From a8ab183cfca71221c89e3db39eb42757c0a6b49a Mon Sep 17 00:00:00 2001 From: igerber Date: Sun, 22 Feb 2026 18:21:38 -0500 Subject: [PATCH 1/2] Fix ContinuousDiD SE method: influence function, not delta method Co-Authored-By: Claude Opus 4.6 --- docs/choosing_estimator.rst | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) 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:** From 480fbe93cc7e3547a4d091fa678d195926fb6a16 Mon Sep 17 00:00:00 2001 From: igerber Date: Sun, 22 Feb 2026 18:26:39 -0500 Subject: [PATCH 2/2] Fix methodology doc: influence functions, not delta method for ContinuousDiD SEs Co-Authored-By: Claude Opus 4.6 --- docs/methodology/continuous-did.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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. ---