diff-diff 2.2.0__cp311-cp311-win_amd64.whl

diff_diff/staggered.py

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+"""
+Staggered Difference-in-Differences estimators.
+
+Implements modern methods for DiD with variation in treatment timing,
+including the Callaway-Sant'Anna (2021) estimator.
+"""
+
+import warnings
+from typing import Any, Dict, List, Optional, Tuple
+
+import numpy as np
+import pandas as pd
+from scipy import optimize
+
+from diff_diff.linalg import solve_ols
+from diff_diff.utils import (
+    compute_confidence_interval,
+    compute_p_value,
+)
+
+# Import from split modules
+from diff_diff.staggered_results import (
+    GroupTimeEffect,
+    CallawaySantAnnaResults,
+)
+from diff_diff.staggered_bootstrap import (
+    CSBootstrapResults,
+    CallawaySantAnnaBootstrapMixin,
+)
+from diff_diff.staggered_aggregation import (
+    CallawaySantAnnaAggregationMixin,
+)
+
+# Re-export for backward compatibility
+__all__ = [
+    "CallawaySantAnna",
+    "CallawaySantAnnaResults",
+    "CSBootstrapResults",
+    "GroupTimeEffect",
+]
+
+# Type alias for pre-computed structures
+PrecomputedData = Dict[str, Any]
+
+
+def _logistic_regression(
+    X: np.ndarray,
+    y: np.ndarray,
+    max_iter: int = 100,
+    tol: float = 1e-6,
+) -> Tuple[np.ndarray, np.ndarray]:
+    """
+    Fit logistic regression using scipy optimize.
+
+    Parameters
+    ----------
+    X : np.ndarray
+        Feature matrix (n_samples, n_features). Intercept added automatically.
+    y : np.ndarray
+        Binary outcome (0/1).
+    max_iter : int
+        Maximum iterations.
+    tol : float
+        Convergence tolerance.
+
+    Returns
+    -------
+    beta : np.ndarray
+        Fitted coefficients (including intercept).
+    probs : np.ndarray
+        Predicted probabilities.
+    """
+    n, p = X.shape
+    # Add intercept
+    X_with_intercept = np.column_stack([np.ones(n), X])
+
+    def neg_log_likelihood(beta: np.ndarray) -> float:
+        z = X_with_intercept @ beta
+        # Clip to prevent overflow
+        z = np.clip(z, -500, 500)
+        log_lik = np.sum(y * z - np.log(1 + np.exp(z)))
+        return -log_lik
+
+    def gradient(beta: np.ndarray) -> np.ndarray:
+        z = X_with_intercept @ beta
+        z = np.clip(z, -500, 500)
+        probs = 1 / (1 + np.exp(-z))
+        return -X_with_intercept.T @ (y - probs)
+
+    # Initialize with zeros
+    beta_init = np.zeros(p + 1)
+
+    result = optimize.minimize(
+        neg_log_likelihood,
+        beta_init,
+        method='BFGS',
+        jac=gradient,
+        options={'maxiter': max_iter, 'gtol': tol}
+    )
+
+    beta = result.x
+    z = X_with_intercept @ beta
+    z = np.clip(z, -500, 500)
+    probs = 1 / (1 + np.exp(-z))
+
+    return beta, probs
+
+
+def _linear_regression(
+    X: np.ndarray,
+    y: np.ndarray,
+    rank_deficient_action: str = "warn",
+) -> Tuple[np.ndarray, np.ndarray]:
+    """
+    Fit OLS regression.
+
+    Parameters
+    ----------
+    X : np.ndarray
+        Feature matrix (n_samples, n_features). Intercept added automatically.
+    y : np.ndarray
+        Outcome variable.
+    rank_deficient_action : str, default "warn"
+        Action when design matrix is rank-deficient:
+        - "warn": Issue warning and drop linearly dependent columns (default)
+        - "error": Raise ValueError
+        - "silent": Drop columns silently without warning
+
+    Returns
+    -------
+    beta : np.ndarray
+        Fitted coefficients (including intercept).
+    residuals : np.ndarray
+        Residuals from the fit.
+    """
+    n = X.shape[0]
+    # Add intercept
+    X_with_intercept = np.column_stack([np.ones(n), X])
+
+    # Use unified OLS backend (no vcov needed)
+    beta, residuals, _ = solve_ols(
+        X_with_intercept, y, return_vcov=False,
+        rank_deficient_action=rank_deficient_action,
+    )
+
+    return beta, residuals
+
+
+class CallawaySantAnna(
+    CallawaySantAnnaBootstrapMixin,
+    CallawaySantAnnaAggregationMixin,
+):
+    """
+    Callaway-Sant'Anna (2021) estimator for staggered Difference-in-Differences.
+
+    This estimator handles DiD designs with variation in treatment timing
+    (staggered adoption) and heterogeneous treatment effects. It avoids the
+    bias of traditional two-way fixed effects (TWFE) estimators by:
+
+    1. Computing group-time average treatment effects ATT(g,t) for each
+       cohort g (units first treated in period g) and time t.
+    2. Aggregating these to summary measures (overall ATT, event study, etc.)
+       using appropriate weights.
+
+    Parameters
+    ----------
+    control_group : str, default="never_treated"
+        Which units to use as controls:
+        - "never_treated": Use only never-treated units (recommended)
+        - "not_yet_treated": Use never-treated and not-yet-treated units
+    anticipation : int, default=0
+        Number of periods before treatment where effects may occur.
+        Set to > 0 if treatment effects can begin before the official
+        treatment date.
+    estimation_method : str, default="dr"
+        Estimation method:
+        - "dr": Doubly robust (recommended)
+        - "ipw": Inverse probability weighting
+        - "reg": Outcome regression
+    alpha : float, default=0.05
+        Significance level for confidence intervals.
+    cluster : str, optional
+        Column name for cluster-robust standard errors.
+        Defaults to unit-level clustering.
+    n_bootstrap : int, default=0
+        Number of bootstrap iterations for inference.
+        If 0, uses analytical standard errors.
+        Recommended: 999 or more for reliable inference.
+
+        .. note:: Memory Usage
+            The bootstrap stores all weights in memory as a (n_bootstrap, n_units)
+            float64 array. For large datasets, this can be significant:
+            - 1K bootstrap × 10K units = ~80 MB
+            - 10K bootstrap × 100K units = ~8 GB
+            Consider reducing n_bootstrap if memory is constrained.
+
+    bootstrap_weights : str, default="rademacher"
+        Type of weights for multiplier bootstrap:
+        - "rademacher": +1/-1 with equal probability (standard choice)
+        - "mammen": Two-point distribution (asymptotically valid, matches skewness)
+        - "webb": Six-point distribution (recommended when n_clusters < 20)
+    bootstrap_weight_type : str, optional
+        .. deprecated:: 1.0.1
+            Use ``bootstrap_weights`` instead. Will be removed in v3.0.
+    seed : int, optional
+        Random seed for reproducibility.
+    rank_deficient_action : str, default="warn"
+        Action when design matrix is rank-deficient (linearly dependent columns):
+        - "warn": Issue warning and drop linearly dependent columns (default)
+        - "error": Raise ValueError
+        - "silent": Drop columns silently without warning
+    base_period : str, default="varying"
+        Method for selecting the base (reference) period for computing
+        ATT(g,t). Options:
+        - "varying": For pre-treatment periods (t < g - anticipation), use
+          t-1 as base (consecutive comparisons). For post-treatment, use
+          g-1-anticipation. Requires t-1 to exist in data.
+        - "universal": Always use g-1-anticipation as base period.
+        Both produce identical post-treatment effects. Matches R's
+        did::att_gt() base_period parameter.
+
+    Attributes
+    ----------
+    results_ : CallawaySantAnnaResults
+        Estimation results after calling fit().
+    is_fitted_ : bool
+        Whether the model has been fitted.
+
+    Examples
+    --------
+    Basic usage:
+
+    >>> import pandas as pd
+    >>> from diff_diff import CallawaySantAnna
+    >>>
+    >>> # Panel data with staggered treatment
+    >>> # 'first_treat' = period when unit was first treated (0 if never treated)
+    >>> data = pd.DataFrame({
+    ...     'unit': [...],
+    ...     'time': [...],
+    ...     'outcome': [...],
+    ...     'first_treat': [...]  # 0 for never-treated, else first treatment period
+    ... })
+    >>>
+    >>> cs = CallawaySantAnna()
+    >>> results = cs.fit(data, outcome='outcome', unit='unit',
+    ...                  time='time', first_treat='first_treat')
+    >>>
+    >>> results.print_summary()
+
+    With event study aggregation:
+
+    >>> cs = CallawaySantAnna()
+    >>> results = cs.fit(data, outcome='outcome', unit='unit',
+    ...                  time='time', first_treat='first_treat',
+    ...                  aggregate='event_study')
+    >>>
+    >>> # Plot event study
+    >>> from diff_diff import plot_event_study
+    >>> plot_event_study(results)
+
+    With covariate adjustment (conditional parallel trends):
+
+    >>> # When parallel trends only holds conditional on covariates
+    >>> cs = CallawaySantAnna(estimation_method='dr')  # doubly robust
+    >>> results = cs.fit(data, outcome='outcome', unit='unit',
+    ...                  time='time', first_treat='first_treat',
+    ...                  covariates=['age', 'income'])
+    >>>
+    >>> # DR is recommended: consistent if either outcome model
+    >>> # or propensity model is correctly specified
+
+    Notes
+    -----
+    The key innovation of Callaway & Sant'Anna (2021) is the disaggregated
+    approach: instead of estimating a single treatment effect, they estimate
+    ATT(g,t) for each cohort-time pair. This avoids the "forbidden comparison"
+    problem where already-treated units act as controls.
+
+    The ATT(g,t) is identified under parallel trends conditional on covariates:
+
+        E[Y(0)_t - Y(0)_g-1 | G=g] = E[Y(0)_t - Y(0)_g-1 | C=1]
+
+    where G=g indicates treatment cohort g and C=1 indicates control units.
+    This uses g-1 as the base period, which applies to post-treatment (t >= g).
+    With base_period="varying" (default), pre-treatment uses t-1 as base for
+    consecutive comparisons useful in parallel trends diagnostics.
+
+    References
+    ----------
+    Callaway, B., & Sant'Anna, P. H. (2021). Difference-in-Differences with
+    multiple time periods. Journal of Econometrics, 225(2), 200-230.
+    """
+
+    def __init__(
+        self,
+        control_group: str = "never_treated",
+        anticipation: int = 0,
+        estimation_method: str = "dr",
+        alpha: float = 0.05,
+        cluster: Optional[str] = None,
+        n_bootstrap: int = 0,
+        bootstrap_weights: Optional[str] = None,
+        bootstrap_weight_type: Optional[str] = None,
+        seed: Optional[int] = None,
+        rank_deficient_action: str = "warn",
+        base_period: str = "varying",
+    ):
+        import warnings
+
+        if control_group not in ["never_treated", "not_yet_treated"]:
+            raise ValueError(
+                f"control_group must be 'never_treated' or 'not_yet_treated', "
+                f"got '{control_group}'"
+            )
+        if estimation_method not in ["dr", "ipw", "reg"]:
+            raise ValueError(
+                f"estimation_method must be 'dr', 'ipw', or 'reg', "
+                f"got '{estimation_method}'"
+            )
+
+        # Handle bootstrap_weight_type deprecation
+        if bootstrap_weight_type is not None:
+            warnings.warn(
+                "bootstrap_weight_type is deprecated and will be removed in v3.0. "
+                "Use bootstrap_weights instead.",
+                DeprecationWarning,
+                stacklevel=2
+            )
+            if bootstrap_weights is None:
+                bootstrap_weights = bootstrap_weight_type
+
+        # Default to rademacher if neither specified
+        if bootstrap_weights is None:
+            bootstrap_weights = "rademacher"
+
+        if bootstrap_weights not in ["rademacher", "mammen", "webb"]:
+            raise ValueError(
+                f"bootstrap_weights must be 'rademacher', 'mammen', or 'webb', "
+                f"got '{bootstrap_weights}'"
+            )
+
+        if rank_deficient_action not in ["warn", "error", "silent"]:
+            raise ValueError(
+                f"rank_deficient_action must be 'warn', 'error', or 'silent', "
+                f"got '{rank_deficient_action}'"
+            )
+
+        if base_period not in ["varying", "universal"]:
+            raise ValueError(
+                f"base_period must be 'varying' or 'universal', "
+                f"got '{base_period}'"
+            )
+
+        self.control_group = control_group
+        self.anticipation = anticipation
+        self.estimation_method = estimation_method
+        self.alpha = alpha
+        self.cluster = cluster
+        self.n_bootstrap = n_bootstrap
+        self.bootstrap_weights = bootstrap_weights
+        # Keep bootstrap_weight_type for backward compatibility
+        self.bootstrap_weight_type = bootstrap_weights
+        self.seed = seed
+        self.rank_deficient_action = rank_deficient_action
+        self.base_period = base_period
+
+        self.is_fitted_ = False
+        self.results_: Optional[CallawaySantAnnaResults] = None
+
+    def _precompute_structures(
+        self,
+        df: pd.DataFrame,
+        outcome: str,
+        unit: str,
+        time: str,
+        first_treat: str,
+        covariates: Optional[List[str]],
+        time_periods: List[Any],
+        treatment_groups: List[Any],
+    ) -> PrecomputedData:
+        """
+        Pre-compute data structures for efficient ATT(g,t) computation.
+
+        This pivots data to wide format and pre-computes:
+        - Outcome matrix (units x time periods)
+        - Covariate matrix (units x covariates) from base period
+        - Unit cohort membership masks
+        - Control unit masks
+
+        Returns
+        -------
+        PrecomputedData
+            Dictionary with pre-computed structures.
+        """
+        # Get unique units and their cohort assignments
+        unit_info = df.groupby(unit)[first_treat].first()
+        all_units = unit_info.index.values
+        unit_cohorts = unit_info.values
+        n_units = len(all_units)
+
+        # Create unit index mapping for fast lookups
+        unit_to_idx = {u: i for i, u in enumerate(all_units)}
+
+        # Pivot outcome to wide format: rows = units, columns = time periods
+        outcome_wide = df.pivot(index=unit, columns=time, values=outcome)
+        # Reindex to ensure all units are present (handles unbalanced panels)
+        outcome_wide = outcome_wide.reindex(all_units)
+        outcome_matrix = outcome_wide.values  # Shape: (n_units, n_periods)
+        period_to_col = {t: i for i, t in enumerate(outcome_wide.columns)}
+
+        # Pre-compute cohort masks (boolean arrays)
+        cohort_masks = {}
+        for g in treatment_groups:
+            cohort_masks[g] = (unit_cohorts == g)
+
+        # Never-treated mask
+        never_treated_mask = (unit_cohorts == 0) | (unit_cohorts == np.inf)
+
+        # Pre-compute covariate matrices by time period if needed
+        # (covariates are retrieved from the base period of each comparison)
+        covariate_by_period = None
+        if covariates:
+            covariate_by_period = {}
+            for t in time_periods:
+                period_data = df[df[time] == t].set_index(unit)
+                period_cov = period_data.reindex(all_units)[covariates]
+                covariate_by_period[t] = period_cov.values  # Shape: (n_units, n_covariates)
+
+        return {
+            'all_units': all_units,
+            'unit_to_idx': unit_to_idx,
+            'unit_cohorts': unit_cohorts,
+            'outcome_matrix': outcome_matrix,
+            'period_to_col': period_to_col,
+            'cohort_masks': cohort_masks,
+            'never_treated_mask': never_treated_mask,
+            'covariate_by_period': covariate_by_period,
+            'time_periods': time_periods,
+        }
+
+    def _compute_att_gt_fast(
+        self,
+        precomputed: PrecomputedData,
+        g: Any,
+        t: Any,
+        covariates: Optional[List[str]],
+    ) -> Tuple[Optional[float], float, int, int, Optional[Dict[str, Any]]]:
+        """
+        Compute ATT(g,t) using pre-computed data structures (fast version).
+
+        Uses vectorized numpy operations on pre-pivoted outcome matrix
+        instead of repeated pandas filtering.
+        """
+        time_periods = precomputed['time_periods']
+        period_to_col = precomputed['period_to_col']
+        outcome_matrix = precomputed['outcome_matrix']
+        cohort_masks = precomputed['cohort_masks']
+        never_treated_mask = precomputed['never_treated_mask']
+        unit_cohorts = precomputed['unit_cohorts']
+        all_units = precomputed['all_units']
+        covariate_by_period = precomputed['covariate_by_period']
+
+        # Base period selection based on mode
+        if self.base_period == "universal":
+            # Universal: always use g - 1 - anticipation
+            base_period_val = g - 1 - self.anticipation
+        else:  # varying
+            if t < g - self.anticipation:
+                # Pre-treatment: use t - 1 (consecutive comparison)
+                base_period_val = t - 1
+            else:
+                # Post-treatment: use g - 1 - anticipation
+                base_period_val = g - 1 - self.anticipation
+
+        if base_period_val not in period_to_col:
+            # Base period must exist; no fallback to maintain methodological consistency
+            return None, 0.0, 0, 0, None
+
+        # Check if periods exist in the data
+        if base_period_val not in period_to_col or t not in period_to_col:
+            return None, 0.0, 0, 0, None
+
+        base_col = period_to_col[base_period_val]
+        post_col = period_to_col[t]
+
+        # Get treated units mask (cohort g)
+        treated_mask = cohort_masks[g]
+
+        # Get control units mask
+        if self.control_group == "never_treated":
+            control_mask = never_treated_mask
+        else:  # not_yet_treated
+            # Not yet treated at time t: never-treated OR (first_treat > t AND not cohort g)
+            # Must exclude cohort g since they are the treated group for this ATT(g,t)
+            control_mask = never_treated_mask | ((unit_cohorts > t) & (unit_cohorts != g))
+
+        # Extract outcomes for base and post periods
+        y_base = outcome_matrix[:, base_col]
+        y_post = outcome_matrix[:, post_col]
+
+        # Compute outcome changes (vectorized)
+        outcome_change = y_post - y_base
+
+        # Filter to units with valid data (no NaN in either period)
+        valid_mask = ~(np.isnan(y_base) | np.isnan(y_post))
+
+        # Get treated and control with valid data
+        treated_valid = treated_mask & valid_mask
+        control_valid = control_mask & valid_mask
+
+        n_treated = np.sum(treated_valid)
+        n_control = np.sum(control_valid)
+
+        if n_treated == 0 or n_control == 0:
+            return None, 0.0, 0, 0, None
+
+        # Extract outcome changes for treated and control
+        treated_change = outcome_change[treated_valid]
+        control_change = outcome_change[control_valid]
+
+        # Get unit IDs for influence function
+        treated_units = all_units[treated_valid]
+        control_units = all_units[control_valid]
+
+        # Get covariates if specified (from the base period)
+        X_treated = None
+        X_control = None
+        if covariates and covariate_by_period is not None:
+            cov_matrix = covariate_by_period[base_period_val]
+            X_treated = cov_matrix[treated_valid]
+            X_control = cov_matrix[control_valid]
+
+            # Check for missing values
+            if np.any(np.isnan(X_treated)) or np.any(np.isnan(X_control)):
+                warnings.warn(
+                    f"Missing values in covariates for group {g}, time {t}. "
+                    "Falling back to unconditional estimation.",
+                    UserWarning,
+                    stacklevel=3,
+                )
+                X_treated = None
+                X_control = None
+
+        # Estimation method
+        if self.estimation_method == "reg":
+            att_gt, se_gt, inf_func = self._outcome_regression(
+                treated_change, control_change, X_treated, X_control
+            )
+        elif self.estimation_method == "ipw":
+            att_gt, se_gt, inf_func = self._ipw_estimation(
+                treated_change, control_change,
+                int(n_treated), int(n_control),
+                X_treated, X_control
+            )
+        else:  # doubly robust
+            att_gt, se_gt, inf_func = self._doubly_robust(
+                treated_change, control_change, X_treated, X_control
+            )
+
+        # Package influence function info with unit IDs for bootstrap
+        n_t = int(n_treated)
+        inf_func_info = {
+            'treated_units': list(treated_units),
+            'control_units': list(control_units),
+            'treated_inf': inf_func[:n_t],
+            'control_inf': inf_func[n_t:],
+        }
+
+        return att_gt, se_gt, int(n_treated), int(n_control), inf_func_info
+
+    def fit(
+        self,
+        data: pd.DataFrame,
+        outcome: str,
+        unit: str,
+        time: str,
+        first_treat: str,
+        covariates: Optional[List[str]] = None,
+        aggregate: Optional[str] = None,
+        balance_e: Optional[int] = None,
+    ) -> CallawaySantAnnaResults:
+        """
+        Fit the Callaway-Sant'Anna estimator.
+
+        Parameters
+        ----------
+        data : pd.DataFrame
+            Panel data with unit and time identifiers.
+        outcome : str
+            Name of outcome variable column.
+        unit : str
+            Name of unit identifier column.
+        time : str
+            Name of time period column.
+        first_treat : str
+            Name of column indicating when unit was first treated.
+            Use 0 (or np.inf) for never-treated units.
+        covariates : list, optional
+            List of covariate column names for conditional parallel trends.
+        aggregate : str, optional
+            How to aggregate group-time effects:
+            - None: Only compute ATT(g,t) (default)
+            - "simple": Simple weighted average (overall ATT)
+            - "event_study": Aggregate by relative time (event study)
+            - "group": Aggregate by treatment cohort
+            - "all": Compute all aggregations
+        balance_e : int, optional
+            For event study, balance the panel at relative time e.
+            Ensures all groups contribute to each relative period.
+
+        Returns
+        -------
+        CallawaySantAnnaResults
+            Object containing all estimation results.
+
+        Raises
+        ------
+        ValueError
+            If required columns are missing or data validation fails.
+        """
+        # Validate inputs
+        required_cols = [outcome, unit, time, first_treat]
+        if covariates:
+            required_cols.extend(covariates)
+
+        missing = [c for c in required_cols if c not in data.columns]
+        if missing:
+            raise ValueError(f"Missing columns: {missing}")
+
+        # Create working copy
+        df = data.copy()
+
+        # Ensure numeric types
+        df[time] = pd.to_numeric(df[time])
+        df[first_treat] = pd.to_numeric(df[first_treat])
+
+        # Standardize the first_treat column name for internal use
+        # This avoids hardcoding column names in internal methods
+        df['first_treat'] = df[first_treat]
+
+        # Identify groups and time periods
+        time_periods = sorted(df[time].unique())
+        treatment_groups = sorted([g for g in df[first_treat].unique() if g > 0])
+
+        # Never-treated indicator (first_treat = 0 or inf)
+        df['_never_treated'] = (df[first_treat] == 0) | (df[first_treat] == np.inf)
+
+        # Get unique units
+        unit_info = df.groupby(unit).agg({
+            first_treat: 'first',
+            '_never_treated': 'first'
+        }).reset_index()
+
+        n_treated_units = (unit_info[first_treat] > 0).sum()
+        n_control_units = (unit_info['_never_treated']).sum()
+
+        if n_control_units == 0:
+            raise ValueError("No never-treated units found. Check 'first_treat' column.")
+
+        # Pre-compute data structures for efficient ATT(g,t) computation
+        precomputed = self._precompute_structures(
+            df, outcome, unit, time, first_treat,
+            covariates, time_periods, treatment_groups
+        )
+
+        # Compute ATT(g,t) for each group-time combination
+        group_time_effects = {}
+        influence_func_info = {}  # Store influence functions for bootstrap
+
+        # Get minimum period for determining valid pre-treatment periods
+        min_period = min(time_periods)
+
+        for g in treatment_groups:
+            # Compute valid periods including pre-treatment
+            if self.base_period == "universal":
+                # Universal: all periods except the base period (which is normalized to 0)
+                universal_base = g - 1 - self.anticipation
+                valid_periods = [t for t in time_periods if t != universal_base]
+            else:
+                # Varying: post-treatment + pre-treatment where t-1 exists
+                valid_periods = [
+                    t for t in time_periods
+                    if t >= g - self.anticipation or t > min_period
+                ]
+
+            for t in valid_periods:
+                att_gt, se_gt, n_treat, n_ctrl, inf_info = self._compute_att_gt_fast(
+                    precomputed, g, t, covariates
+                )
+
+                if att_gt is not None:
+                    t_stat = att_gt / se_gt if np.isfinite(se_gt) and se_gt > 0 else np.nan
+                    p_val = compute_p_value(t_stat)
+                    ci = compute_confidence_interval(att_gt, se_gt, self.alpha)
+
+                    group_time_effects[(g, t)] = {
+                        'effect': att_gt,
+                        'se': se_gt,
+                        't_stat': t_stat,
+                        'p_value': p_val,
+                        'conf_int': ci,
+                        'n_treated': n_treat,
+                        'n_control': n_ctrl,
+                    }
+
+                    if inf_info is not None:
+                        influence_func_info[(g, t)] = inf_info
+
+        if not group_time_effects:
+            raise ValueError(
+                "Could not estimate any group-time effects. "
+                "Check that data has sufficient observations."
+            )
+
+        # Compute overall ATT (simple aggregation)
+        overall_att, overall_se = self._aggregate_simple(
+            group_time_effects, influence_func_info, df, unit, precomputed
+        )
+        # Use NaN for t-stat and p-value when SE is undefined (NaN or non-positive)
+        if np.isfinite(overall_se) and overall_se > 0:
+            overall_t = overall_att / overall_se
+            overall_p = compute_p_value(overall_t)
+        else:
+            overall_t = np.nan
+            overall_p = np.nan
+        overall_ci = compute_confidence_interval(overall_att, overall_se, self.alpha)
+
+        # Compute additional aggregations if requested
+        event_study_effects = None
+        group_effects = None
+
+        if aggregate in ["event_study", "all"]:
+            event_study_effects = self._aggregate_event_study(
+                group_time_effects, influence_func_info,
+                treatment_groups, time_periods, balance_e
+            )
+
+        if aggregate in ["group", "all"]:
+            group_effects = self._aggregate_by_group(
+                group_time_effects, influence_func_info, treatment_groups
+            )
+
+        # Run bootstrap inference if requested
+        bootstrap_results = None
+        if self.n_bootstrap > 0 and influence_func_info:
+            bootstrap_results = self._run_multiplier_bootstrap(
+                group_time_effects=group_time_effects,
+                influence_func_info=influence_func_info,
+                aggregate=aggregate,
+                balance_e=balance_e,
+                treatment_groups=treatment_groups,
+                time_periods=time_periods,
+            )
+
+            # Update estimates with bootstrap inference
+            overall_se = bootstrap_results.overall_att_se
+            # Use NaN for t-stat when SE is undefined; p-value comes from bootstrap
+            if np.isfinite(overall_se) and overall_se > 0:
+                overall_t = overall_att / overall_se
+            else:
+                overall_t = np.nan
+            overall_p = bootstrap_results.overall_att_p_value
+            overall_ci = bootstrap_results.overall_att_ci
+
+            # Update group-time effects with bootstrap SEs
+            for gt in group_time_effects:
+                if gt in bootstrap_results.group_time_ses:
+                    group_time_effects[gt]['se'] = bootstrap_results.group_time_ses[gt]
+                    group_time_effects[gt]['conf_int'] = bootstrap_results.group_time_cis[gt]
+                    group_time_effects[gt]['p_value'] = bootstrap_results.group_time_p_values[gt]
+                    effect = float(group_time_effects[gt]['effect'])
+                    se = float(group_time_effects[gt]['se'])
+                    group_time_effects[gt]['t_stat'] = effect / se if np.isfinite(se) and se > 0 else np.nan
+
+            # Update event study effects with bootstrap SEs
+            if (event_study_effects is not None
+                and bootstrap_results.event_study_ses is not None
+                and bootstrap_results.event_study_cis is not None
+                and bootstrap_results.event_study_p_values is not None):
+                for e in event_study_effects:
+                    if e in bootstrap_results.event_study_ses:
+                        event_study_effects[e]['se'] = bootstrap_results.event_study_ses[e]
+                        event_study_effects[e]['conf_int'] = bootstrap_results.event_study_cis[e]
+                        p_val = bootstrap_results.event_study_p_values[e]
+                        event_study_effects[e]['p_value'] = p_val
+                        effect = float(event_study_effects[e]['effect'])
+                        se = float(event_study_effects[e]['se'])
+                        event_study_effects[e]['t_stat'] = effect / se if np.isfinite(se) and se > 0 else np.nan
+
+            # Update group effects with bootstrap SEs
+            if (group_effects is not None
+                and bootstrap_results.group_effect_ses is not None
+                and bootstrap_results.group_effect_cis is not None
+                and bootstrap_results.group_effect_p_values is not None):
+                for g in group_effects:
+                    if g in bootstrap_results.group_effect_ses:
+                        group_effects[g]['se'] = bootstrap_results.group_effect_ses[g]
+                        group_effects[g]['conf_int'] = bootstrap_results.group_effect_cis[g]
+                        group_effects[g]['p_value'] = bootstrap_results.group_effect_p_values[g]
+                        effect = float(group_effects[g]['effect'])
+                        se = float(group_effects[g]['se'])
+                        group_effects[g]['t_stat'] = effect / se if np.isfinite(se) and se > 0 else np.nan
+
+        # Store results
+        self.results_ = CallawaySantAnnaResults(
+            group_time_effects=group_time_effects,
+            overall_att=overall_att,
+            overall_se=overall_se,
+            overall_t_stat=overall_t,
+            overall_p_value=overall_p,
+            overall_conf_int=overall_ci,
+            groups=treatment_groups,
+            time_periods=time_periods,
+            n_obs=len(df),
+            n_treated_units=n_treated_units,
+            n_control_units=n_control_units,
+            alpha=self.alpha,
+            control_group=self.control_group,
+            base_period=self.base_period,
+            event_study_effects=event_study_effects,
+            group_effects=group_effects,
+            bootstrap_results=bootstrap_results,
+        )
+
+        self.is_fitted_ = True
+        return self.results_
+
+    def _outcome_regression(
+        self,
+        treated_change: np.ndarray,
+        control_change: np.ndarray,
+        X_treated: Optional[np.ndarray] = None,
+        X_control: Optional[np.ndarray] = None,
+    ) -> Tuple[float, float, np.ndarray]:
+        """
+        Estimate ATT using outcome regression.
+
+        With covariates:
+        1. Regress outcome changes on covariates for control group
+        2. Predict counterfactual for treated using their covariates
+        3. ATT = mean(treated_change) - mean(predicted_counterfactual)
+
+        Without covariates:
+        Simple difference in means.
+        """
+        n_t = len(treated_change)
+        n_c = len(control_change)
+
+        if X_treated is not None and X_control is not None and X_treated.shape[1] > 0:
+            # Covariate-adjusted outcome regression
+            # Fit regression on control units: E[Delta Y | X, D=0]
+            beta, residuals = _linear_regression(
+                X_control, control_change,
+                rank_deficient_action=self.rank_deficient_action,
+            )
+
+            # Predict counterfactual for treated units
+            X_treated_with_intercept = np.column_stack([np.ones(n_t), X_treated])
+            predicted_control = X_treated_with_intercept @ beta
+
+            # ATT = mean(observed treated change - predicted counterfactual)
+            att = np.mean(treated_change - predicted_control)
+
+            # Standard error using sandwich estimator
+            # Variance from treated: Var(Y_1 - m(X))
+            treated_residuals = treated_change - predicted_control
+            var_t = np.var(treated_residuals, ddof=1) if n_t > 1 else 0.0
+
+            # Variance from control regression (residual variance)
+            var_c = np.var(residuals, ddof=1) if n_c > 1 else 0.0
+
+            # Approximate SE (ignoring estimation error in beta for simplicity)
+            se = np.sqrt(var_t / n_t + var_c / n_c) if (n_t > 0 and n_c > 0) else 0.0
+
+            # Influence function
+            inf_treated = (treated_residuals - np.mean(treated_residuals)) / n_t
+            inf_control = -residuals / n_c
+            inf_func = np.concatenate([inf_treated, inf_control])
+        else:
+            # Simple difference in means (no covariates)
+            att = np.mean(treated_change) - np.mean(control_change)
+
+            var_t = np.var(treated_change, ddof=1) if n_t > 1 else 0.0
+            var_c = np.var(control_change, ddof=1) if n_c > 1 else 0.0
+
+            se = np.sqrt(var_t / n_t + var_c / n_c) if (n_t > 0 and n_c > 0) else 0.0
+
+            # Influence function (for aggregation)
+            inf_treated = treated_change - np.mean(treated_change)
+            inf_control = control_change - np.mean(control_change)
+            inf_func = np.concatenate([inf_treated / n_t, -inf_control / n_c])
+
+        return att, se, inf_func
+
+    def _ipw_estimation(
+        self,
+        treated_change: np.ndarray,
+        control_change: np.ndarray,
+        n_treated: int,
+        n_control: int,
+        X_treated: Optional[np.ndarray] = None,
+        X_control: Optional[np.ndarray] = None,
+    ) -> Tuple[float, float, np.ndarray]:
+        """
+        Estimate ATT using inverse probability weighting.
+
+        With covariates:
+        1. Estimate propensity score P(D=1|X) using logistic regression
+        2. Reweight control units to match treated covariate distribution
+        3. ATT = mean(treated) - weighted_mean(control)
+
+        Without covariates:
+        Simple difference in means with unconditional propensity weighting.
+        """
+        n_t = len(treated_change)
+        n_c = len(control_change)
+        n_total = n_treated + n_control
+
+        if X_treated is not None and X_control is not None and X_treated.shape[1] > 0:
+            # Covariate-adjusted IPW estimation
+            # Stack covariates and create treatment indicator
+            X_all = np.vstack([X_treated, X_control])
+            D = np.concatenate([np.ones(n_t), np.zeros(n_c)])
+
+            # Estimate propensity scores using logistic regression
+            try:
+                _, pscore = _logistic_regression(X_all, D)
+            except (np.linalg.LinAlgError, ValueError):
+                # Fallback to unconditional if logistic regression fails
+                warnings.warn(
+                    "Propensity score estimation failed. "
+                    "Falling back to unconditional estimation.",
+                    UserWarning,
+                    stacklevel=4,
+                )
+                pscore = np.full(len(D), n_t / (n_t + n_c))
+
+            # Propensity scores for treated and control
+            pscore_treated = pscore[:n_t]
+            pscore_control = pscore[n_t:]
+
+            # Clip propensity scores to avoid extreme weights
+            pscore_control = np.clip(pscore_control, 0.01, 0.99)
+            pscore_treated = np.clip(pscore_treated, 0.01, 0.99)
+
+            # IPW weights for control units: p(X) / (1 - p(X))
+            # This reweights controls to have same covariate distribution as treated
+            weights_control = pscore_control / (1 - pscore_control)
+            weights_control = weights_control / np.sum(weights_control)  # normalize
+
+            # ATT = mean(treated) - weighted_mean(control)
+            att = np.mean(treated_change) - np.sum(weights_control * control_change)
+
+            # Compute standard error
+            # Variance of treated mean
+            var_t = np.var(treated_change, ddof=1) if n_t > 1 else 0.0
+
+            # Variance of weighted control mean
+            weighted_var_c = np.sum(weights_control * (control_change - np.sum(weights_control * control_change)) ** 2)
+
+            se = np.sqrt(var_t / n_t + weighted_var_c) if (n_t > 0 and n_c > 0) else 0.0
+
+            # Influence function
+            inf_treated = (treated_change - np.mean(treated_change)) / n_t
+            inf_control = -weights_control * (control_change - np.sum(weights_control * control_change))
+            inf_func = np.concatenate([inf_treated, inf_control])
+        else:
+            # Unconditional IPW (reduces to difference in means)
+            p_treat = n_treated / n_total  # unconditional propensity score
+
+            att = np.mean(treated_change) - np.mean(control_change)
+
+            var_t = np.var(treated_change, ddof=1) if n_t > 1 else 0.0
+            var_c = np.var(control_change, ddof=1) if n_c > 1 else 0.0
+
+            # Adjusted variance for IPW
+            se = np.sqrt(var_t / n_t + var_c * (1 - p_treat) / (n_c * p_treat)) if (n_t > 0 and n_c > 0 and p_treat > 0) else 0.0
+
+            # Influence function (for aggregation)
+            inf_treated = (treated_change - np.mean(treated_change)) / n_t
+            inf_control = (control_change - np.mean(control_change)) / n_c
+            inf_func = np.concatenate([inf_treated, -inf_control])
+
+        return att, se, inf_func
+
+    def _doubly_robust(
+        self,
+        treated_change: np.ndarray,
+        control_change: np.ndarray,
+        X_treated: Optional[np.ndarray] = None,
+        X_control: Optional[np.ndarray] = None,
+    ) -> Tuple[float, float, np.ndarray]:
+        """
+        Estimate ATT using doubly robust estimation.
+
+        With covariates:
+        Combines outcome regression and IPW for double robustness.
+        The estimator is consistent if either the outcome model OR
+        the propensity model is correctly specified.
+
+        ATT_DR = (1/n_t) * sum_i[D_i * (Y_i - m(X_i))]
+               + (1/n_t) * sum_i[(1-D_i) * w_i * (m(X_i) - Y_i)]
+
+        where m(X) is the outcome model and w_i are IPW weights.
+
+        Without covariates:
+        Reduces to simple difference in means.
+        """
+        n_t = len(treated_change)
+        n_c = len(control_change)
+
+        if X_treated is not None and X_control is not None and X_treated.shape[1] > 0:
+            # Doubly robust estimation with covariates
+            # Step 1: Outcome regression - fit E[Delta Y | X] on control
+            beta, _ = _linear_regression(
+                X_control, control_change,
+                rank_deficient_action=self.rank_deficient_action,
+            )
+
+            # Predict counterfactual for both treated and control
+            X_treated_with_intercept = np.column_stack([np.ones(n_t), X_treated])
+            X_control_with_intercept = np.column_stack([np.ones(n_c), X_control])
+            m_treated = X_treated_with_intercept @ beta
+            m_control = X_control_with_intercept @ beta
+
+            # Step 2: Propensity score estimation
+            X_all = np.vstack([X_treated, X_control])
+            D = np.concatenate([np.ones(n_t), np.zeros(n_c)])
+
+            try:
+                _, pscore = _logistic_regression(X_all, D)
+            except (np.linalg.LinAlgError, ValueError):
+                # Fallback to unconditional if logistic regression fails
+                pscore = np.full(len(D), n_t / (n_t + n_c))
+
+            pscore_control = pscore[n_t:]
+
+            # Clip propensity scores
+            pscore_control = np.clip(pscore_control, 0.01, 0.99)
+
+            # IPW weights for control: p(X) / (1 - p(X))
+            weights_control = pscore_control / (1 - pscore_control)
+
+            # Step 3: Doubly robust ATT
+            # ATT = mean(treated - m(X_treated))
+            #     + weighted_mean_control((m(X) - Y) * weight)
+            att_treated_part = np.mean(treated_change - m_treated)
+
+            # Augmentation term from control
+            augmentation = np.sum(weights_control * (m_control - control_change)) / n_t
+
+            att = att_treated_part + augmentation
+
+            # Step 4: Standard error using influence function
+            # Influence function for DR estimator
+            psi_treated = (treated_change - m_treated - att) / n_t
+            psi_control = (weights_control * (m_control - control_change)) / n_t
+
+            # Variance is sum of squared influence functions
+            var_psi = np.sum(psi_treated ** 2) + np.sum(psi_control ** 2)
+            se = np.sqrt(var_psi) if var_psi > 0 else 0.0
+
+            # Full influence function
+            inf_func = np.concatenate([psi_treated, psi_control])
+        else:
+            # Without covariates, DR simplifies to difference in means
+            att = np.mean(treated_change) - np.mean(control_change)
+
+            var_t = np.var(treated_change, ddof=1) if n_t > 1 else 0.0
+            var_c = np.var(control_change, ddof=1) if n_c > 1 else 0.0
+
+            se = np.sqrt(var_t / n_t + var_c / n_c) if (n_t > 0 and n_c > 0) else 0.0
+
+            # Influence function for DR estimator
+            inf_treated = (treated_change - np.mean(treated_change)) / n_t
+            inf_control = (control_change - np.mean(control_change)) / n_c
+            inf_func = np.concatenate([inf_treated, -inf_control])
+
+        return att, se, inf_func
+
+    def get_params(self) -> Dict[str, Any]:
+        """Get estimator parameters (sklearn-compatible)."""
+        return {
+            "control_group": self.control_group,
+            "anticipation": self.anticipation,
+            "estimation_method": self.estimation_method,
+            "alpha": self.alpha,
+            "cluster": self.cluster,
+            "n_bootstrap": self.n_bootstrap,
+            "bootstrap_weights": self.bootstrap_weights,
+            # Deprecated but kept for backward compatibility
+            "bootstrap_weight_type": self.bootstrap_weight_type,
+            "seed": self.seed,
+            "rank_deficient_action": self.rank_deficient_action,
+            "base_period": self.base_period,
+        }
+
+    def set_params(self, **params) -> "CallawaySantAnna":
+        """Set estimator parameters (sklearn-compatible)."""
+        for key, value in params.items():
+            if hasattr(self, key):
+                setattr(self, key, value)
+            else:
+                raise ValueError(f"Unknown parameter: {key}")
+        return self
+
+    def summary(self) -> str:
+        """Get summary of estimation results."""
+        if not self.is_fitted_:
+            raise RuntimeError("Model must be fitted before calling summary()")
+        assert self.results_ is not None
+        return self.results_.summary()
+
+    def print_summary(self) -> None:
+        """Print summary to stdout."""
+        print(self.summary())