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16 changes: 16 additions & 0 deletions CHANGELOG.md
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Expand Up @@ -7,13 +7,28 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

## [Unreleased]

## [2.9.0] - 2026-04-04

### Added
- **WooldridgeDiD (ETWFE)** estimator — Extended Two-Way Fixed Effects from Wooldridge (2025, 2023). Supports OLS, logit, and Poisson QMLE paths with ASF-based ATT and delta-method SEs. Four aggregation types (simple, group, calendar, event) matching Stata `jwdid_estat`. Alias: `ETWFE`. (PR #216, thanks @wenddymacro)
- **EfficientDiD survey + covariates** — doubly robust covariate path now threads survey weights through all four nuisance estimation stages (outcome regression, propensity ratio sieve, inverse propensity sieve, kernel-smoothed conditional Omega*). Previously raised `NotImplementedError`.
- **Survey real-data validation** (Phase 9) — 15 cross-validation tests against R's `survey` package using three real federal survey datasets:
- **API** (R `survey` package): TSL variance with strata, FPC, subpopulations, covariates, and Fay's BRR replicates
- **NHANES** (CDC/NCHS): TSL variance with strata + PSU + nest=TRUE, validating the ACA young adult coverage provision DiD
- **RECS 2020** (U.S. EIA): JK1 replicate weight variance with 60 pre-computed replicate columns
- ATT, SE, df, and CI match R to machine precision (< 1e-10) where directly comparable; known deviations documented in REGISTRY.md (TWFE SE differs due to unit FE absorption; subpopulation df differs due to strata preservation)
- **Label-gated CI** — test workflows now require `ready-for-ci` label before running, reducing wasted CI during AI review rounds. AI review workflow always runs.
- **Documentation dependency map** (`docs/doc-deps.yaml`) — maps source files to impacted documentation. New `/docs-impact` skill flags which docs need updating when source files change.

### Changed
- WooldridgeDiD: full interacted covariate basis (D_g × X, f_t × X) for OLS path
- `/submit-pr`, `/push-pr-update`, `/pre-merge-check`, `/docs-check` skills updated for label-gated CI and doc-deps workflow

### Fixed
- Fix WooldridgeDiD OLS unbalanced demeaning and nonlinear never-treated identification
- Fix WooldridgeDiD Poisson dropped-cell bug and anticipation propagation
- Fix EfficientDiD IF-scale mismatch in survey aggregation and zero-weight never-treated guard
- Fix bootstrap clustering and delta-method reduced space in WooldridgeDiD

## [2.8.4] - 2026-04-04

Expand Down Expand Up @@ -1137,6 +1152,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- `to_dict()` and `to_dataframe()` export methods
- `is_significant` and `significance_stars` properties

[2.9.0]: https://github.com/igerber/diff-diff/compare/v2.8.4...v2.9.0
[2.8.4]: https://github.com/igerber/diff-diff/compare/v2.8.3...v2.8.4
[2.8.3]: https://github.com/igerber/diff-diff/compare/v2.8.2...v2.8.3
[2.8.2]: https://github.com/igerber/diff-diff/compare/v2.8.1...v2.8.2
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2 changes: 1 addition & 1 deletion diff_diff/__init__.py
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Expand Up @@ -214,7 +214,7 @@
EDiD = EfficientDiD
ETWFE = WooldridgeDiD

__version__ = "2.8.4"
__version__ = "2.9.0"
__all__ = [
# Estimators
"DifferenceInDifferences",
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2 changes: 1 addition & 1 deletion docs/llms-full.txt
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Expand Up @@ -2,7 +2,7 @@

> A Python library for Difference-in-Differences causal inference analysis. Provides sklearn-like estimators with statsmodels-style output for econometric analysis.

- Version: 2.8.4
- Version: 2.9.0
- Repository: https://github.com/igerber/diff-diff
- License: MIT
- Dependencies: numpy, pandas, scipy (no statsmodels dependency)
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2 changes: 1 addition & 1 deletion pyproject.toml
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Expand Up @@ -4,7 +4,7 @@ build-backend = "maturin"

[project]
name = "diff-diff"
version = "2.8.4"
version = "2.9.0"
description = "Difference-in-Differences causal inference with sklearn-like API. Callaway-Sant'Anna, Synthetic DiD, Honest DiD, event studies, parallel trends."
readme = "README.md"
license = "MIT"
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2 changes: 1 addition & 1 deletion rust/Cargo.toml
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@@ -1,6 +1,6 @@
[package]
name = "diff_diff_rust"
version = "2.8.4"
version = "2.9.0"
edition = "2021"
description = "Rust backend for diff-diff DiD library"
license = "MIT"
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