Fix rank-deficient matrix handling in OLS solver#91

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igerber merged 19 commits intomainfrom

fix/rank-deficient-matrix-handling

Jan 20, 2026

Commits on Jan 20, 2026

Fix rank-deficient matrix handling in OLS solver

igerber
and
claude
committed
Implement R-style rank deficiency handling instead of silent SVD truncation

igerber
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claude
committed
Address code review feedback for R-style rank deficiency handling

igerber
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claude
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Use dedicated simultaneous-treatment dataset for MultiPeriodDiD tutorial

igerber
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Address third round of code review feedback

igerber
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claude
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Address fourth round of code review feedback

igerber
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Address fifth round of code review feedback

igerber
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Address P2 and P3 issues from code review

igerber
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Address P3 review feedback: skip_rank_check, TWFE warnings, tests, docs

igerber
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Fix MultiPeriodDiD rank-deficient vcov/df computation (P1)

igerber
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claude
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Document P3 issues in TODO.md: check_finite bypass limitation

igerber
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Align rank tolerance with R's lm() default (P1)

igerber
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Fix test_near_collinear_covariates for new R-style tolerance

igerber
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claude
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Fix average ATT inference for rank-deficient designs (P1) and docstring (P3)

igerber
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claude
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R-style NA propagation for avg_att (P1) and scipy_lstsq tolerance (P1)

igerber
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claude
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Expose rank_deficient_action parameter at estimator level (P2)

igerber
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claude
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Propagate rank_deficient_action to all estimators (P2)

igerber
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Add REGISTRY.md docs and Rust NaN vcov fallback (P1, P2)

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Fix get_params() and NaN vcov fallback (P2 round 2)

igerber
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claude
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Fix rank-deficient matrix handling in OLS solver#91

Fix rank-deficient matrix handling in OLS solver#91
igerber merged 19 commits intomainfrom
fix/rank-deficient-matrix-handling

Commits on Jan 20, 2026

Fix rank-deficient matrix handling in OLS solver

Implement R-style rank deficiency handling instead of silent SVD truncation

Address code review feedback for R-style rank deficiency handling

Use dedicated simultaneous-treatment dataset for MultiPeriodDiD tutorial

Address third round of code review feedback

Address fourth round of code review feedback

Address fifth round of code review feedback

Address P2 and P3 issues from code review

Address P3 review feedback: skip_rank_check, TWFE warnings, tests, docs

Fix MultiPeriodDiD rank-deficient vcov/df computation (P1)

Document P3 issues in TODO.md: check_finite bypass limitation

Align rank tolerance with R's lm() default (P1)

Fix test_near_collinear_covariates for new R-style tolerance

Fix average ATT inference for rank-deficient designs (P1) and docstring (P3)

R-style NA propagation for avg_att (P1) and scipy_lstsq tolerance (P1)

Expose rank_deficient_action parameter at estimator level (P2)

Propagate rank_deficient_action to all estimators (P2)

Add REGISTRY.md docs and Rust NaN vcov fallback (P1, P2)

Fix get_params() and NaN vcov fallback (P2 round 2)