diff-diff 2.1.7__tar.gz → 2.1.9__tar.gz

{diff_diff-2.1.7 → diff_diff-2.1.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: diff-diff
-Version: 2.1.7
+Version: 2.1.9
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Science/Research
 Classifier: Operating System :: OS Independent
@@ -1173,13 +1173,15 @@ trop_est = TROP(
     lambda_nn_grid=[0.0, 0.1, 1.0],          # Nuclear norm grid
     n_bootstrap=200
 )
+# Note: TROP infers treatment periods from the treatment indicator column.
+# The 'treated' column must be an absorbing state (D=1 for all periods
+# during and after treatment starts for each unit).
 results = trop_est.fit(
     panel_data,
     outcome='gdp_growth',
     treatment='treated',
     unit='state',
-    time='year',
-    post_periods=[2015, 2016, 2017, 2018]
+    time='year'
 )
 
 # View results
@@ -1267,9 +1269,11 @@ sdid_results = sdid.fit(data, outcome='y', treatment='treated',
                         unit='unit', time='time', post_periods=[5,6,7])
 
 # TROP (accounts for factors)
+# Note: TROP infers treatment periods from the treatment indicator column
+# (D=1 for treated observations, D=0 for control)
 trop_est = TROP()  # Uses default grids with LOOCV selection
 trop_results = trop_est.fit(data, outcome='y', treatment='treated',
-                            unit='unit', time='time', post_periods=[5,6,7])
+                            unit='unit', time='time')
 
 print(f"SDID estimate: {sdid_results.att:.3f}")
 print(f"TROP estimate: {trop_results.att:.3f}")
@@ -1298,6 +1302,7 @@ trop = TROP(
 
 ```python
 TROP(
+    method='twostep',           # Estimation method: 'twostep' (default) or 'joint'
     lambda_time_grid=None,      # Time decay grid (default: [0, 0.1, 0.5, 1, 2, 5])
     lambda_unit_grid=None,      # Unit distance grid (default: [0, 0.1, 0.5, 1, 2, 5])
     lambda_nn_grid=None,        # Nuclear norm grid (default: [0, 0.01, 0.1, 1, 10])
@@ -1310,17 +1315,21 @@ TROP(
 )
 ```
 
+**Estimation methods:**
+- `'twostep'` (default): Per-observation model fitting following Algorithm 2 of the paper. Computes observation-specific weights and fits a model for each treated observation, then averages the individual treatment effects. More flexible but computationally intensive.
+- `'joint'`: Joint weighted least squares optimization. Estimates a single scalar treatment effect τ along with fixed effects and optional low-rank factor adjustment. Faster but assumes homogeneous treatment effects.
+
 **Convenience function:**
 
 ```python
 # One-liner estimation with default tuning grids
+# Note: TROP infers treatment periods from the treatment indicator
 results = trop(
     data,
     outcome='y',
     treatment='treated',
     unit='unit',
     time='time',
-    post_periods=[5, 6, 7],
     n_bootstrap=200
 )
 ```
@@ -1912,10 +1921,11 @@ TROP(
 |-----------|------|-------------|
 | `data` | DataFrame | Panel data |
 | `outcome` | str | Outcome variable column name |
-| `treatment` | str | Treatment indicator column (0/1) |
+| `treatment` | str | Treatment indicator column (0/1 absorbing state) |
 | `unit` | str | Unit identifier column |
 | `time` | str | Time period column |
-| `post_periods` | list | List of post-treatment period values |
+
+Note: TROP infers treatment periods from the treatment indicator column. The treatment column should be an absorbing state indicator where D=1 for all periods during and after treatment starts.
 
 ### TROPResults
 
@@ -1941,8 +1951,8 @@ TROP(
 | `factor_matrix` | Low-rank factor matrix L (n_periods x n_units) |
 | `effective_rank` | Effective rank of factor matrix |
 | `loocv_score` | LOOCV score for selected parameters |
-| `pre_periods` | List of pre-treatment periods |
-| `post_periods` | List of post-treatment periods |
+| `n_pre_periods` | Number of pre-treatment periods |
+| `n_post_periods` | Number of post-treatment periods |
 | `variance_method` | Variance estimation method |
 | `bootstrap_distribution` | Bootstrap distribution (if bootstrap) |
 

{diff_diff-2.1.7 → diff_diff-2.1.9}/README.md

@@ -1138,13 +1138,15 @@ trop_est = TROP(
     lambda_nn_grid=[0.0, 0.1, 1.0],          # Nuclear norm grid
     n_bootstrap=200
 )
+# Note: TROP infers treatment periods from the treatment indicator column.
+# The 'treated' column must be an absorbing state (D=1 for all periods
+# during and after treatment starts for each unit).
 results = trop_est.fit(
     panel_data,
     outcome='gdp_growth',
     treatment='treated',
     unit='state',
-    time='year',
-    post_periods=[2015, 2016, 2017, 2018]
+    time='year'
 )
 
 # View results
@@ -1232,9 +1234,11 @@ sdid_results = sdid.fit(data, outcome='y', treatment='treated',
                         unit='unit', time='time', post_periods=[5,6,7])
 
 # TROP (accounts for factors)
+# Note: TROP infers treatment periods from the treatment indicator column
+# (D=1 for treated observations, D=0 for control)
 trop_est = TROP()  # Uses default grids with LOOCV selection
 trop_results = trop_est.fit(data, outcome='y', treatment='treated',
-                            unit='unit', time='time', post_periods=[5,6,7])
+                            unit='unit', time='time')
 
 print(f"SDID estimate: {sdid_results.att:.3f}")
 print(f"TROP estimate: {trop_results.att:.3f}")
@@ -1263,6 +1267,7 @@ trop = TROP(
 
 ```python
 TROP(
+    method='twostep',           # Estimation method: 'twostep' (default) or 'joint'
     lambda_time_grid=None,      # Time decay grid (default: [0, 0.1, 0.5, 1, 2, 5])
     lambda_unit_grid=None,      # Unit distance grid (default: [0, 0.1, 0.5, 1, 2, 5])
     lambda_nn_grid=None,        # Nuclear norm grid (default: [0, 0.01, 0.1, 1, 10])
@@ -1275,17 +1280,21 @@ TROP(
 )
 ```
 
+**Estimation methods:**
+- `'twostep'` (default): Per-observation model fitting following Algorithm 2 of the paper. Computes observation-specific weights and fits a model for each treated observation, then averages the individual treatment effects. More flexible but computationally intensive.
+- `'joint'`: Joint weighted least squares optimization. Estimates a single scalar treatment effect τ along with fixed effects and optional low-rank factor adjustment. Faster but assumes homogeneous treatment effects.
+
 **Convenience function:**
 
 ```python
 # One-liner estimation with default tuning grids
+# Note: TROP infers treatment periods from the treatment indicator
 results = trop(
     data,
     outcome='y',
     treatment='treated',
     unit='unit',
     time='time',
-    post_periods=[5, 6, 7],
     n_bootstrap=200
 )
 ```
@@ -1877,10 +1886,11 @@ TROP(
 |-----------|------|-------------|
 | `data` | DataFrame | Panel data |
 | `outcome` | str | Outcome variable column name |
-| `treatment` | str | Treatment indicator column (0/1) |
+| `treatment` | str | Treatment indicator column (0/1 absorbing state) |
 | `unit` | str | Unit identifier column |
 | `time` | str | Time period column |
-| `post_periods` | list | List of post-treatment period values |
+
+Note: TROP infers treatment periods from the treatment indicator column. The treatment column should be an absorbing state indicator where D=1 for all periods during and after treatment starts.
 
 ### TROPResults
 
@@ -1906,8 +1916,8 @@ TROP(
 | `factor_matrix` | Low-rank factor matrix L (n_periods x n_units) |
 | `effective_rank` | Effective rank of factor matrix |
 | `loocv_score` | LOOCV score for selected parameters |
-| `pre_periods` | List of pre-treatment periods |
-| `post_periods` | List of post-treatment periods |
+| `n_pre_periods` | Number of pre-treatment periods |
+| `n_post_periods` | Number of post-treatment periods |
 | `variance_method` | Variance estimation method |
 | `bootstrap_distribution` | Bootstrap distribution (if bootstrap) |
 

{diff_diff-2.1.7 → diff_diff-2.1.9}/diff_diff/__init__.py

@@ -136,7 +136,7 @@ from diff_diff.datasets import (
     load_mpdta,
 )
 
-__version__ = "2.1.7"
+__version__ = "2.1.9"
 __all__ = [
     # Estimators
     "DifferenceInDifferences",

{diff_diff-2.1.7 → diff_diff-2.1.9}/diff_diff/_backend.py

@@ -23,10 +23,13 @@ try:
         project_simplex as _rust_project_simplex,
         solve_ols as _rust_solve_ols,
         compute_robust_vcov as _rust_compute_robust_vcov,
-        # TROP estimator acceleration
+        # TROP estimator acceleration (twostep method)
         compute_unit_distance_matrix as _rust_unit_distance_matrix,
         loocv_grid_search as _rust_loocv_grid_search,
         bootstrap_trop_variance as _rust_bootstrap_trop_variance,
+        # TROP estimator acceleration (joint method)
+        loocv_grid_search_joint as _rust_loocv_grid_search_joint,
+        bootstrap_trop_variance_joint as _rust_bootstrap_trop_variance_joint,
     )
     _rust_available = True
 except ImportError:
@@ -36,10 +39,13 @@ except ImportError:
     _rust_project_simplex = None
     _rust_solve_ols = None
     _rust_compute_robust_vcov = None
-    # TROP estimator acceleration
+    # TROP estimator acceleration (twostep method)
     _rust_unit_distance_matrix = None
     _rust_loocv_grid_search = None
     _rust_bootstrap_trop_variance = None
+    # TROP estimator acceleration (joint method)
+    _rust_loocv_grid_search_joint = None
+    _rust_bootstrap_trop_variance_joint = None
 
 # Determine final backend based on environment variable and availability
 if _backend_env == 'python':
@@ -50,10 +56,13 @@ if _backend_env == 'python':
     _rust_project_simplex = None
     _rust_solve_ols = None
     _rust_compute_robust_vcov = None
-    # TROP estimator acceleration
+    # TROP estimator acceleration (twostep method)
     _rust_unit_distance_matrix = None
     _rust_loocv_grid_search = None
     _rust_bootstrap_trop_variance = None
+    # TROP estimator acceleration (joint method)
+    _rust_loocv_grid_search_joint = None
+    _rust_bootstrap_trop_variance_joint = None
 elif _backend_env == 'rust':
     # Force Rust mode - fail if not available
     if not _rust_available:
@@ -73,8 +82,11 @@ __all__ = [
     '_rust_project_simplex',
     '_rust_solve_ols',
     '_rust_compute_robust_vcov',
-    # TROP estimator acceleration
+    # TROP estimator acceleration (twostep method)
     '_rust_unit_distance_matrix',
     '_rust_loocv_grid_search',
     '_rust_bootstrap_trop_variance',
+    # TROP estimator acceleration (joint method)
+    '_rust_loocv_grid_search_joint',
+    '_rust_bootstrap_trop_variance_joint',
 ]