects.items()
+                    if t < 0
+                }
+
+                if not pre_effects:
+                    raise ValueError("No pre-treatment periods found in event study.")
+
+                pre_periods = sorted(pre_effects.keys())
+                n_pre = len(pre_periods)
+
+                effects = np.array([pre_effects[t]['effect'] for t in pre_periods])
+                ses = np.array([pre_effects[t]['se'] for t in pre_periods])
+                vcov = np.diag(ses ** 2)
+
+                return effects, ses, vcov, n_pre
+        except ImportError:
+            pass
+
+        raise TypeError(
+            f"Unsupported results type: {type(results)}. "
+            "Expected MultiPeriodDiDResults, CallawaySantAnnaResults, or SunAbrahamResults."
+        )
+
+    def _compute_power(
+        self,
+        M: float,
+        weights: np.ndarray,
+        vcov: np.ndarray,
+    ) -> Tuple[float, float, float, float]:
+        """
+        Compute power to detect violation of magnitude M.
+
+        The pre-trends test is a Wald test: H0: delta = 0 vs H1: delta != 0
+        Under H1 with violation delta = M * weights, the test statistic follows
+        a non-central chi-squared distribution.
+
+        Parameters
+        ----------
+        M : float
+            Violation magnitude.
+        weights : np.ndarray
+            Normalized violation pattern.
+        vcov : np.ndarray
+            Variance-covariance matrix.
+
+        Returns
+        -------
+        power : float
+            Power to detect this violation.
+        noncentrality : float
+            Non-centrality parameter.
+        test_stat : float
+            Expected test statistic under H1.
+        critical_value : float
+            Critical value for the test.
+        """
+        n_pre = len(weights)
+
+        # Violation vector: delta = M * weights
+        delta = M * weights
+
+        # Non-centrality parameter for chi-squared test
+        # lambda = delta' * V^{-1} * delta
+        try:
+            vcov_inv = np.linalg.inv(vcov)
+            noncentrality = delta @ vcov_inv @ delta
+        except np.linalg.LinAlgError:
+            # Singular matrix - use pseudo-inverse
+            vcov_inv = np.linalg.pinv(vcov)
+            noncentrality = delta @ vcov_inv @ delta
+
+        # Critical value from chi-squared distribution
+        critical_value = stats.chi2.ppf(1 - self.alpha, df=n_pre)
+
+        # Power = P(chi2_nc > critical_value) where chi2_nc is non-central chi2
+        if noncentrality > 0:
+            power = 1 - stats.ncx2.cdf(critical_value, df=n_pre, nc=noncentrality)
+        else:
+            power = self.alpha  # Size under null
+
+        # Expected test statistic under H1
+        test_stat = n_pre + noncentrality  # Mean of non-central chi2
+
+        return power, noncentrality, test_stat, critical_value
+
+    def _compute_mdv(
+        self,
+        weights: np.ndarray,
+        vcov: np.ndarray,
+    ) -> float:
+        """
+        Compute minimum detectable violation.
+
+        Find the smallest M such that power >= target_power.
+
+        Parameters
+        ----------
+        weights : np.ndarray
+            Normalized violation pattern.
+        vcov : np.ndarray
+            Variance-covariance matrix.
+
+        Returns
+        -------
+        mdv : float
+            Minimum detectable violation.
+        """
+        n_pre = len(weights)
+
+        # Critical value
+        critical_value = stats.chi2.ppf(1 - self.alpha, df=n_pre)
+
+        # Find non-centrality parameter for target power
+        # We need: P(ncx2 > critical_value) = target_power
+        # Use inverse: find lambda such that ncx2.cdf(cv, df, lambda) = 1 - target_power
+
+        def power_minus_target(nc):
+            if nc <= 0:
+                return self.alpha - self.target_power
+            return stats.ncx2.sf(critical_value, df=n_pre, nc=nc) - self.target_power
+
+        # Binary search for non-centrality parameter
+        # Start with bounds
+        nc_low, nc_high = 0, 1
+
+        # Expand upper bound until power exceeds target
+        while power_minus_target(nc_high) < 0 and nc_high < 1000:
+            nc_high *= 2
+
+        if nc_high >= 1000:
+            # Target power not achievable - return inf
+            return np.inf
+
+        # Binary search
+        try:
+            result = optimize.brentq(power_minus_target, nc_low, nc_high)
+            target_nc = result
+        except ValueError:
+            # Fallback: use approximate formula
+            # For chi2, power ≈ Phi(sqrt(2*nc) - sqrt(2*cv))
+            # Solving: sqrt(2*nc) = z_power + sqrt(2*cv)
+            z_power = stats.norm.ppf(self.target_power)
+            target_nc = 0.5 * (z_power + np.sqrt(2 * critical_value)) ** 2
+
+        # Convert non-centrality to M
+        # nc = delta' * V^{-1} * delta = M^2 * w' * V^{-1} * w
+        try:
+            vcov_inv = np.linalg.inv(vcov)
+            w_Vinv_w = weights @ vcov_inv @ weights
+        except np.linalg.LinAlgError:
+            vcov_inv = np.linalg.pinv(vcov)
+            w_Vinv_w = weights @ vcov_inv @ weights
+
+        if w_Vinv_w > 0:
+            mdv = np.sqrt(target_nc / w_Vinv_w)
+        else:
+            mdv = np.inf
+
+        return mdv
+
+    def fit(
+        self,
+        results: Union[MultiPeriodDiDResults, Any],
+        M: Optional[float] = None,
+    ) -> PreTrendsPowerResults:
+        """
+        Compute pre-trends power analysis.
+
+        Parameters
+        ----------
+        results : MultiPeriodDiDResults, CallawaySantAnnaResults, or SunAbrahamResults
+            Results from an event study estimation.
+        M : float, optional
+            Specific violation magnitude to evaluate. If None, evaluates at
+            a default magnitude based on the data.
+
+        Returns
+        -------
+        PreTrendsPowerResults
+            Power analysis results including power and MDV.
+        """
+        # Extract pre-period parameters
+        effects, ses, vcov, n_pre = self._extract_pre_period_params(results)
+
+        # Get violation weights
+        weights = self._get_violation_weights(n_pre)
+
+        # Compute MDV
+        mdv = self._compute_mdv(weights, vcov)
+
+        # Default M: use MDV if not specified
+        if M is None:
+            M = mdv if np.isfinite(mdv) else np.max(ses)
+
+        # Compute power at specified M
+        power, noncentrality, test_stat, critical_value = self._compute_power(
+            M, weights, vcov
+        )
+
+        return PreTrendsPowerResults(
+            power=power,
+            mdv=mdv,
+            violation_magnitude=M,
+            violation_type=self.violation_type,
+            alpha=self.alpha,
+            target_power=self.target_power,
+            n_pre_periods=n_pre,
+            test_statistic=test_stat,
+            critical_value=critical_value,
+            noncentrality=noncentrality,
+            pre_period_effects=effects,
+            pre_period_ses=ses,
+            vcov=vcov,
+            original_results=results,
+        )
+
+    def power_at(
+        self,
+        results: Union[MultiPeriodDiDResults, Any],
+        M: float,
+    ) -> float:
+        """
+        Compute power to detect a specific violation magnitude.
+
+        Parameters
+        ----------
+        results : results object
+            Event study results.
+        M : float
+            Violation magnitude.
+
+        Returns
+        -------
+        float
+            Power to detect violation of magnitude M.
+        """
+        result = self.fit(results, M=M)
+        return result.power
+
+    def power_curve(
+        self,
+        results: Union[MultiPeriodDiDResults, Any],
+        M_grid: Optional[List[float]] = None,
+        n_points: int = 50,
+    ) -> PreTrendsPowerCurve:
+        """
+        Compute power across a range of violation magnitudes.
+
+        Parameters
+        ----------
+        results : results object
+            Event study results.
+        M_grid : list of float, optional
+            Specific violation magnitudes to evaluate. If None, creates
+            automatic grid from 0 to 2.5 * MDV.
+        n_points : int, default=50
+            Number of points in automatic grid.
+
+        Returns
+        -------
+        PreTrendsPowerCurve
+            Power curve data with plot method.
+        """
+        # Extract parameters
+        effects, ses, vcov, n_pre = self._extract_pre_period_params(results)
+        weights = self._get_violation_weights(n_pre)
+
+        # Compute MDV
+        mdv = self._compute_mdv(weights, vcov)
+
+        # Create M grid if not provided
+        if M_grid is None:
+            max_M = min(2.5 * mdv if np.isfinite(mdv) else 10 * np.max(ses), 100)
+            M_grid = np.linspace(0, max_M, n_points)
+        else:
+            M_grid = np.asarray(M_grid)
+
+        # Compute power at each M
+        powers = np.array([
+            self._compute_power(M, weights, vcov)[0]
+            for M in M_grid
+        ])
+
+        return PreTrendsPowerCurve(
+            M_values=M_grid,
+            powers=powers,
+            mdv=mdv,
+            alpha=self.alpha,
+            target_power=self.target_power,
+            violation_type=self.violation_type,
+        )
+
+    def sensitivity_to_honest_did(
+        self,
+        results: Union[MultiPeriodDiDResults, Any],
+    ) -> Dict[str, Any]:
+        """
+        Compare pre-trends power analysis with HonestDiD sensitivity.
+
+        This method helps interpret how informative a passing pre-trends
+        test is in the context of HonestDiD's relative magnitudes restriction.
+
+        Parameters
+        ----------
+        results : results object
+            Event study results.
+
+        Returns
+        -------
+        dict
+            Dictionary with:
+            - mdv: Minimum detectable violation from pre-trends test
+            - honest_M_at_mdv: Corresponding M value for HonestDiD
+            - interpretation: Text explaining the relationship
+        """
+        pt_results = self.fit(results)
+        mdv = pt_results.mdv
+
+        # The MDV represents the size of violation the test could detect
+        # In HonestDiD's relative magnitudes framework, M=1 means
+        # post-treatment violations can be as large as the max pre-period violation
+        # The MDV gives us a sense of how large that max violation could be
+
+        max_pre_se = np.max(pt_results.pre_period_ses)
+
+        interpretation = []
+        interpretation.append(
+            f"Minimum Detectable Violation (MDV): {mdv:.4f}"
+        )
+        interpretation.append(
+            f"Max pre-period SE: {max_pre_se:.4f}"
+        )
+
+        if np.isfinite(mdv):
+            # Ratio of MDV to max SE - gives sense of how many SEs the MDV is
+            mdv_in_ses = mdv / max_pre_se if max_pre_se > 0 else np.inf
+            interpretation.append(
+                f"MDV / max(SE): {mdv_in_ses:.2f}"
+            )
+
+            if mdv_in_ses < 1:
+                interpretation.append(
+                    "→ Pre-trends test is fairly sensitive to violations."
+                )
+            elif mdv_in_ses < 2:
+                interpretation.append(
+                    "→ Pre-trends test has moderate sensitivity."
+                )
+            else:
+                interpretation.append(
+                    "→ Pre-trends test has low power to detect violations."
+                )
+                interpretation.append(
+                    "  Consider using HonestDiD with larger M values for robustness."
+                )
+        else:
+            interpretation.append(
+                "→ Pre-trends test cannot achieve target power for any violation size."
+            )
+            interpretation.append(
+                "  Use HonestDiD sensitivity analysis for inference."
+            )
+
+        return {
+            "mdv": mdv,
+            "max_pre_se": max_pre_se,
+            "mdv_in_ses": mdv / max_pre_se if max_pre_se > 0 and np.isfinite(mdv) else np.inf,
+            "interpretation": "\n".join(interpretation),
+        }
+
+
+# =============================================================================
+# Convenience Functions
+# =============================================================================
+
+
+def compute_pretrends_power(
+    results: Union[MultiPeriodDiDResults, Any],
+    M: Optional[float] = None,
+    alpha: float = 0.05,
+    target_power: float = 0.80,
+    violation_type: str = "linear",
+) -> PreTrendsPowerResults:
+    """
+    Convenience function for pre-trends power analysis.
+
+    Parameters
+    ----------
+    results : results object
+        Event study results.
+    M : float, optional
+        Violation magnitude to evaluate.
+    alpha : float, default=0.05
+        Significance level.
+    target_power : float, default=0.80
+        Target power for MDV calculation.
+    violation_type : str, default='linear'
+        Type of violation pattern.
+
+    Returns
+    -------
+    PreTrendsPowerResults
+        Power analysis results.
+
+    Examples
+    --------
+    >>> from diff_diff import MultiPeriodDiD
+    >>> from diff_diff.pretrends import compute_pretrends_power
+    >>>
+    >>> results = MultiPeriodDiD().fit(data, ...)
+    >>> power_results = compute_pretrends_power(results)
+    >>> print(f"MDV: {power_results.mdv:.3f}")
+    >>> print(f"Power: {power_results.power:.1%}")
+    """
+    pt = PreTrendsPower(
+        alpha=alpha,
+        power=target_power,
+        violation_type=violation_type,
+    )
+    return pt.fit(results, M=M)
+
+
+def compute_mdv(
+    results: Union[MultiPeriodDiDResults, Any],
+    alpha: float = 0.05,
+    target_power: float = 0.80,
+    violation_type: str = "linear",
+) -> float:
+    """
+    Compute minimum detectable violation.
+
+    Parameters
+    ----------
+    results : results object
+        Event study results.
+    alpha : float, default=0.05
+        Significance level.
+    target_power : float, default=0.80
+        Target power.
+    violation_type : str, default='linear'
+        Type of violation pattern.
+
+    Returns
+    -------
+    float
+        Minimum detectable violation.
+    """
+    pt = PreTrendsPower(
+        alpha=alpha,
+        power=target_power,
+        violation_type=violation_type,
+    )
+    result = pt.fit(results)
+    return result.mdv