Merge pull request #124 from igerber/trop-remove-jacknife

Remove jackknife variance estimation from TROP

Author: igerber

CHANGELOG.md

@@ -5,6 +5,13 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [Unreleased]
+
+### Removed
+- **TROP `variance_method` parameter** — Jackknife variance estimation removed.
+  Bootstrap (the only method specified in Athey et al. 2025) is now always used.
+  The `variance_method` field has also been removed from `TROPResults`.
+
 ## [2.2.0] - 2026-01-27
 
 ### Added

README.md

@@ -1274,7 +1274,6 @@ TROP(
     max_iter=100,               # Max iterations for factor estimation
     tol=1e-6,                   # Convergence tolerance
     alpha=0.05,                 # Significance level
-    variance_method='bootstrap', # 'bootstrap' or 'jackknife'
     n_bootstrap=200,            # Bootstrap replications
     seed=None                   # Random seed
 )
@@ -1874,8 +1873,7 @@ TROP(
     max_iter=100,              # Max iterations for factor estimation
     tol=1e-6,                  # Convergence tolerance
     alpha=0.05,                # Significance level for CIs
-    variance_method='bootstrap',  # 'bootstrap' or 'jackknife'
-    n_bootstrap=200,           # Bootstrap/jackknife iterations
+    n_bootstrap=200,           # Bootstrap replications
     seed=None                  # Random seed
 )
 ```
@@ -1899,7 +1897,7 @@ Note: TROP infers treatment periods from the treatment indicator column. The tre
 | Attribute | Description |
 |-----------|-------------|
 | `att` | Average Treatment effect on the Treated |
-| `se` | Standard error (bootstrap or jackknife) |
+| `se` | Standard error (bootstrap) |
 | `t_stat` | T-statistic |
 | `p_value` | P-value |
 | `conf_int` | Confidence interval |
@@ -1918,7 +1916,6 @@ Note: TROP infers treatment periods from the treatment indicator column. The tre
 | `loocv_score` | LOOCV score for selected parameters |
 | `n_pre_periods` | Number of pre-treatment periods |
 | `n_post_periods` | Number of post-treatment periods |
-| `variance_method` | Variance estimation method |
 | `bootstrap_distribution` | Bootstrap distribution (if bootstrap) |
 
 **Methods:**