diff --git a/docs/choosing_estimator.rst b/docs/choosing_estimator.rst index eb6366e..2261ace 100644 --- a/docs/choosing_estimator.rst +++ b/docs/choosing_estimator.rst @@ -276,8 +276,8 @@ differences helps interpret results and choose appropriate inference. - Bootstrap or placebo-based - Default uses bootstrap resampling. Set ``n_bootstrap=0`` for placebo-based inference using pre-treatment residuals. * - ``ContinuousDiD`` - - Analytical (default) - - Uses delta method SEs by default. Use ``n_bootstrap=199`` (or higher) for multiplier bootstrap inference with proper CIs. + - Analytical (influence function) + - Uses influence-function-based SEs by default. Use ``n_bootstrap=199`` (or higher) for multiplier bootstrap inference with proper CIs. **Recommendations by sample size:** diff --git a/docs/methodology/continuous-did.md b/docs/methodology/continuous-did.md index 15b6307..c1db943 100644 --- a/docs/methodology/continuous-did.md +++ b/docs/methodology/continuous-did.md @@ -298,7 +298,7 @@ ATT(d) +/- z_{0.975} * sigma_K(d) / sqrt(n) ### Summary parameter inference ACRT^{glob} plug-in estimator is sqrt(n)-consistent and asymptotically normal. -Standard errors via delta method or bootstrap. +Standard errors via influence functions or multiplier bootstrap. ---