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igerber merged 2 commits into from
Mar 15, 2026
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Document estimator aliases for user discoverability #198

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Document estimator aliases for user discoverability
igerber Mar 15, 2026
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igerber Mar 15, 2026
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2 changes: 1 addition & 1 deletion CHANGELOG.md
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Expand Up @@ -21,7 +21,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [2.6.1] - 2026-03-08

### Added
- Short aliases for all estimators (e.g., `DID`, `TWFE`, `MPID`, `CSAN`, `SDID`)
- Short aliases for all estimators (e.g., `DiD`, `TWFE`, `EventStudy`, `CS`, `SDiD`)

### Changed
- Update roadmap for v2.6.0: reflect completed work and refresh priorities
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24 changes: 23 additions & 1 deletion README.md
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Expand Up @@ -20,7 +20,7 @@ pip install -e .

```python
import pandas as pd
from diff_diff import DifferenceInDifferences
from diff_diff import DifferenceInDifferences # or: DiD

# Create sample data
data = pd.DataFrame({
Expand Down Expand Up @@ -84,6 +84,28 @@ Signif. codes: '***' 0.001, '**' 0.01, '*' 0.05, '.' 0.1
- **Data prep utilities**: Helper functions for common data preparation tasks
- **Validated against R**: Benchmarked against `did`, `synthdid`, and `fixest` packages (see [benchmarks](docs/benchmarks.rst))

## Estimator Aliases

All estimators have short aliases for convenience:

| Alias | Full Name | Method |
|-------|-----------|--------|
| `DiD` | `DifferenceInDifferences` | Basic 2x2 DiD |
| `TWFE` | `TwoWayFixedEffects` | Two-way fixed effects |
| `EventStudy` | `MultiPeriodDiD` | Event study / multi-period |
| `CS` | `CallawaySantAnna` | Callaway & Sant'Anna (2021) |
| `SA` | `SunAbraham` | Sun & Abraham (2021) |
| `BJS` | `ImputationDiD` | Borusyak, Jaravel & Spiess (2024) |
| `Gardner` | `TwoStageDiD` | Gardner (2022) two-stage |
| `SDiD` | `SyntheticDiD` | Synthetic DiD |
| `DDD` | `TripleDifference` | Triple difference |
| `CDiD` | `ContinuousDiD` | Continuous treatment DiD |
| `Stacked` | `StackedDiD` | Stacked DiD |
| `Bacon` | `BaconDecomposition` | Goodman-Bacon decomposition |
| `EDiD` | `EfficientDiD` | Efficient DiD |

`TROP` already uses its short canonical name and needs no alias.

## Tutorials

We provide Jupyter notebook tutorials in `docs/tutorials/`:
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20 changes: 10 additions & 10 deletions docs/api/estimators.rst
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Expand Up @@ -25,8 +25,8 @@ Most estimators have short aliases (``TROP`` already uses its short canonical na

.. module:: diff_diff.estimators

DifferenceInDifferences
-----------------------
DifferenceInDifferences (alias: ``DiD``)
----------------------------------------

Basic 2x2 DiD estimator.

Expand All @@ -44,8 +44,8 @@ Basic 2x2 DiD estimator.
~DifferenceInDifferences.get_params
~DifferenceInDifferences.set_params

MultiPeriodDiD
--------------
MultiPeriodDiD (alias: ``EventStudy``)
--------------------------------------

Event study estimator with period-specific treatment effects.

Expand All @@ -55,8 +55,8 @@ Event study estimator with period-specific treatment effects.
:show-inheritance:
:inherited-members:

TwoWayFixedEffects
------------------
TwoWayFixedEffects (alias: ``TWFE``)
-------------------------------------

Panel DiD with unit and time fixed effects.

Expand All @@ -68,8 +68,8 @@ Panel DiD with unit and time fixed effects.
:show-inheritance:
:inherited-members:

SyntheticDiD
------------
SyntheticDiD (alias: ``SDiD``)
------------------------------

Synthetic control combined with DiD (Arkhangelsky et al. 2021).

Expand All @@ -81,8 +81,8 @@ Synthetic control combined with DiD (Arkhangelsky et al. 2021).
:show-inheritance:
:inherited-members:

TripleDifference
----------------
TripleDifference (alias: ``DDD``)
----------------------------------

Triple Difference (DDD) estimator for settings where treatment requires two criteria
(Ortiz-Villavicencio & Sant'Anna, 2025).
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9 changes: 7 additions & 2 deletions docs/quickstart.rst
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Expand Up @@ -22,8 +22,13 @@ The simplest DiD design has two groups (treated/control) and two periods (pre/po
import pandas as pd
from diff_diff import DifferenceInDifferences, generate_did_data

# Tip: most estimators have short aliases, e.g. DiD, TWFE, CS, DDD
# from diff_diff import DiD
.. tip::

Most estimators have short aliases for convenience — e.g.
``from diff_diff import DiD, TWFE, CS, DDD``.
See the :doc:`API reference <api/estimators>` for the full list.

.. code-block:: python

# Generate synthetic data with a known treatment effect
data = generate_did_data(
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