Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
21 changes: 21 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,26 @@ 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).

## [2.4.0] - 2026-02-16

### Added
- **Gardner (2022) Two-Stage DiD estimator** (`TwoStageDiD`)
- Two-stage estimator: (1) estimate unit+time FE on untreated obs, (2) regress residualized outcomes on treatment indicators
- `TwoStageDiDResults` with overall ATT, event study, group effects, per-observation treatment effects
- `TwoStageBootstrapResults` for multiplier bootstrap inference on GMM influence function
- `two_stage_did()` convenience function for quick estimation
- Point estimates identical to ImputationDiD; different variance estimator (GMM sandwich vs. conservative)
- No finite-sample adjustments (raw asymptotic sandwich, matching R `did2s`)
- Proposition 5 detection for unidentified long-run horizons without never-treated units

### Changed
- Workflow improvements to reduce PR review rounds

### Fixed
- Zero-observation horizons/cohorts producing se=0 instead of NaN in TwoStageDiD
- Edge case fixes for TwoStageDiD (PR review feedback)
- Grep PCRE patterns updated to use POSIX character classes

## [2.3.2] - 2026-02-16

### Added
Expand Down Expand Up @@ -719,6 +739,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- `to_dict()` and `to_dataframe()` export methods
- `is_significant` and `significance_stars` properties

[2.4.0]: https://github.com/igerber/diff-diff/compare/v2.3.2...v2.4.0
[2.3.2]: https://github.com/igerber/diff-diff/compare/v2.3.1...v2.3.2
[2.3.1]: https://github.com/igerber/diff-diff/compare/v2.3.0...v2.3.1
[2.3.0]: https://github.com/igerber/diff-diff/compare/v2.2.1...v2.3.0
Expand Down
2 changes: 1 addition & 1 deletion diff_diff/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -148,7 +148,7 @@
load_mpdta,
)

__version__ = "2.3.2"
__version__ = "2.4.0"
__all__ = [
# Estimators
"DifferenceInDifferences",
Expand Down
2 changes: 1 addition & 1 deletion pyproject.toml
Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ build-backend = "maturin"

[project]
name = "diff-diff"
version = "2.3.2"
version = "2.4.0"
description = "A library for Difference-in-Differences causal inference analysis"
readme = "README.md"
license = "MIT"
Expand Down
2 changes: 1 addition & 1 deletion rust/Cargo.toml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
[package]
name = "diff_diff_rust"
version = "2.3.2"
version = "2.4.0"
edition = "2021"
description = "Rust backend for diff-diff DiD library"
license = "MIT"
Expand Down