diff-diff 2.1.8__tar.gz → 2.1.9__tar.gz

{diff_diff-2.1.8 → diff_diff-2.1.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: diff-diff
-Version: 2.1.8
+Version: 2.1.9
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Science/Research
 Classifier: Operating System :: OS Independent
@@ -1302,6 +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])
@@ -1314,6 +1315,10 @@ 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

{diff_diff-2.1.8 → diff_diff-2.1.9}/README.md

@@ -1267,6 +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])
@@ -1279,6 +1280,10 @@ 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

{diff_diff-2.1.8 → diff_diff-2.1.9}/diff_diff/__init__.py

@@ -136,7 +136,7 @@ from diff_diff.datasets import (
     load_mpdta,
 )
 
-__version__ = "2.1.8"
+__version__ = "2.1.9"
 __all__ = [
     # Estimators
     "DifferenceInDifferences",

{diff_diff-2.1.8 → 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',
 ]