panelmed 0.1.0__tar.gz

panelmed-0.1.0/.gitignore

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+__pycache__/
+*.py[cod]
+build/
+dist/
+*.egg-info/
+.pytest_cache/
+.venv/
+.ipynb_checkpoints/
+.coverage
+_SOURCES_NEEDED.md

panelmed-0.1.0/CHANGELOG.md

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+# Changelog
+
+## [0.1.0] - 2026-11-09
+
+### Added
+- DML-GMM estimator of the panel mediation model with two-way fixed effects
+  (Wu and Xiao, 2026, Algorithm 1): cross-fitting with an auxiliary fold,
+  penalised IV first stages, lagged residual instruments, stacked GMM.
+- Level effects (CDE, NDE, NIE, TE) and derivative effects (CDD, NDD, NID, TD)
+  with influence-function standard errors and joint Wald tests.
+- Cross-sectional bootstrap of the whole procedure.
+- Naive-GMM benchmark, two-step GMM with the Hansen J test, mediated share with
+  delta-method standard errors, paired comparison of specifications.
+- Text, LaTeX, Markdown and HTML tables; coefficient, decomposition, profile,
+  dose-response, surface and moment-diagnostic figures.
+- Monte Carlo data generator of the paper.

panelmed-0.1.0/CITATION.cff

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+cff-version: 1.2.0
+title: "panelmed: causal mediation analysis for panel data with double/debiased machine learning"
+message: "If you use this software, please cite it and the original paper."
+authors:
+  - family-names: Roudane
+    given-names: Merwan
+    email: merwanroudane920@gmail.com
+version: 0.1.0
+date-released: "2026-11-09"
+url: "https://github.com/merwanroudane/panelmed"
+license: MIT
+references:
+  - type: article
+    authors:
+      - family-names: Wu
+        given-names: Peikai
+      - family-names: Xiao
+        given-names: Zhiguo
+    title: "Causal Mediation Analysis for Panel Data with Double/Debiased Machine Learning"
+    journal: "arXiv preprint arXiv:2610.21339"
+    year: 2026
+    doi: "10.48550/arXiv.2610.21339"

panelmed-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 Merwan Roudane
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.