iframe-proxy

igerber · 2026-05-31T10:13:25Z

Summary

Thread vcov_type="conley" (Conley 1999 spatial-HAC) through SunAbraham and WooldridgeDiD-OLS, mirroring the verified DiD/MPD/TWFE conley path. Pure threading — reuses the existing, already-conleyreg-validated solve_ols / conley.py machinery (no new variance code).
Both estimators: five conley_* constructor params + get_params/set_params; the shared _validate_conley_estimator_inputs front-door gate; reject conley + survey_design / weights / n_bootstrap>0; route conley through the within-transform (FWL) path with row-aligned coord/time/unit arrays built from the post-filter regression frame; drop the unit auto-cluster on the conley path (an explicit cluster= enables the spatial+cluster product kernel); Results gain conley_lag_cutoff + a Conley variance-label line in summary() (SunAbrahamResults also gains cluster_name). WooldridgeDiD conley is OLS-path-only (method ∈ {logit, poisson} stays rejected). Existing SEs are bit-identical (conley is purely additive on the math).
StackedDiD conley is NOT threaded — deferred for a methodology reason (the stacked design replicates each control unit across sub-experiments, so Conley would see same-unit copies at distance 0; no conleyreg analogue; paper-gated). Its prior "same shape as the SunAbraham follow-up" framing is corrected in the rejection message, REGISTRY, and TODO.

Methodology references (required if estimator / math changes)

Method name(s): Conley (1999) spatial-HAC variance, threaded through SunAbraham (Sun & Abraham 2021 interaction-weighted) and WooldridgeDiD (Wooldridge 2021/2023 ETWFE) OLS paths.
Paper / source link(s): Conley, T. G. (1999), GMM Estimation with Cross-Sectional Dependence, J. Econometrics 92(1). R-parity anchor for the underlying machinery: conleyreg (Düsterhöft 2021, CRAN v0.1.9). See docs/methodology/REGISTRY.md §ConleySpatialHAC and the SunAbraham / WooldridgeDiD variance-family sections.
Any intentional deviations from the source (and why): None new — reuses the existing conley machinery and its documented deviations (1-D radial Bartlett kernel; time-label normalization). StackedDiD conley deferred for methodology (unit replication breaks the spatial-distance interpretation; no reference implementation).

Validation

Tests added/updated: tests/test_conley_vcov.py (TestConleySunAbraham / TestConleyWooldridge) — the FWL-composability anchor (estimator within-transform conley SE == a hand-built full-dummy [intercept, treated*post, C(unit), C(time)] solve_ols conley SE at atol≈1e-7), within-period-spatial vs panel-serial paths, spatial+cluster product kernel, every rejection (survey / weights / n_bootstrap / logit / malformed validator inputs), unbalanced-panel alignment, cohort_trends=True (full-dummy), aggregations (group/calendar/event, incl. the cohort_trends combination), multi-cohort IW + delta-method event-study, control_group="never_treated", and get/set_params round-trip. Updated two stale conley-rejected-at-init tests (test_sun_abraham.py, test_wooldridge.py). 403 tests pass.
Backtest / simulation / notebook evidence (if applicable): N/A
Local AI review: codex (full standard mode, --force-fresh) — ✅ approved and defect-free across 5 rounds; every finding was test-coverage or doc-wording (all addressed).

Security / privacy

Confirm no secrets/PII in this PR: Yes

🤖 Generated with Claude Code

github-actions · 2026-05-31T10:20:58Z

Overall Assessment

✅ Looks good

Executive Summary

Affected methods: SunAbraham and WooldridgeDiD(method="ols") now thread the existing Conley (1999) spatial-HAC machinery through their OLS paths.
I did not find an undocumented methodology deviation, missing assumption check, or incorrect variance/SE path in the new Conley routing.
The implementation is consistent with the Methodology Registry and reuses the shared Conley validator and existing solve_ols/conley.py machinery rather than introducing new variance math.
Parameter propagation looks complete across constructor args, get_params(), fit-time routing, result metadata, and Wooldridge aggregation/summary surfaces.
StackedDiD non-support is now correctly documented as methodology-gated and tracked, so it is not a blocker.
P3 only: a few internal docstrings still describe the pre-PR routing and should be updated.
I could not execute tests locally because python -m pytest fails in this environment (No module named pytest).

Methodology

No findings. The shipped behavior documented in docs/methodology/REGISTRY.md:L1114-L1123 and docs/methodology/REGISTRY.md:L1590-L1595 matches the implementation in diff_diff/sun_abraham.py:L692-L705, diff_diff/sun_abraham.py:L1509-L1542, diff_diff/wooldridge.py:L685-L710, and diff_diff/wooldridge.py:L958-L1161. Unsupported compositions are fail-closed, not silently downgraded.
No findings. The StackedDiD Conley deferral is explicitly documented as a methodology limitation, not an implementation omission, in diff_diff/stacked_did.py:L208-L221, docs/methodology/REGISTRY.md:L1480-L1484, and TODO.md:L106-L106.

Code Quality

No findings. The new conley_* parameters are threaded through constructor state, get_params(), fit-time validation, and results metadata for both estimators in the changed code.

Performance

No findings. This PR reuses the existing Conley engine and only adds lightweight row-aligned array assembly; it does not introduce a second spatial-HAC implementation or a new high-cost variance path.

Maintainability

Severity: P3
Impact: A few internal docstrings still describe the pre-PR routing, which can mislead future reviewers about where Conley is supported and which path is used. See diff_diff/sun_abraham.py:L1351-L1359, diff_diff/wooldridge.py:L946-L953, and diff_diff/conley.py:L213-L215.
Concrete fix: Update those docstrings to mention vcov_type="conley", the Wooldridge cohort_trends=True full-dummy exception, and the expanded estimator consumers of _validate_conley_estimator_inputs.

Tech Debt

No findings. Deferred work is properly tracked, and the newly clarified StackedDiD limitation is already recorded in TODO.md, so it should not block this PR.

Security

No findings.

Documentation/Tests

No PR-level findings. The added coverage is aimed at the risky surfaces: FWL composability, rejected survey/bootstrap/non-OLS combinations, unbalanced-panel alignment, explicit cluster product-kernel behavior, Wooldridge aggregation, and cohort_trends=True in tests/test_conley_vcov.py:L3251-L3400 and tests/test_conley_vcov.py:L3435-L3640.
Reviewer note: I could not run the tests in this environment because pytest is not installed.

github-actions · 2026-05-31T10:28:39Z

🔁 AI review rerun (requested by @igerber)

Head SHA: 5c378f59881003f22cc3407d6d243cf57249f359

Overall Assessment

✅ Looks good

Executive Summary

Affected methods: Conley (1999) spatial-HAC is now threaded through SunAbraham and WooldridgeDiD(method="ols"); StackedDiD remains correctly fail-closed for a documented methodology reason.
I did not find an undocumented methodology deviation, missing assumption check, incorrect variance/SE path, or misleading NaN/inference behavior in the new Conley routing.
The implementation reuses the existing solve_ols / conley.py machinery rather than introducing new variance math, and the Methodology Registry now documents the shipped surfaces and the StackedDiD deferral.
Parameter propagation looks complete across constructor state, get_params(), fit-time validation, variance routing, and results metadata on both estimators.
Prior P3 docstring drift in diff_diff/conley.py, the SunAbraham routing docstring, and the Wooldridge OLS-routing docstring appears resolved.
P3 only: two class-level docstrings still describe the pre-PR status in diff_diff/sun_abraham.py:L480-L481 and diff_diff/stacked_did.py:L107-L109.
I could not execute the tests locally because python -m pytest fails in this environment with No module named pytest.

Methodology

No findings. The PR’s methodology change is Conley (1999) variance threading through Sun-Abraham IW and Wooldridge ETWFE-OLS, and the implementation stays within the documented registry contract: shared front-door validation in diff_diff/conley.py:L201-L315, SunAbraham Conley routing in diff_diff/sun_abraham.py:L687-L712 and diff_diff/sun_abraham.py:L1510-L1543, Wooldridge Conley routing in diff_diff/wooldridge.py:L685-L711, diff_diff/wooldridge.py:L1014-L1015, and diff_diff/wooldridge.py:L1130-L1164, with the shipped behavior documented in docs/methodology/REGISTRY.md:L1114-L1123 and docs/methodology/REGISTRY.md:L1590-L1594. The StackedDiD non-support is also properly documented as methodology-gated, not plumbing, in docs/methodology/REGISTRY.md:L1479-L1484 and TODO.md:L106-L106.

Code Quality

No findings. I did not see any new inline inference anti-patterns, and the new conley_* parameters are propagated through estimator state and results surfaces in diff_diff/sun_abraham.py:L550-L605, diff_diff/sun_abraham.py:L1317-L1318, diff_diff/sun_abraham.py:L2230-L2258, diff_diff/wooldridge.py:L361-L406, diff_diff/wooldridge.py:L480-L537, and diff_diff/wooldridge.py:L1475-L1505.

Performance

No findings. This PR adds lightweight row-aligned Conley array assembly on top of the existing Conley engine; it does not introduce a second spatial-HAC implementation. The only full-dummy Conley route is the already-documented cohort_trends=True Wooldridge path in diff_diff/wooldridge.py:L1014-L1078.

Maintainability

Severity: P3 [Newly identified]
Impact: Two class docstrings still describe the pre-PR surface and can mislead future users/reviewers. diff_diff/sun_abraham.py:L480-L481 still says Conley is “not yet wired up,” and diff_diff/stacked_did.py:L107-L109 still describes the StackedDiD rejection as a plumbing follow-up rather than the now-documented methodology deferral.
Concrete fix: Update those docstrings to match the shipped SunAbraham Conley support and the methodology-gated StackedDiD rejection already documented in docs/methodology/REGISTRY.md and TODO.md.

Tech Debt

No findings. The only intentional non-support in scope, StackedDiD(vcov_type="conley"), is explicitly tracked and documented as deferred methodology work rather than left as silent behavior: TODO.md:L106-L106.

Security

No findings.

Documentation/Tests

No blocker findings. The added tests cover the risky new surfaces: FWL composability, Conley + explicit cluster product kernel, survey/bootstrap/non-OLS rejection gates, unbalanced-panel alignment, Wooldridge aggregation paths, cohort_trends=True, and control_group="never_treated" in tests/test_conley_vcov.py:L3219-L3639, with constructor-surface updates in tests/test_sun_abraham.py:L1657-L1667 and tests/test_wooldridge.py:L1755-L1762.
Reviewer note: I could not run the test suite locally because python -m pytest -q tests/test_conley_vcov.py -k 'ConleySunAbraham or ConleyWooldridge' fails with No module named pytest.

github-actions · 2026-05-31T10:37:35Z

🔁 AI review rerun (requested by @igerber)

Head SHA: e6e1771997e76d2187d9cf74f43ca38d75f7f1df

Overall Assessment

✅ Looks good

Executive Summary

Affected methods: Conley (1999) spatial-HAC is now threaded through Sun-Abraham IW and Wooldridge ETWFE-OLS; StackedDiD remains correctly fail-closed for a documented methodology reason.
I did not find an undocumented methodology deviation, missing assumption check, incorrect variance/SE path, or misleading NaN/inference behavior in the changed code.
Both estimators reuse the existing solve_ols / conley.py machinery rather than introducing new variance math, and the Methodology Registry now matches the shipped surfaces.
Parameter propagation looks complete across constructor state, get_params(), fit-time validation, variance routing, and results metadata/summary.
The prior P3 docstring drift from the last AI review appears resolved.
I could not execute the tests in this environment because numpy and pytest are unavailable; syntax-only compile() checks on the changed library and test files passed.

Methodology

No findings. The updated registry contract and the implementation are aligned for both affected estimators: Sun-Abraham Conley routing is documented in REGISTRY.md, implemented via the shared Conley validator and within-transform routing in conley.py and sun_abraham.py, and threaded into the regression call in sun_abraham.py. Wooldridge’s OLS-only Conley contract, including the cohort_trends=True full-dummy route, is documented in REGISTRY.md and implemented in wooldridge.py, wooldridge.py, and wooldridge.py. The StackedDiD non-support is also now consistently documented as methodology-gated, not plumbing, in REGISTRY.md and stacked_did.py.

Code Quality

No findings. I did not see any new inline inference anti-patterns, and the new conley_* parameters are propagated through estimator state and get_params() on both surfaces in sun_abraham.py, sun_abraham.py, wooldridge.py, and wooldridge.py.

Performance

No findings. This PR adds only lightweight row-aligned Conley array assembly on top of the existing Conley backend; it does not introduce a second spatial-HAC implementation or an extra estimator-specific variance routine, as seen in sun_abraham.py and wooldridge.py.

Maintainability

No findings. The prior AI-review P3 docstring drift appears resolved in the Sun-Abraham estimator docs and the StackedDiD rejection text: sun_abraham.py, stacked_did.py, and stacked_did.py.

Tech Debt

No findings. The only intentional non-support in scope, StackedDiD(vcov_type="conley"), is explicitly tracked in TODO.md, so it is correctly treated as deferred methodology work rather than a blocker.

Security

No findings.

Documentation/Tests

No findings. The added tests cover the risky new surfaces: FWL composability, explicit cluster product-kernel behavior, survey/bootstrap rejection, unbalanced-panel alignment, Wooldridge aggregation paths, cohort_trends=True, and control_group="never_treated" in tests/test_conley_vcov.py. I could not run them locally because this environment lacks numpy and pytest; I was only able to perform syntax-only compile() checks, which passed for the changed library and test files.

… (defer StackedDiD) Thread Conley (1999) spatial-HAC variance through SunAbraham and WooldridgeDiD-OLS, mirroring the verified DiD/MPD/TWFE conley path. Pure threading — reuses the existing, already-conleyreg-validated solve_ols / conley.py machinery; no new variance code. Both estimators: - accept vcov_type="conley" + 5 conley_* constructor params (conley_coords, conley_cutoff_km, conley_metric, conley_kernel, conley_lag_cutoff) in __init__ + get_params/set_params - call the shared conley._validate_conley_estimator_inputs front-door gate (rejects conley + survey_design; checks coords/cutoff/unit/lag/cluster columns) with a literal inference="analytical" (neither estimator has a self.inference attr) - reject conley + n_bootstrap>0 (the multiplier/pairs bootstrap overrides the analytical sandwich; the shared validator only knows about wild_bootstrap) - route conley through the within-transform (FWL) path; build coord/time/unit arrays from the post-filter regression frame, row-aligned to the design - drop the unit auto-cluster on the conley path (an explicit cluster= enables the spatial+cluster product kernel) - carry conley_lag_cutoff on Results + a Conley variance-label line in summary() (SunAbrahamResults also gains cluster_name) WooldridgeDiD conley is OLS-path-only (the method != "ols" guard keeps it off logit/poisson). Existing SEs stay bit-identical (conley is purely additive). StackedDiD conley is NOT threaded — deferred for a methodology reason (the stacked design replicates units across sub-experiments, so Conley would see same-unit copies at distance 0; no conleyreg anchor; paper-gated). The prior "same shape as the SunAbraham follow-up" framing is corrected in the rejection message, REGISTRY, and TODO. Tests (tests/test_conley_vcov.py TestConleySunAbraham / TestConleyWooldridge): smoke (cross-sectional + panel finite SE, label, metadata), FWL-composability (the within-transform conley SE equals a full-dummy [intercept, treated*post, C(unit), C(time)] solve_ols conley SE at atol 1e-7 — the primary, non-tautological correctness anchor), conley+cluster product kernel, rejections (survey / n_bootstrap / weights / malformed validator inputs / logit), unbalanced-panel alignment, get/set_params round-trip. Docs: REGISTRY SA + WooldridgeDiD sections flipped to supported + a distinct non-survey OLS-sandwich entry in the Conley deferral-status note; CHANGELOG Added; TODO rows resolved + StackedDiD reclassified; llms-full.txt + param docstrings. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

github-actions · 2026-05-31T14:02:42Z

🔁 AI review rerun (requested by @igerber)

Head SHA: 2fa90f4c85d322839af1f6e2aa338090ccfadc3f

Overall Assessment

✅ Looks good

Executive Summary

Affected methods: Conley (1999) spatial-HAC is now threaded through SunAbraham and WooldridgeDiD(method="ols"); StackedDiD remains correctly fail-closed for a documented methodology reason.
No unmitigated P0/P1 issue surfaced in the changed estimator code, registry updates, or tests.
The PR reuses the existing solve_ols / conley.py machinery rather than introducing new variance math, and the shipped restrictions match the Methodology Registry.
Parameter propagation is complete across constructor state, fit-time validation, variance routing, result metadata, and summary labeling on both estimator surfaces.
The added tests hit the risky branches: FWL composability, explicit cluster product-kernel behavior, survey/bootstrap rejection, unbalanced-panel alignment, cohort_trends=True, aggregation paths, and control_group="never_treated".
Runtime verification was not possible here because numpy, pandas, scipy, and pytest are unavailable; validation is source inspection plus syntax-only compilation of the touched Python files.

Methodology

No findings. The Sun-Abraham and Wooldridge OLS Conley paths match the registry contract: shared front-door validation, documented survey/bootstrap/non-OLS rejections, unit auto-cluster drop on pure Conley, and routing through the within-transform or documented full-dummy path where required. References: diff_diff/conley.py:L201-L314, diff_diff/sun_abraham.py:L695-L715, diff_diff/sun_abraham.py:L1513-L1546, diff_diff/wooldridge.py:L691-L711, diff_diff/wooldridge.py:L958-L1164, docs/methodology/REGISTRY.md:L1114-L1123, docs/methodology/REGISTRY.md:L1590-L1597.

Code Quality

No findings.

Performance

No findings.

Maintainability

No findings.

Tech Debt

Severity: P3-informational. Impact: StackedDiD(vcov_type="conley") is now consistently treated as a methodology-gated deferral, and that deferral is tracked rather than left as an undocumented gap. Concrete fix: None. References: diff_diff/stacked_did.py:L107-L110, diff_diff/stacked_did.py:L209-L220, docs/methodology/REGISTRY.md:L1480-L1485, TODO.md:L106-L106.

Security

No findings.

Documentation/Tests

Severity: P3-informational. Impact: No documentation/test defect found in the diff; the new tests cover the main regression surfaces, but they were not executable in this environment because the runtime dependencies are missing. Concrete fix: None for the PR; rely on CI or a dependency-complete environment for runtime confirmation. References: tests/test_conley_vcov.py:L3219-L3640, tests/test_sun_abraham.py:L1657-L1667, tests/test_wooldridge.py:L1755-L1762.

igerber force-pushed the feature/conley-vcov-sandwich branch from b05a57b to 5c378f5 Compare May 31, 2026 10:22

igerber force-pushed the feature/conley-vcov-sandwich branch from 5c378f5 to e6e1771 Compare May 31, 2026 10:30

igerber added the ready-for-ci Triggers CI test workflows label May 31, 2026

igerber force-pushed the feature/conley-vcov-sandwich branch from e6e1771 to 2fa90f4 Compare May 31, 2026 13:54

igerber merged commit dd18dc5 into main May 31, 2026
26 checks passed

igerber deleted the feature/conley-vcov-sandwich branch May 31, 2026 15:24

igerber mentioned this pull request Jun 1, 2026

Bump version to 3.5.0 #516

Merged

Sunbelt Computer Software

PL/B Language Development and Support

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

Thread vcov_type="conley" through SunAbraham + WooldridgeDiD (defer StackedDiD)#503

Thread vcov_type="conley" through SunAbraham + WooldridgeDiD (defer StackedDiD)#503
igerber merged 1 commit into
mainfrom
feature/conley-vcov-sandwich

igerber commented May 31, 2026

Uh oh!

github-actions Bot commented May 31, 2026

Uh oh!

github-actions Bot commented May 31, 2026

Uh oh!

github-actions Bot commented May 31, 2026

Uh oh!

github-actions Bot commented May 31, 2026

Uh oh!

Uh oh!

Reviewers

Assignees

Labels

Projects

Milestone

Development

Uh oh!

1 participant

Sunbelt Computer Software

PL/B Language Development and Support

Conversation

igerber commented May 31, 2026

Summary

Methodology references (required if estimator / math changes)

Validation

Security / privacy

Uh oh!

github-actions Bot commented May 31, 2026

Uh oh!

github-actions Bot commented May 31, 2026

Uh oh!

github-actions Bot commented May 31, 2026

Uh oh!

github-actions Bot commented May 31, 2026

Uh oh!

Uh oh!

Reviewers

Assignees

Labels

Projects

Milestone

Development

Uh oh!

1 participant