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

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gorgeousfish:feature/lwdid-estimator

Commits on Aug 19, 2026

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

gorgeousfish
authored and
igerber
committed
67ac8a8
fix(vcov): close hc3 escape hatches across shared estimator surfaces (WS7)
igerber
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73baea7
fix(lwdid): unify cohort normalization + treatment-design coherence (WS9)
igerber
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f77fe78
fix(lwdid): complete-case fixed-weight tau_omega + vcov-invariant routing (WS1)
igerber
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aeb96a6
fix(lwdid): seasonal transforms fail closed (WS2)
igerber
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e183dc8
fix(lwdid): bootstrap resampling integrity + cluster wiring + df rule (WS3)
igerber
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f8e3b4a
fix(lwdid): rebuild wild_cluster_bootstrap on the house WCR engine (WS4)
igerber
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e4f49ae
fix(lwdid): PSM caliper never averages out-of-caliper controls (WS5)
igerber
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eb524fa
fix(lwdid): vcov contract restriction + per-surface inference policy (WS6)
igerber
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7491d3a
fix(lwdid): explicit NaN validation, contributing-sample metadata, rank-coherent IF (WS8)
igerber
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3bf8bf0
fix(lwdid): sensitivity honesty + plotting conventions + result-surface polish (WS10)
igerber
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58d2f93
chore(lwdid): housekeeping, docs sweep, notebook re-execution (WS11)
igerber
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5c31948
style: pinned black/ruff/mypy pass over the fix wave (incl. the 3 contributor test files black 26.5.1 flagged)
igerber
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16e6a16
fix(lwdid): sensitivity helpers accept control_group (was silently swallowed)
igerber
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1efc99e
fix(lwdid): local-review round 1 - fail-closed inference guards + provenance
igerber
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9c2ae57
fix(lwdid): local-review round 2 - column-collision guard, n_jobs-invariant bootstrap, sensitivity scope
igerber
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60901b9
fix(lwdid): local-review round 3 - calendar seasons, PSM contract closure, bootstrap provenance
igerber
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696df1b
fix(lwdid): local-review round 4 - rank-aware advanced inference, NT cell minimum, observed anchors
igerber
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c2fbbe0
fix(lwdid): local-review round 5 - post-fit inference replays the fitted estimand
igerber
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cb36fa7
fix(lwdid+linalg): local-review round 6 - fweight leverage, fixed-window estimand, scale-equivariant guards
igerber
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55a9d8c
fix(lwdid): local-review round 7 - replay follows the fitted design; sensitivity runs the design check
igerber
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eb1cf1a
fix(lwdid): local-review round 8 - onset-derived calendar partition, design-check tolerance, front-door dtype guards
igerber
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8828023
fix(lwdid): local-review round 9 - one event-time convention, onset propagation, finite outcomes
igerber
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d2cb349
fix(lwdid+linalg): local-review round 10 - hc3 guard ordering, sensitivity coherence, drop accounting
igerber
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c303ea5
fix(lwdid): local-review round 11 - propensity linearization, reduced-rank IPW/DR, identified-rank gate, tutorial refresh
igerber
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1d756e0
fix(lwdid): local-review round 12 - rank-aware DR nuisances, identified n_params, survivor cohort masses
igerber
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8f13ae1
fix(lwdid): local-review round 13 - scale-equilibrated influence bread, effective-rank guard
igerber
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6583f4a
fix(lwdid): local-review round 14 - finite numeric time, normality-claim wording
igerber
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08df8bf
docs(lwdid): local-review round 15 - constructor docstring completeness
igerber
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42e8f68
fix(lwdid): local-review round 16 - degenerate event vcov exclusion, k_min=1, fail-closed provenance
igerber
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d480e38
fix(lwdid): local-review round 17 - shared rank convention in the RA gates
igerber
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0a05911
fix(lwdid): local-review round 18 - shared time-scale validator, RI validation order
igerber
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59fe288
fix(lwdid): local-review round 19 - PSM reduced-rank continuation; family-consistent bootstrap documented
igerber
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8a24e25
fix(lwdid): local-review round 20 - PSM df exemption, empty-cohort diagnostics, ordered chronology
igerber
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7576a56
fix(lwdid): local-review round 21 - hc2 surface fail-closed, headline SE guard, fitted-interval plots
igerber
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6deded2
fix(lwdid): local-review round 22 - scalar alpha validation
igerber
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c0b8591
fix(lwdid): local-review round 23 - contributing-unit cohort masses, cohort= plotting, validator errors
igerber
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a62006f

Commits on Aug 20, 2026