Reimplement ImputationDiD pre-period coefficients using BJS Test 1 · igerber/diff-diff@b028e98 · GitHub
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Reimplement ImputationDiD pre-period coefficients using BJS Test 1
Address CI review P1: replace placebo-style residual averages with BJS Test 1 lead regression (Equation 9). Pre-period coefficients now come from within-transformed OLS on Omega_0 with cluster-robust SEs, consistent with pretrend_test(). This matches the cited methodology. - Add _compute_lead_coefficients() helper reused by both _pretrend_test() and _aggregate_event_study() - Remove placebo machinery: preperiod_weights, auxiliary residuals for pre-periods, covariate projection for pre-periods - Bootstrap no longer updates pre-period SEs (they come from lead regression) - Update REGISTRY.md to reference Test 1 / Equation 9 - Replace cross-estimator parity test with contract test against pretrend_test().lead_coefficients Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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