Skip to content

Fix ContinuousDiD SE method: influence function, not delta method #184

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
igerber merged 2 commits into from
Feb 22, 2026
Merged

Fix ContinuousDiD SE method: influence function, not delta method #184

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
a8ab183
Fix ContinuousDiD SE method: influence function, not delta method
igerber Feb 22, 2026
480fbe9
Fix methodology doc: influence functions, not delta method for Contin…
igerber Feb 22, 2026
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
4 changes: 2 additions & 2 deletions docs/choosing_estimator.rst
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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:**

Expand Down
2 changes: 1 addition & 1 deletion docs/methodology/continuous-did.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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.

---

Expand Down