Add LPDiD (Local Projections DiD) estimator (Dube et al. 2025)#575

Merged

igerber merged 19 commits into

mainfrom

feature/lpdid-estimator

Jun 28, 2026

Commits on Jun 28, 2026

feat(lpdid): LP-DiD estimator source + tests (absorbing path, B1)

igerber
and
claude
committed
fix(lpdid): compute reweight/RA from realized sample; window validation; summary alpha

igerber
and
claude
committed
fix(lpdid): PMD baseline-column requirement + pooled pre-window validation

igerber
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claude
committed
fix(lpdid): no_composition post-only common sample; propagate rank_deficient_action

igerber
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claude
committed
fix(lpdid): label RA-path SEs as influence-function cluster variance

igerber
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claude
committed
fix(lpdid): pmd="max" excludes present-but-NaN pretreatment; lag controls warn

igerber
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claude
committed
fix(lpdid): value-based no_composition availability; pooled id check; lag metadata

igerber
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claude
committed
fix(lpdid): validate alpha + numeric time; headline n_clusters; remove dead code

igerber
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claude
committed
fix(lpdid): enforce integer-spaced time; reject string covariates + NaN clusters

igerber
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claude
committed
fix(lpdid): calendar-correct per-unit features via interior-grid reindex

igerber
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claude
committed
fix(lpdid): pmd="max" premean must not depend on the base row's own y_t

igerber
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claude
committed
fix(lpdid): RA absorbed-factor overlap check; document pooled estimand

igerber
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claude
committed
fix(lpdid): reserved-name guard; reorder arg validation; clarify control label

igerber
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docs(lpdid): serialize covariates/absorb in to_dict; document n_control_units

igerber
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claude
committed
fix(lpdid): enforce per-event-time clean-control support in default OLS path

igerber
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claude
committed
docs(lpdid): show ylags/dylags in summary; qualify SE + no_composition docs

igerber
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claude
committed
docs(lpdid): correct RA SE-convention validation wording (overclaim)

igerber
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claude
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docs(changelog): add LPDiD estimator to Unreleased

igerber
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claude
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fix(lpdid): RA path must not propagate NaN from dropped nuisance coefficients

igerber
and
claude
committed

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Add LPDiD (Local Projections DiD) estimator (Dube et al. 2025)#575

Add LPDiD (Local Projections DiD) estimator (Dube et al. 2025)#575
igerber merged 19 commits into
mainfrom
feature/lpdid-estimator

Commits on Jun 28, 2026

feat(lpdid): LP-DiD estimator source + tests (absorbing path, B1)

fix(lpdid): compute reweight/RA from realized sample; window validation; summary alpha

fix(lpdid): PMD baseline-column requirement + pooled pre-window validation

fix(lpdid): no_composition post-only common sample; propagate rank_deficient_action

fix(lpdid): label RA-path SEs as influence-function cluster variance

fix(lpdid): pmd="max" excludes present-but-NaN pretreatment; lag controls warn

fix(lpdid): value-based no_composition availability; pooled id check; lag metadata

fix(lpdid): validate alpha + numeric time; headline n_clusters; remove dead code

fix(lpdid): enforce integer-spaced time; reject string covariates + NaN clusters

fix(lpdid): calendar-correct per-unit features via interior-grid reindex

fix(lpdid): pmd="max" premean must not depend on the base row's own y_t

fix(lpdid): RA absorbed-factor overlap check; document pooled estimand

fix(lpdid): reserved-name guard; reorder arg validation; clarify control label

docs(lpdid): serialize covariates/absorb in to_dict; document n_control_units

fix(lpdid): enforce per-event-time clean-control support in default OLS path

docs(lpdid): show ylags/dylags in summary; qualify SE + no_composition docs

docs(lpdid): correct RA SE-convention validation wording (overclaim)

docs(changelog): add LPDiD estimator to Unreleased

fix(lpdid): RA path must not propagate NaN from dropped nuisance coefficients