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Changelog

Source: NEWS.md

fastdid 1.0.7

  • Fixed the double DiD control set of the DiD case: with M >= 3 events a control cohort with an event that the target cohort does not have was used, which biased ATT^1. A control must now be not yet confounded by every such event

  • The DiD case of double DiD is now reported for the post-periods of the first event only, as the theorem states

  • Fixed the influence function of the double DiD weights: the weights are a signed pair and each period is normalized on its own

  • Fixed the control cohorts of double DiD when a first-stage cell is missing: both periods now normalize over the cohorts available at both

  • anticipation2 now moves the boundary of the direct case, and enters the not-yet-treated control cutoff of the first stage

  • Added validation of the confounding cohort columns: a missing value drops the unit with a warning, and a fractional value raises an error

  • Added a warning when no event-specific post-period effect is identified for any cohort

  • Fixed small-group variance understatement: the residual influence of each 2x2 group is inflated by the Kish effective size, sqrt(ess/(ess-1)). Without the inflation the plug-in variance of a group of m units is deflated by (m-1)/m, which under-covers when cells are small (for example the cross-cohorts of double DiD)

  • A 2x2 cell with fewer than 2 effective units in a group is now skipped with a warning: its residual is zero, so its variance is not estimable and the standard error understates the truth

  • Extended double DiD to support M>2 treatment events: cohortvar2 now accepts a character vector of length M-1 (e.g. c("G2", "G3") for three events)

  • Added add_base_period parameter: inserts a zero-ATT placeholder at the base period in result_type = "dynamic" results

  • Added experimental options only_est_min and only_est_max in exper: restrict estimation to a specific event-time range in dynamic mode, skipping g-t pairs outside the window

  • Improved input validation: errors on negative anticipation/anticipation2, time-varying weights, and balanced_event_time exceeding data range

  • Restored parglm dependency for multi-threaded propensity score estimation; thread count automatically matched to getDTthreads() (or 1 when parallel = TRUE)

  • Various bug fixes and robustness improvements for double DiD aggregation and weight handling

fastdid 1.0.6

CRAN release: 2026-01-14

  • Remove archived parglm dependency

fastdid 1.0.5

CRAN release: 2025-06-23

  • Various bug fixes

fastdid 1.0.4

  • Fixed Double DiD inference: account for stolastic part of the double DiD weight

fastdid 1.0.3

CRAN release: 2024-11-04

  • Fixed Check for CRAN

fastdid 1.0.2

CRAN release: 2024-10-28

  • Fixed Typo for CRAN

fastdid 1.0.1

  • Fixed Typo for CRAN

Version 1.0.0

  • Release to CRAN!

Version 0.9.9

  • add double did (see the vignette for the introduction)
  • add parallel, parallization for unix systems, useful if the number of g-t is large.
  • add full, return full result such as influence function, aggregate scheme, and such
  • add min/max_dynamic, custom_scheme to experimental features

0.9.9.1 (2024/9/13): fix a bug that affects not-yet control with max treated group != max time

Version 0.9.4

Some BREAKING change is introduced in this update.

  • add uniform confidence interval option with cband and significance level alpha, confidence interval are now provided in result as column att_ciub and att_cilb
  • BREAKING: filtervar, max_control_cohort_diff, min_control_cohort_diff are moved into the experimental features. See the above section for the explanation.
  • add max_dynamic and min_dynamic as experimental features.
  • more informative error message when estimation fails for a specific gt, some internal interface overhaul

Version 0.9.3

  • add anticipation and varying base period option
  • add min and max control cohort difference
  • add time-varying control (reference)
  • add filtervar

0.9.3.1 (2024/5/24): fix the bug with univar == clustervar (TODO: address problems with name-changing and collision). 0.9.3.2 (2024/7/17): fix group_time result when using control_type = "notyet" and make the base period in plots adapt to anticipation. 0.9.3.3 (2024/7/22): fix anticipation out of bound problem, more permanent solution for group_time target problem

Version 0.9.2

  • add support to doubly robust and outcome regression estimators
  • add support to unbalanced panels (simple and ipw only)
  • add support to balanced composition option in dynamics aggregation
  • fixed argument checking that was not working properly
  • set the default to copying the entire dataset to avoid unexpected modification of the original data (thanks @grantmcdermott for the suggestion.)

Version 0.9.1

  • now supprts estimation for multiple outcomes in one go!
  • data validation: no longer check missing values for columns not used.