diff-diff 3.4.1__tar.gz → 3.4.2__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {diff_diff-3.4.1 → diff_diff-3.4.2}/PKG-INFO +2 -2
- {diff_diff-3.4.1 → diff_diff-3.4.2}/README.md +1 -1
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/__init__.py +1 -1
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/chaisemartin_dhaultfoeuille.py +11 -6
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/chaisemartin_dhaultfoeuille_results.py +8 -3
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/conley.py +70 -19
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/guides/llms-full.txt +24 -3
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/guides/llms.txt +1 -1
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/honest_did.py +115 -52
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/imputation.py +127 -1
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/imputation_bootstrap.py +75 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/imputation_results.py +90 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/results.py +10 -1
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/spillover.py +299 -89
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/stacked_did.py +276 -22
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/stacked_did_results.py +29 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/staggered.py +424 -7
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/staggered_bootstrap.py +47 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/staggered_results.py +49 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/triple_diff.py +181 -28
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/two_stage.py +313 -87
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/wooldridge.py +806 -106
- diff_diff-3.4.2/diff_diff/wooldridge_results.py +850 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/pyproject.toml +1 -1
- {diff_diff-3.4.1 → diff_diff-3.4.2}/rust/Cargo.lock +7 -7
- {diff_diff-3.4.1 → diff_diff-3.4.2}/rust/Cargo.toml +1 -1
- diff_diff-3.4.1/diff_diff/wooldridge_results.py +0 -373
- {diff_diff-3.4.1 → diff_diff-3.4.2}/LICENSE +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/_backend.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/_guides_api.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/_nprobust_port.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/_reporting_helpers.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/agent_workflow.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/bacon.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/bootstrap_utils.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/business_report.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/chaisemartin_dhaultfoeuille_bootstrap.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/continuous_did.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/continuous_did_bspline.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/continuous_did_results.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/datasets.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/diagnostic_report.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/diagnostics.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/efficient_did.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/efficient_did_bootstrap.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/efficient_did_covariates.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/efficient_did_results.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/efficient_did_weights.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/estimators.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/guides/__init__.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/guides/llms-autonomous.txt +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/guides/llms-practitioner.txt +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/had.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/had_pretests.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/linalg.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/local_linear.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/power.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/practitioner.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/prep.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/prep_dgp.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/pretrends.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/profile.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/staggered_aggregation.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/staggered_triple_diff.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/staggered_triple_diff_results.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/sun_abraham.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/survey.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/synthetic_did.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/trop.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/trop_global.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/trop_local.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/trop_results.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/twfe.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/two_stage_bootstrap.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/two_stage_results.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/utils.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/visualization/__init__.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/visualization/_common.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/visualization/_continuous.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/visualization/_diagnostic.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/visualization/_event_study.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/visualization/_power.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/visualization/_staggered.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/diff_diff/visualization/_synthetic.py +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/rust/build.rs +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/rust/src/bootstrap.rs +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/rust/src/lib.rs +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/rust/src/linalg.rs +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/rust/src/trop.rs +0 -0
- {diff_diff-3.4.1 → diff_diff-3.4.2}/rust/src/weights.rs +0 -0
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- [SpilloverDiD](https://diff-diff.readthedocs.io/en/stable/api/spillover.html) - Butts (2021) ring-indicator spillover-aware DiD identifying direct effect on treated + per-ring spillover on near-control units; handles non-staggered and staggered timing; supports survey-design variance under `survey_design=` for HC1 / CR1 (Wave E.1 Binder TSL) and Conley (Wave E.2 panel-aware stratified-Conley sandwich on per-period PSU totals; extended in Wave E.2 follow-up to `conley_lag_cutoff > 0` via panel-block composition with within-PSU serial Bartlett HAC — `lag>0` requires an effective PSU via explicit `survey_design.psu` or injected `cluster=<col>`)
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- [SpilloverDiD](https://diff-diff.readthedocs.io/en/stable/api/spillover.html) - Butts (2021) ring-indicator spillover-aware DiD identifying direct effect on treated + per-ring spillover on near-control units; handles non-staggered and staggered timing; supports survey-design variance under `survey_design=` for HC1 / CR1 (Wave E.1 Binder TSL) and Conley (Wave E.2 panel-aware stratified-Conley sandwich on per-period PSU totals; extended in Wave E.2 follow-up to `conley_lag_cutoff > 0` via panel-block composition with within-PSU serial Bartlett HAC — `lag>0` requires an effective PSU via explicit `survey_design.psu` or injected `cluster=<col>`); `SurveyDesign.subpopulation()` preserves full-design `n_psu` / `df_survey` via zero-padded scores (Wave E.3, R `svyrecvar(subset())` form)
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- [ContinuousDiD](https://diff-diff.readthedocs.io/en/stable/api/continuous_did.html) - Callaway, Goodman-Bacon & Sant'Anna (2024) continuous treatment DiD with dose-response curves
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- [SpilloverDiD](https://diff-diff.readthedocs.io/en/stable/api/spillover.html) - Butts (2021) ring-indicator spillover-aware DiD identifying direct effect on treated + per-ring spillover on near-control units; handles non-staggered and staggered timing; supports survey-design variance under `survey_design=` for HC1 / CR1 (Wave E.1 Binder TSL) and Conley (Wave E.2 panel-aware stratified-Conley sandwich on per-period PSU totals; extended in Wave E.2 follow-up to `conley_lag_cutoff > 0` via panel-block composition with within-PSU serial Bartlett HAC — `lag>0` requires an effective PSU via explicit `survey_design.psu` or injected `cluster=<col>`)
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- [SpilloverDiD](https://diff-diff.readthedocs.io/en/stable/api/spillover.html) - Butts (2021) ring-indicator spillover-aware DiD identifying direct effect on treated + per-ring spillover on near-control units; handles non-staggered and staggered timing; supports survey-design variance under `survey_design=` for HC1 / CR1 (Wave E.1 Binder TSL) and Conley (Wave E.2 panel-aware stratified-Conley sandwich on per-period PSU totals; extended in Wave E.2 follow-up to `conley_lag_cutoff > 0` via panel-block composition with within-PSU serial Bartlett HAC — `lag>0` requires an effective PSU via explicit `survey_design.psu` or injected `cluster=<col>`); `SurveyDesign.subpopulation()` preserves full-design `n_psu` / `df_survey` via zero-padded scores (Wave E.3, R `svyrecvar(subset())` form)
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- de Chaisemartin, C. & D'Haultfoeuille, X. (2020). Two-Way Fixed Effects
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Estimators with Heterogeneous Treatment Effects. *American Economic
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Review*, 110(9), 2964-2996.
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- de Chaisemartin, C. & D'Haultfoeuille, X. (2022, revised July 2023).
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Difference-in-Differences Estimators of Intertemporal Treatment Effects.
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cohort-recentered plug-in variance formula implemented here.
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# REGISTRY.md ## ChaisemartinDHaultfoeuille L517 "Note (deviation
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This is the ``N_S`` denominator of ``DID_M`` under the library's
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observation sums). The AER 2020 paper's Equation 3 defines
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L517 for the full Note.
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Distinct cohorts ``(D_{g,1}, F_g, S_g)`` after filtering.
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Returns the K matrix with ``K[i, j] = 1 - |t_i - t_j| / (L + 1)`` for
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``0 < |t_i - t_j| <= L``, else 0. The lag-0 diagonal is excluded so
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double-counting the diagonal.
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Conley 1999 Eq 3.14's 2-D separable product window — see the methodology
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lock at :func:`_compute_conley_meat` for context.
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+
return ((lag_mat <= L) & (lag_mat != 0)).astype(np.float64) * (1.0 - lag_mat / (L + 1.0))
|
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+
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+
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+
def _validate_meat_psd(
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+
M: np.ndarray,
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*,
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error_msg: str,
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+
warning_template: str,
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stacklevel: int = 3,
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+
) -> None:
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"""Finite + PSD guard for sandwich meat matrices. Raises ``ValueError``
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+
on non-finite entries; warns ``UserWarning`` when ``min(eigvalsh(M)) <
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395
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+
-1e-12``.
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+
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+
Parameters
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+
----------
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+
error_msg
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400
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+
Message passed to ``ValueError`` on non-finite entries.
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+
warning_template
|
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402
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+
Format string for the negative-eigenvalue warning. May contain an
|
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+
``{eigval}`` placeholder; the caller embeds ``{eigval:.2e}`` directly
|
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404
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+
in the template so the helper formats the minimum eigenvalue with
|
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405
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+
scientific notation.
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+
stacklevel
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+
Frame count from inside ``_validate_meat_psd``: ``stacklevel=N``
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+
attributes the warning to the Nth caller above the helper itself.
|
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+
Default 3 covers a single intermediate frame (the helper's direct
|
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+
caller's caller); pass an explicit value matching call-site depth.
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+
"""
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+
if not np.all(np.isfinite(M)):
|
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+
raise ValueError(error_msg)
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+
eigvals = np.linalg.eigvalsh(M)
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|
+
if eigvals.size and eigvals.min() < -1e-12:
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+
warnings.warn(
|
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+
warning_template.format(eigval=eigvals.min()),
|
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+
UserWarning,
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+
stacklevel=stacklevel,
|
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+
)
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+
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+
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423
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def _compute_spatial_bartlett_meat_sparse(
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S: np.ndarray,
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coords: np.ndarray,
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@@ -957,37 +1012,33 @@ def _compute_conley_meat(
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957
1012
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mask_u = unit_arr == u_val
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1013
|
scores_u = scores[mask_u]
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1014
|
# Use dense panel-period codes (NOT raw labels) for lag math.
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960
|
-
|
|
961
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-
lag_mat = np.abs(t_u[:, None] - t_u[None, :])
|
|
962
|
-
K_u = ((lag_mat <= L) & (lag_mat != 0)).astype(np.float64) * (
|
|
963
|
-
1.0 - lag_mat / (L + 1.0)
|
|
964
|
-
)
|
|
1015
|
+
K_u = _serial_bartlett_kernel_matrix(time_codes[mask_u], L)
|
|
965
1016
|
meat += scores_u.T @ K_u @ scores_u
|
|
966
|
-
if not np.all(np.isfinite(meat)):
|
|
967
|
-
raise ValueError(
|
|
968
|
-
"Conley meat contains non-finite values; check residuals and "
|
|
969
|
-
"score matrix for NaN/Inf."
|
|
970
|
-
)
|
|
971
|
-
|
|
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1017
|
# PSD guard. Neither the uniform kernel (Conley 1999 fn 11) nor the
|
|
973
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|
# radial 1-D Bartlett specialization is formally PSD-guaranteed —
|
|
974
1019
|
# Conley's explicit PSD Bartlett formula (Eq 3.14) is the 2-D separable
|
|
975
1020
|
# product window, not the 1-D radial pairwise form that R `conleyreg`,
|
|
976
1021
|
# Stata `acreg`, and this implementation use. Check both kernels.
|
|
977
|
-
|
|
978
|
-
|
|
979
|
-
|
|
1022
|
+
# ``{eigval:.2e}`` is a literal placeholder for ``_validate_meat_psd``;
|
|
1023
|
+
# only ``{kernel!r}`` is interpolated by the f-string here.
|
|
1024
|
+
_validate_meat_psd(
|
|
1025
|
+
meat,
|
|
1026
|
+
error_msg=(
|
|
1027
|
+
"Conley meat contains non-finite values; check residuals and "
|
|
1028
|
+
"score matrix for NaN/Inf."
|
|
1029
|
+
),
|
|
1030
|
+
warning_template=(
|
|
980
1031
|
f"Conley meat with conley_kernel={kernel!r} has a materially "
|
|
981
|
-
|
|
1032
|
+
"negative eigenvalue ({eigval:.2e}); the variance "
|
|
982
1033
|
"estimator is not guaranteed PSD on this design. Both "
|
|
983
1034
|
"supported kernels (radial bartlett and uniform) are "
|
|
984
1035
|
"practitioner specializations of Conley 1999 and are not "
|
|
985
1036
|
"formally PSD-guaranteed; consider varying conley_cutoff_km "
|
|
986
1037
|
"or reviewing the design for collinearity / degenerate "
|
|
987
|
-
"residual structure."
|
|
988
|
-
|
|
989
|
-
|
|
990
|
-
|
|
1038
|
+
"residual structure."
|
|
1039
|
+
),
|
|
1040
|
+
stacklevel=4,
|
|
1041
|
+
)
|
|
991
1042
|
|
|
992
1043
|
return meat
|
|
993
1044
|
|
|
@@ -2,7 +2,7 @@
|
|
|
2
2
|
|
|
3
3
|
> A Python library for Difference-in-Differences causal inference analysis. Provides sklearn-like estimators with statsmodels-style output for econometric analysis.
|
|
4
4
|
|
|
5
|
-
- Version: 3.4.
|
|
5
|
+
- Version: 3.4.2
|
|
6
6
|
- Repository: https://github.com/igerber/diff-diff
|
|
7
7
|
- License: MIT
|
|
8
8
|
- Dependencies: numpy, pandas, scipy (no statsmodels dependency)
|
|
@@ -188,7 +188,7 @@ CallawaySantAnna(
|
|
|
188
188
|
anticipation: int = 0, # Anticipation periods
|
|
189
189
|
estimation_method: str = "dr", # "dr", "ipw", or "reg"
|
|
190
190
|
alpha: float = 0.05,
|
|
191
|
-
cluster: str | None = None, #
|
|
191
|
+
cluster: str | None = None, # Cluster col; activates CR1 on the IF via synthesized SurveyDesign(psu=col). None → per-unit IF.
|
|
192
192
|
n_bootstrap: int = 0, # 0 = analytical SEs, 999+ recommended
|
|
193
193
|
bootstrap_weights: str | None = None, # "rademacher", "mammen", or "webb"
|
|
194
194
|
seed: int | None = None,
|
|
@@ -196,6 +196,7 @@ CallawaySantAnna(
|
|
|
196
196
|
base_period: str = "varying", # "varying" or "universal"
|
|
197
197
|
cband: bool = True, # Simultaneous confidence bands
|
|
198
198
|
pscore_trim: float = 0.01, # Propensity score trimming bound
|
|
199
|
+
vcov_type: str = "hc1", # {"hc1"} only — IF-based variance per Callaway & Sant'Anna (2021). Analytical-sandwich {classical, hc2, hc2_bm} and conley REJECTED at __init__ (see REGISTRY.md IF-vs-sandwich subsection).
|
|
199
200
|
)
|
|
200
201
|
```
|
|
201
202
|
|
|
@@ -378,12 +379,14 @@ ImputationDiD(
|
|
|
378
379
|
anticipation: int = 0,
|
|
379
380
|
alpha: float = 0.05,
|
|
380
381
|
cluster: str | None = None, # Defaults to unit-level clustering
|
|
382
|
+
vcov_type: str = "hc1", # {"hc1"} only — IF-based variance per Borusyak et al. (2024) Theorem 3
|
|
381
383
|
n_bootstrap: int = 0, # 0 = analytical (Theorem 3 variance)
|
|
382
384
|
bootstrap_weights: str = "rademacher", # "rademacher", "mammen", or "webb"
|
|
383
385
|
seed: int | None = None,
|
|
384
386
|
rank_deficient_action: str = "warn",
|
|
385
387
|
horizon_max: int | None = None, # Max event-study horizon
|
|
386
388
|
aux_partition: str = "cohort_horizon", # "cohort_horizon", "cohort", or "horizon"
|
|
389
|
+
pretrends: bool = False, # Include pre-treatment horizons in event study
|
|
387
390
|
)
|
|
388
391
|
```
|
|
389
392
|
|
|
@@ -401,6 +404,7 @@ imp.fit(
|
|
|
401
404
|
covariates: list[str] = None,
|
|
402
405
|
aggregate: str = None, # None, "simple", "event_study", "group", or "all"
|
|
403
406
|
balance_e: int = None,
|
|
407
|
+
survey_design: SurveyDesign = None, # Optional design-based inference (pweight + analytical strata/PSU/FPC or replicate BRR/Fay/JK1/JKn/SDR)
|
|
404
408
|
) -> ImputationDiDResults
|
|
405
409
|
```
|
|
406
410
|
|
|
@@ -576,6 +580,7 @@ TripleDifference(
|
|
|
576
580
|
estimation_method: str = "dr", # "dr", "reg", or "ipw"
|
|
577
581
|
robust: bool = True,
|
|
578
582
|
cluster: str | None = None,
|
|
583
|
+
vcov_type: str = "hc1", # {"hc1"} only — IF-based variance per Ortiz-Villavicencio & Sant'Anna (2025). Analytical-sandwich {classical, hc2, hc2_bm} and conley REJECTED at __init__ (see REGISTRY.md IF-vs-sandwich subsection).
|
|
579
584
|
alpha: float = 0.05,
|
|
580
585
|
pscore_trim: float = 0.01,
|
|
581
586
|
rank_deficient_action: str = "warn",
|
|
@@ -743,6 +748,7 @@ StackedDiD(
|
|
|
743
748
|
alpha: float = 0.05,
|
|
744
749
|
anticipation: int = 0,
|
|
745
750
|
rank_deficient_action: str = "warn",
|
|
751
|
+
vcov_type: str = "hc1", # {"hc1","hc2_bm"}; classical/hc2 rejected (intrinsically clustered), conley deferred. survey_design=... requires hc1
|
|
746
752
|
)
|
|
747
753
|
```
|
|
748
754
|
|
|
@@ -966,6 +972,13 @@ WooldridgeDiD(
|
|
|
966
972
|
bootstrap_weights: str = "rademacher",
|
|
967
973
|
seed: int | None = None,
|
|
968
974
|
rank_deficient_action: str = "warn",
|
|
975
|
+
vcov_type: str = "hc1", # {"classical","hc1","hc2","hc2_bm"}; OLS path only.
|
|
976
|
+
# hc1 (default) preserves prior bit-equal within-transform CR1.
|
|
977
|
+
# hc2_bm auto-routes to full-dummy + clubSandwich WLS-CR2 algebra.
|
|
978
|
+
# classical/hc2 auto-drop the unit auto-cluster (one-way only);
|
|
979
|
+
# explicit cluster="X" + one-way raises at the linalg validator.
|
|
980
|
+
# conley deferred. method != "ols" requires hc1 (QMLE CR2-BM TBD).
|
|
981
|
+
# survey_design= requires hc1 (survey TSL overrides analytical).
|
|
969
982
|
)
|
|
970
983
|
```
|
|
971
984
|
|
|
@@ -1268,7 +1281,15 @@ ImputationDiDResults, TwoStageDiDResults, StackedDiDResults, and EfficientDiDRes
|
|
|
1268
1281
|
|
|
1269
1282
|
Each event study effect dict contains: `effect`, `se`, `t_stat`, `p_value`, `conf_int`, `n_obs` (or `n_groups`).
|
|
1270
1283
|
|
|
1271
|
-
**
|
|
1284
|
+
**Variance metadata** (`ImputationDiDResults` carries these; other staggered Results may surface a subset):
|
|
1285
|
+
|
|
1286
|
+
| Attribute | Type | Description |
|
|
1287
|
+
|-----------|------|-------------|
|
|
1288
|
+
| `vcov_type` | `str` | Variance estimator family (`"hc1"` for IF-based estimators; permanently narrow on `ImputationDiD` / `CallawaySantAnna` / `TripleDifference` per IF-vs-sandwich taxonomy) |
|
|
1289
|
+
| `cluster_name` | `str | None` | Effective cluster column name (e.g. `"unit"` for default `cluster=None`); `None` under survey designs (the survey block already names PSU/strata) |
|
|
1290
|
+
| `n_clusters` | `int | None` | Number of effective clusters; `None` under survey designs |
|
|
1291
|
+
|
|
1292
|
+
**Methods:** `summary()`, `print_summary()`, `to_dataframe()`, `to_dict()` (flat dict of headline aliases + `vcov_type` + conditional `cluster_name`/`n_clusters`/`n_bootstrap`/`inference_method`)
|
|
1272
1293
|
|
|
1273
1294
|
### ContinuousDiDResults
|
|
1274
1295
|
|
|
@@ -58,7 +58,7 @@ Full practitioner guide: call `diff_diff.get_llm_guide("practitioner")`
|
|
|
58
58
|
- [SunAbraham](https://diff-diff.readthedocs.io/en/stable/api/staggered.html): Sun & Abraham (2021) interaction-weighted estimator for heterogeneity-robust event studies
|
|
59
59
|
- [ImputationDiD](https://diff-diff.readthedocs.io/en/stable/api/imputation.html): Borusyak, Jaravel & Spiess (2024) imputation estimator — most efficient under homogeneous effects
|
|
60
60
|
- [TwoStageDiD](https://diff-diff.readthedocs.io/en/stable/api/two_stage.html): Gardner (2022) two-stage estimator with GMM sandwich variance
|
|
61
|
-
- [SpilloverDiD](https://diff-diff.readthedocs.io/en/stable/api/spillover.html): Butts (2021) ring-indicator spillover-aware DiD identifying direct effect on treated + per-ring spillover-on-control; reuses `conley_coords` for ring construction; handles non-staggered and staggered timing; supports `SurveyDesign(weights, strata, psu, fpc)` under `vcov_type="hc1"` with optional `cluster=<col>` for CR1 via Gerber (2026) Binder TSL (Wave E.1) and under `vcov_type="conley"` via a panel-aware stratified-Conley sandwich on per-period PSU totals (Wave E.2 cross-sectional `conley_lag_cutoff=0`) extended in Wave E.2 follow-up to `conley_lag_cutoff > 0` via panel-block composition with within-PSU serial Bartlett HAC (Newey-West 1987 separable form; `lag>0` requires an effective PSU via explicit `survey_design.psu` or injected `cluster=<col>`), both composed with the Wave D Gardner GMM correction (replicate weights queued as follow-up)
|
|
61
|
+
- [SpilloverDiD](https://diff-diff.readthedocs.io/en/stable/api/spillover.html): Butts (2021) ring-indicator spillover-aware DiD identifying direct effect on treated + per-ring spillover-on-control; reuses `conley_coords` for ring construction; handles non-staggered and staggered timing; supports `SurveyDesign(weights, strata, psu, fpc)` under `vcov_type="hc1"` with optional `cluster=<col>` for CR1 via Gerber (2026) Binder TSL (Wave E.1) and under `vcov_type="conley"` via a panel-aware stratified-Conley sandwich on per-period PSU totals (Wave E.2 cross-sectional `conley_lag_cutoff=0`) extended in Wave E.2 follow-up to `conley_lag_cutoff > 0` via panel-block composition with within-PSU serial Bartlett HAC (Newey-West 1987 separable form; `lag>0` requires an effective PSU via explicit `survey_design.psu` or injected `cluster=<col>`), both composed with the Wave D Gardner GMM correction; `SurveyDesign.subpopulation()` preserves full-design `n_psu` / `df_survey` via zero-padded scores at the meat-helper boundary (Wave E.3, R `svyrecvar(subset())` form) (replicate weights queued as follow-up)
|
|
62
62
|
- [SyntheticDiD](https://diff-diff.readthedocs.io/en/stable/api/estimators.html): Synthetic DiD combining standard DiD and synthetic control methods for few treated units
|
|
63
63
|
- [TripleDifference](https://diff-diff.readthedocs.io/en/stable/api/triple_diff.html): Triple difference (DDD) estimator for designs requiring two criteria for treatment eligibility
|
|
64
64
|
- [ContinuousDiD](https://diff-diff.readthedocs.io/en/stable/api/continuous_did.html): Callaway, Goodman-Bacon & Sant'Anna (2024) continuous treatment DiD with dose-response curves
|