feat: add LWDiD estimator (Lee & Wooldridge 2025, 2026) - #588

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gorgeousfish wants to merge 35 commits into

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gorgeousfish:feature/lwdid-estimator

Commits on Aug 10, 2026

feat: add LWDiD estimator (Lee & Wooldridge 2025, 2026)

gorgeousfish
and
claude
committed
9eecfda
fix(lwdid): Step 2 — address maintainer review
gorgeousfish
committed
54ac4ed
docs(tutorial): execute 27_lwdid notebook with outputs
gorgeousfish
committed
0d26cf0
fix(lwdid): Step 2 final — IPWRA event-study, mypy zero, tutorial outputs
gorgeousfish
committed
7118e53
refactor(lwdid): put LWDiDResults on the shared results contract

gorgeousfish
and
cursoragent
committed
1c1332d
fix(lwdid): build staggered cells per (g,t) and aggregate them jointly

gorgeousfish
and
cursoragent
committed
7b6b419
test(lwdid): cover cohort-time cells, joint inference and the aggregate contract

committed
f3b9548
docs(lwdid): register the staggered module and the never-treated replication note

gorgeousfish
and
cursoragent
committed
633379f
refactor(lwdid): inherit BaseEstimator, drop manual get/set_params
gorgeousfish
committed
e771e77
refactor(lwdid): adopt canonical fit vocabulary and register naming-guard surfaces
gorgeousfish
committed
f9d6bb3
fix(lwdid): align event_study aggregate with upstream schema
gorgeousfish
committed
72f4be2
docs(lwdid): register tutorial and homepage rows for docs-IA guards
gorgeousfish
committed
b2970a2
fix(lwdid): unified vectorized treatment-design validation
gorgeousfish
committed
36d9184
fix(lwdid): per-cohort pre-period in transformation diagnostics
gorgeousfish
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2253723
docs(lwdid): move clustering advisory to REGISTRY; remove module
gorgeousfish
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a270a25
refactor(lwdid): scope sensitivity to T0 + no-anticipation
gorgeousfish
committed
76d0987
refactor(lwdid): retire trend pre-tests superseded by placebo machinery
gorgeousfish
committed
5145010
docs(tutorial): re-execute 27_lwdid with outputs
gorgeousfish
committed
492115d
docs: use staggered interface in choosing_estimator LWDiD example
gorgeousfish
committed
8e45e0b
fix(lwdid): native time-scale pre-period identification + review polish
gorgeousfish
committed
1ca6f57
fix(lwdid): use residual-based influence for cross-cell classical covariance
gorgeousfish
committed
152faac
fix(lwdid): reject all-eventually-treated designs instead of truncating
gorgeousfish
committed
65205fd
fix(lwdid): reject time-varying covariates in staggered designs
gorgeousfish
committed
50c8083
fix(lwdid): count ties as extreme in randomization-inference p-values
gorgeousfish
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7911ad0
fix(lwdid): report failed sensitivity fits as not_estimable
gorgeousfish
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23d4f9f
fix(lwdid): honor the cohort parameter in recommend_transformation
gorgeousfish
committed
aa05797
fix(lwdid): make LWDiDResults.to_dict() JSON-serializable
gorgeousfish
committed
b93cd24
docs(lwdid): fix malformed RST table and stale staggered examples
gorgeousfish
committed
1a6cff8
fix(lwdid): support datetime and Period time scales in staggered fits
gorgeousfish
committed
934a1fa
fix(lwdid): resolve cluster column lookup when cluster equals unit
gorgeousfish
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566dccc
test(lwdid): align equivalence aggregation with LW 2026 eq 7.19
gorgeousfish
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e59ea54
fix(lwdid): serialize datetime labels in to_dict
gorgeousfish
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79c4250
docs(lwdid): document staggered contract tightenings + changelog
gorgeousfish
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7beb428
docs(lwdid): explain not_estimable robustness level in tutorial
gorgeousfish
committed
787b41c
test(lwdid): pin NaT -> None serialization contract
gorgeousfish
committed
556a5d6

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feat: add LWDiD estimator (Lee & Wooldridge 2025, 2026) - #588

feat: add LWDiD estimator (Lee & Wooldridge 2025, 2026)#588
gorgeousfish wants to merge 35 commits into
igerber:mainfrom
gorgeousfish:feature/lwdid-estimator

Commits on Aug 10, 2026

feat: add LWDiD estimator (Lee & Wooldridge 2025, 2026)

fix(lwdid): Step 2 — address maintainer review

docs(tutorial): execute 27_lwdid notebook with outputs

fix(lwdid): Step 2 final — IPWRA event-study, mypy zero, tutorial outputs

refactor(lwdid): put LWDiDResults on the shared results contract

fix(lwdid): build staggered cells per (g,t) and aggregate them jointly

test(lwdid): cover cohort-time cells, joint inference and the aggregate contract

docs(lwdid): register the staggered module and the never-treated replication note

refactor(lwdid): inherit BaseEstimator, drop manual get/set_params

refactor(lwdid): adopt canonical fit vocabulary and register naming-guard surfaces

fix(lwdid): align event_study aggregate with upstream schema

docs(lwdid): register tutorial and homepage rows for docs-IA guards

fix(lwdid): unified vectorized treatment-design validation

fix(lwdid): per-cohort pre-period in transformation diagnostics

docs(lwdid): move clustering advisory to REGISTRY; remove module

refactor(lwdid): scope sensitivity to T0 + no-anticipation

refactor(lwdid): retire trend pre-tests superseded by placebo machinery

docs(tutorial): re-execute 27_lwdid with outputs

docs: use staggered interface in choosing_estimator LWDiD example

fix(lwdid): native time-scale pre-period identification + review polish

fix(lwdid): use residual-based influence for cross-cell classical covariance

fix(lwdid): reject all-eventually-treated designs instead of truncating

fix(lwdid): reject time-varying covariates in staggered designs

fix(lwdid): count ties as extreme in randomization-inference p-values

fix(lwdid): report failed sensitivity fits as not_estimable

fix(lwdid): honor the cohort parameter in recommend_transformation

fix(lwdid): make LWDiDResults.to_dict() JSON-serializable

docs(lwdid): fix malformed RST table and stale staggered examples

fix(lwdid): support datetime and Period time scales in staggered fits

fix(lwdid): resolve cluster column lookup when cluster equals unit

test(lwdid): align equivalence aggregation with LW 2026 eq 7.19

fix(lwdid): serialize datetime labels in to_dict

docs(lwdid): document staggered contract tightenings + changelog

docs(lwdid): explain not_estimable robustness level in tutorial

test(lwdid): pin NaT -> None serialization contract