StaggeredTripleDifference PR-A: Ortiz-Villavicencio & Sant'Anna (2025) paper review by igerber · Pull Request #499 · igerber/diff-diff · GitHub
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StaggeredTripleDifference PR-A: Ortiz-Villavicencio & Sant'Anna (2025) paper review#499

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StaggeredTripleDifference PR-A: Ortiz-Villavicencio & Sant'Anna (2025) paper review#499
igerber merged 1 commit into
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@igerber igerber commented May 30, 2026

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Summary

  • Adds docs/methodology/papers/ortiz-villavicencio-santanna-2025-review.md — the canonical scholarly review of arXiv:2505.09942v3 (Ortiz-Villavicencio & Sant'Anna 2025, Better Understanding Triple Differences Estimators), the shared primary source for the TripleDifference (Complete) and StaggeredTripleDifference (In Progress) estimators.
  • Full-paper, equal-depth review version-pinned to arXiv v3: §2 framework + four identifying assumptions (S / SO / NA / DDD-CPT); §3 the "three-not-two-DiDs" covariate result and the not-yet-treated-pooling bias; §4 nonparametric identification (Theorem 4.1 / Eq. 4.5), RA/IPW/DR estimands (Eqs. 4.1–4.4), the optimal-GMM combination across comparison cohorts (Eqs. 4.11–4.12, Remark 4.6 RIF), event-study/overall aggregation (Eqs. 4.13–4.14); influence-function inference (Theorem 4.2, Corollary 4.2); and the three empirical illustrations (§6).
  • Pins the ## TripleDifference and ## StaggeredTripleDifference REGISTRY Primary-source citations to arXiv v3 and adds a one-line Paper review on file: cross-reference (matching the Goodman-Bacon / Roth pattern) so the review is not orphaned.

This is wave 1 of a 2-PR methodology promotion for StaggeredTripleDifference (PR-A = paper review only). PR-B will add the paper-equation-anchored Verified Components tests, wire the R triplediff::ddd(panel=TRUE) parity goldens, formalize the documented deviations, and flip the tracker row to Complete.

Methodology references (required if estimator / math changes)

  • Method name(s): TripleDifference, StaggeredTripleDifference (DDD)
  • Paper / source link(s): Ortiz-Villavicencio, M., & Sant'Anna, P. H. C. (2025). Better Understanding Triple Differences Estimators. arXiv:2505.09942v3 — https://arxiv.org/abs/2505.09942v3
  • Any intentional deviations from the source (and why): None introduced. The review documents (does not change) three pre-existing implementation deviations already labelled in REGISTRY.md — comparison-cohort admissibility (R triplediff rule), aggregation-weight population, and per-cohort WIF — flagged for PR-B to formalize. All REGISTRY equation anchors were verified accurate against v3.

Validation

  • Tests added/updated: No test changes — paper-review-only PR; methodology tests + R parity land in PR-B.
  • Backtest / simulation / notebook evidence (if applicable): N/A (documentation only).
  • Local AI review (codex, --backend codex): 6 rounds, ✅ throughout; all actionable findings addressed. The round-6 P2/P3 were verified false positives (the reviewer cross-checked a different arXiv version's remark numbering — Remark 4.7 is correct in v3).

Security / privacy

  • Confirm no secrets/PII in this PR: Yes (secret scan clean; the paper PDF is kept outside the repo and is not committed).

🤖 Generated with Claude Code

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…) paper review

Add docs/methodology/papers/ortiz-villavicencio-santanna-2025-review.md — the
canonical scholarly review of arXiv:2505.09942v3 ("Better Understanding Triple
Differences Estimators"), the shared primary source for the TripleDifference
(Complete) and StaggeredTripleDifference (In Progress) estimators.

Full-paper, equal-depth review version-pinned to arXiv v3: framework + four
identifying assumptions (S/SO/NA/DDD-CPT), the "three-not-two-DiDs" covariate
result (§3.1) and the not-yet-treated-pooling bias (§3.2), nonparametric
identification (Theorem 4.1 / Eq. 4.5), RA/IPW/DR estimands (Eqs. 4.1-4.4),
the optimal-GMM combination across comparison cohorts (Eqs. 4.11-4.12,
Remark 4.6 RIF), event-study/overall aggregation (Eqs. 4.13-4.14), influence-
function inference (Theorem 4.2, Corollary 4.2), and the three empirical
illustrations. All REGISTRY equation anchors verified accurate against v3.

Also pins the TripleDifference and StaggeredTripleDifference REGISTRY
Primary-source citations to arXiv v3 and adds a one-line "Paper review on
file:" cross-reference (matching the Goodman-Bacon / Roth pattern) so the
review is not orphaned.

Paper-review wave 1 of the 2-PR methodology promotion; no source, test,
CHANGELOG, or tracker-promotion changes — those land in PR-B.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
@igerber igerber force-pushed the feature/staggered-triple-diff-paper-review branch from aad5174 to 3060009 Compare May 30, 2026 12:26
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@igerber igerber added the ready-for-ci Triggers CI test workflows label May 30, 2026
@igerber igerber merged commit 8002ae1 into main May 30, 2026
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@igerber igerber deleted the feature/staggered-triple-diff-paper-review branch May 30, 2026 12:44
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