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[WIP] Add efficient DiD estimator (Chen, Sant'Anna & Xie 2025)#260

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[WIP] Add efficient DiD estimator (Chen, Sant'Anna & Xie 2025)#260
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@marcelortizv marcelortizv commented May 6, 2026

Status: Work in progress — opening as draft for early feedback

This branch adds an edid() function implementing the efficient
difference-in-differences estimator from Chen, Sant'Anna & Xie (2025).
I'm sharing now for directional feedback before polishing for review.

What's implemented

  • edid() user-facing entry point with the same signature pattern as att_gt()
    (yname, idname, tname, gname, xformla, control_group,
    anticipation, etc.)
  • No-covariate path: closed-form GMM aggregation of identifying DiD
    moments under PT-All / PT-Post / PT-Pre assumptions
  • Covariate path: doubly-robust AIPW formulation with sieve (B-spline)
    estimation of propensity ratios and conditional means, K-fold cross-fitting
  • Efficient influence function (EIF) computed for both paths; SEs and CIs
    derived from EIF plug-in (sqrt(sum(eif^2)/n^2))
  • Aggregations: simple, group, dynamic, calendar (mirrors aggte())
  • print(), summary(), and glance() methods

Tests

tests/testthat/ adds:

  • test-edid-nocov.R, test-edid-cov-basic.R, test-edid-cov-validation.R,
    test-edid-cov-formula.R, test-edid-cov-eif.R, test-edid-cov-variance.R
  • test-edid-pairs.R, test-edid-pairs-validation.R, test-edid-aggregate.R,
    test-edid-bootstrap.R, test-edid-inference.R, test-edid-integration.R,
    test-edid-validate.R

Currently FAIL 0 across the suite.

Benchmarks

benchmark/ contains:

  • edid_cov_sim.R — Monte Carlo for bias / SE / coverage of the covariate path
  • edid_sim_original.R — no-cov MC
  • compare_author_vs_edid.R, compare_att_gt_edid.R — head-to-head against att_gt()
  • generate_diffdiff_benchmark.py — Python reference (Sant'Anna's differences)
    cached to benchmark/data/*.csv

Still to do before this is review-ready

  • Vignette / ?edid examples
  • Bootstrap inference path (currently EIF plug-in only)
  • More exhaustive comparison vs. att_gt() on the canonical examples
  • Code organization pass — some of the edid-*.R split is rough
  • Commit history cleanup

marcelortizv and others added 12 commits April 11, 2026 15:19
@marcelortizv @claude
builder: implement edid() -- Efficient DiD estimator (no-covariate path)
9c08693 
Adds 14 new R source files implementing the Chen, Sant'Anna & Xie (2025)
Efficient DiD estimator for staggered-adoption balanced panels.

Key features:
- PT-All and PT-Post regimes via enumerate_valid_pairs_edid()
- Omega* covariance matrix and optimal inverse-covariance weights
- Cluster-robust SE via EIF sandwich formula
- Multiplier bootstrap (Rademacher, Mammen, Webb)
- WIF correction in overall/event-study/group aggregations
- edid_fit S3 class with print/summary/coef/vcov/as.data.frame methods
- Covariate and survey paths are clean stubs (stop with message)
- No new package dependencies (svd() replaces MASS::ginv)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@marcelortizv @claude
builder: fix 4 edid bugs (EIF centering, inference validity, bootstra…
aaec7fc 
…p field names)

- BUG-1: remove spurious `eif - att_gt` subtraction in compute_eif_nocov_edid();
  the score is already zero-mean by construction (each group contribution is demeaned)
- BUG-2: safe_inference_edid() now returns inference_valid=FALSE (with non-NA se
  but NA CIs/p-value) when att is non-finite, fixing the valid=TRUE/NA-CI inconsistency
- BUG-3: resolves automatically from BUG-1 fix
- BUG-4: rename overall_draws→overall_b, event_study_draws→event_study_b,
  group_draws→group_b in run_multiplier_bootstrap_edid() and update callers in edid.R

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@marcelortizv @claude
scriber: add edid() NEWS entry and architecture record
9266703 
Appended edid() feature bullet to NEWS.md under the 2.3.1.904 development
header. Produced ARCHITECTURE.md and log-entry.md in the run directory
documenting the EDiD module structure, panel_obj/edid_fit schemas, (g,t)
cell loop, PT-All vs PT-Post pair enumeration, Omega* construction,
aggregation/bootstrap flows, and 4 bug resolutions (BUG-1 through BUG-4).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@marcelortizv @claude
Add edid(): efficient DiD estimator (Chen, Sant'Anna & Xie 2025)
2a6c4ae 
Implements the efficient DiD estimator from Chen, Sant'Anna & Xie (2025)
supporting PT-All and PT-Post parallel trends assumptions.

Features (Priorities 1-6):
- Data validation and balanced-panel preprocessing
- Valid-pair enumeration for PT-All and PT-Post regimes
- Closed-form efficient DiD via inverse-covariance weights (no-cov path)
- Analytical EIF-based SEs (iid and cluster-robust)
- Overall, event-study, and group aggregation with WIF correction
- Multiplier bootstrap (Rademacher, Mammen, Webb) with cluster expansion

Deferred to follow-up: DR covariate path, survey support, Hausman pretest.
207 new edid tests pass; 777 full-suite pass; 0 regressions.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@marcelortizv @claude
Align edid() arguments with att_gt() conventions and add aggte_edid()
e4fe95d 
- Rename edid() args: outcome->yname, unit->idname, time->tname,
  first_treat->gname, alpha->alp, cluster->clustervars,
  n_bootstrap->bstrap+biters; control_group "never_treated"->"nevertreated"
- Add G=0->Inf auto-conversion so att_gt() datasets work directly
- Rewrite print.edid_fit() to MP-style ATT(g,t) table with sig codes
- summary.edid_fit() delegates to print then appends overall/ES/group
- Add bstrap field to edid_fit object for CI label selection
- Create R/edid-aggte.R: aggte_edid(), print/summary.AGGTEobj_edid
- Update compare_att_gt_edid.R: new arg names, drop G_edid column
- Update all edid test files to use renamed arguments

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@marcelortizv @claude
builder: fix PT-All pair enumeration -- remove never-treated as compa…
10af087 
…rison cohort

Replaces the PT-All loop in enumerate_valid_pairs_edid() to use only
treated cohorts as comparison cohorts (never-treated appears only as the
time control inside each moment). Self-pairs (gp==target_g) include
period_1 as a valid tpre (degenerate CS DiD); cross-pairs exclude it.
This eliminates T-1 redundant gp=Inf rows, resolves near-singular Omega,
and produces a correctly-specified analytical Omega for PT-All.

Also removes dead gp=Inf branches in compute_omega_star_nocov_edid(),
compute_generated_outcomes_nocov_edid(), and compute_eif_nocov_edid()
that handled the now-impossible Inf comparison cohort case. PT-Post
paths are unchanged.

ATT estimates match author's reference to < 1e-10; pair count for
cell (g=3, t=any) on 10-period 3-cohort data is 13 (was: 10 finite +
9 redundant Inf).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@marcelortizv
adding edid estimation feature without covariates
c699fbc
@marcelortizv @claude
builder: wire covariate path into edid() dispatcher
bc3edfb 
- Replace edid-covariates.R stub (stop() functions) with empty placeholder
- Add xformla argument to edid(), validate_edid_inputs(), prepare_edid_panel(), fit_edid_cells()
- Extract covariate_matrix in prepare_edid_panel() from xformla formula
- Add xformla/covariates validation in edid-validate.R (covariates now deprecated-errors)
- Dispatch to covariate EIF path (edid-cov.R + edid-cov-eif.R) when xformla is non-trivial
- Fix bs_objects NULL-sentinel bug in build_basis_matrix_edid/predict_basis_edid that broke cross-fitting

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@marcelortizv @claude
builder: write implementation.md and mailbox.md for covariate wiring …
5915a80 
…pass

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@marcelortizv
fix warning with covariates
7aa8a0c
@marcelortizv @claude
chore: clean up repo for draft PR
5d0ca5d 
Untrack personal working files (PDFs, audit/spec/plan markdown notes)
and move compare_att_gt_edid.R into benchmark/. Add the personal files
to .gitignore so they remain on disk locally but aren't shared, and to
.Rbuildignore (along with benchmark/) so they don't ship in the R
package build.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
@marcelortizv @claude
fix: Rd parsing errors and S3 generic mismatch breaking CI
811fcb3 
The R CMD check failed because:

- Roxygen plain-text math like (g', t_pre), [Y_s - Y_1 | G=g', X], and
  r_{g,Inf} confused the Rd parser (apostrophes interpreted as quoted
  strings, brackets as link targets, _{...} as markdown emphasis). Wrap
  these in \eqn{} or rename g' -> gp to match the variable name in code.
- as.data.frame.edid_fit() signature didn't match the as.data.frame()
  generic; add row.names/optional and move which after ... .

Also regenerate stale Rd files for the covariate-path functions.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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