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Remove jackknife variance estimation from TROP #124

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Merged
igerber merged 1 commit into from
Feb 1, 2026
Merged

Remove jackknife variance estimation from TROP #124

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7 changes: 7 additions & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -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
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7 changes: 2 additions & 5 deletions README.md
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Expand Up @@ -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
)
Expand Down Expand Up @@ -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
)
```
Expand All @@ -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 |
Expand All @@ -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:**
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