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Add DiD OVB sensitivity analysis and reproduction benchmarks - #835

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wenddymacro wants to merge 8 commits into
igerber:mainfrom
wenddymacro:codex/ovb-reproduction-benchmarks
Open

wenddymacro wants to merge 8 commits into
igerber:mainfrom
wenddymacro:codex/ovb-reproduction-benchmarks

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@wenddymacro

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Summary

  • Add the clean-room Python DiD OVB sensitivity estimator and result objects.
  • Add R/Python parity fixtures, simulation runners, and the minimum-wage application benchmark.
  • Add the required API, README, LLM guide, tutorial, source-to-doc mapping, and changelog documentation.

Verification

  • ruff check diff_diff tests
  • black --check diff_diff tests benchmarks/python/benchmark_did_ovb_minwage.py
  • mypy diff_diff
  • PYTEST_DISABLE_PLUGIN_AUTOLOAD=1 .venv/bin/pytest -q tests/test_docs_ia.py tests/test_did_ovb_sensitivity.py tests/test_did_ovb_r_parity.py tests/test_changelog_fragments.py — 138 passed.
  • R application oracle runs on the 584 treated / 1,377 control minimum-wage sample.

The application benchmark documents the numerical difference between R ranger and sklearn forests while using shared units and cross-fitting folds.

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