Tutorial 21: HAD pre-test workflow (composite QUG + Stute + Yatchew)

CHANGELOG.md

@@ -8,10 +8,11 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ## [Unreleased]
 
 ### Added
+- **Tutorial 21: HAD Pre-test Workflow** (`docs/tutorials/21_had_pretest_workflow.ipynb`) — composite pre-test walkthrough for `HeterogeneousAdoptionDiD` building on Tutorial 20's brand-campaign framing. Uses a 60-DMA × 8-week panel close in shape to T20's but with the dose distribution drawn from `Uniform[$0.01K, $50K]` (vs T20's `[$5K, $50K]`); the true support is strictly positive but very near zero, chosen so the QUG step in `did_had_pretest_workflow` fails-to-reject `H0: d_lower = 0` in this finite sample and the verdict text fires the load-bearing "Assumption 7 deferred" pivot for the upgrade-arc narrative. (HAD's `design="auto"` selector — a separate min/median heuristic at `had.py::_detect_design`, NOT the QUG p-value — independently lands on the `continuous_at_zero` identification path with target `WAS` on this panel because `d.min() < 0.01 * median(|d|)`. The QUG test and the design selector are independent rules that point to the same identification path here.) Walks through three surfaces: (a) `did_had_pretest_workflow(aggregate="overall")` on a two-period collapse, where the verdict explicitly flags Step 2 (Assumption 7 pre-trends) as not run because a single pre-period structurally cannot support a pre-trends test, and the structural fields `pretrends_joint` / `homogeneity_joint` are both `None`; (b) `did_had_pretest_workflow(aggregate="event_study")` on the full multi-period panel, where the verdict reads "TWFE admissible under Section 4 assumptions" because all three testable diagnostics (QUG + joint pre-trends Stute over 3 horizons + joint homogeneity Stute over 4 horizons) fail-to-reject — non-rejection evidence under finite-sample power and test specification, not proof that the identifying assumptions hold; and (c) a side panel exercising both `yatchew_hr_test` null modes — `null="linearity"` (default, paper Theorem 7) vs `null="mean_independence"` (Phase 4 R-parity with R `YatchewTest::yatchew_test(order=0)`) — on the within-pre-period first-difference paired with post-period dose, illustrating the stricter null's larger residual variance (`sigma2_lin` 7.01 vs 6.53) and smaller p-value (0.29 vs 0.49). Companion drift-test file `tests/test_t21_had_pretest_workflow_drift.py` (16 tests pinning panel composition, both verdict pivots, structural anchors on both paths, deterministic QUG / Yatchew statistics, bootstrap p-value tolerance bands per `feedback_bootstrap_drift_tests_need_backend_tolerance`, and `HAD(design="auto")` resolution to `continuous_at_zero` on this panel). T20's "Composite pretest workflow" Extensions bullet updated with a forward-pointer to T21. T22 weighted/survey HAD tutorial remains queued as a separate notebook PR.
 - **Inference-field aliases on staggered result classes** for adapter / external-consumer compatibility. Read-only `@property` aliases expose the flat `att` / `se` / `conf_int` / `p_value` / `t_stat` names (matching `DiDResults` / `TROPResults` / `SyntheticDiDResults` / `HeterogeneousAdoptionDiDResults`) on every result class that previously only carried prefixed canonical fields: `CallawaySantAnnaResults`, `StackedDiDResults`, `EfficientDiDResults`, `ChaisemartinDHaultfoeuilleResults`, `StaggeredTripleDiffResults`, `WooldridgeDiDResults`, `SunAbrahamResults`, `ImputationDiDResults`, `TwoStageDiDResults` (mapping to `overall_*`); `ContinuousDiDResults` (mapping to `overall_att_*`, ATT-side as the headline, ACRT-side accessible unchanged via `overall_acrt_*`); `MultiPeriodDiDResults` (mapping to `avg_*`). `ContinuousDiDResults` additionally exposes `overall_se` / `overall_conf_int` / `overall_p_value` / `overall_t_stat` aliases for naming consistency with the rest of the staggered family. Aliases are pure read-throughs over the canonical fields — no recomputation, no behavior change — so the `safe_inference()` joint-NaN contract (per CLAUDE.md "Inference computation") is inherited automatically (NaN canonical → NaN alias, locked at `tests/test_result_aliases.py::test_pattern_b_aliases_propagate_nan`). The native `overall_*` / `overall_att_*` / `avg_*` fields remain canonical for documentation and computation. Motivated by the `balance.interop.diff_diff.as_balance_diagnostic()` adapter (`facebookresearch/balance` PR #465) which calls `getattr(res, "se", None)` / `getattr(res, "conf_int", None)` without a fallback chain — pre-alias, every staggered result class returned `None` on those keys, silently dropping `se` and `conf_int` from the adapter's diagnostic dict. 23 alias-mechanic + balance-adapter regression tests at `tests/test_result_aliases.py`. Patch-level (additive on stable surfaces).
 - **`ChaisemartinDHaultfoeuille.by_path` + non-binary integer treatment** — `by_path=k` now accepts integer-coded discrete treatment (D in Z, e.g. ordinal `{0, 1, 2}`); path tuples become integer-state tuples like `(0, 2, 2, 2)`. The previous `NotImplementedError` gate at `chaisemartin_dhaultfoeuille.py:1870` is replaced by a `ValueError` for continuous D (e.g. `D=1.5`) at fit-time per the no-silent-failures contract — the existing `int(round(float(v)))` cast in `_enumerate_treatment_paths` is now defensive (no-op for integer-coded D). Validated against R `did_multiplegt_dyn(..., by_path)` for D in `{0, 1, 2}` via the new `multi_path_reversible_by_path_non_binary` golden-value scenario (78 switchers, 3 paths, single-baseline custom DGP, F_g >= 4): per-path point estimates match R bit-exactly (rtol ~1e-9 on event horizons; rtol+atol envelope for placebo near-zero values), per-path SE inherits the documented cross-path cohort-sharing deviation (~5% rtol observed; SE_RTOL=0.15 envelope). **Deviation from R for D >= 10:** R's `did_multiplegt_by_path` derives the per-path baseline via `path_index$baseline_XX <- substr(path_index$path, 1, 1)`, which captures only the first character of the comma-separated path string (e.g. for `path = "12,12,..."` it captures `"1"` instead of `"12"`); this mis-allocates R's per-path control-pool subset for D >= 10. Python's tuple-key matching is correct in this regime — the per-path point estimates we compute are correct; R's per-path subset for the same path is buggy. The shipped parity scenario stays in `D in {0, 1, 2}` to avoid the R bug. R-parity test at `tests/test_chaisemartin_dhaultfoeuille_parity.py::TestDCDHDynRParityByPathNonBinary`; cross-surface invariants regression-tested at `tests/test_chaisemartin_dhaultfoeuille.py::TestByPathNonBinary`.
 - **New `paths_of_interest` kwarg on `ChaisemartinDHaultfoeuille`** for user-specified treatment-path subsets, alternative to `by_path=k`'s top-k automatic ranking. Mutually exclusive with `by_path`; setting both raises `ValueError` at `__init__` and `set_params` time. Each path tuple must be a list/tuple of `int` of length `L_max + 1` (uniformity validated at `__init__`; length match against `L_max + 1` validated at fit-time); `bool` and `np.bool_` are explicitly rejected, `np.integer` accepted and canonicalized to Python `int` for tuple-key consistency. Duplicates emit a `UserWarning` and are deduplicated; paths not observed in the panel emit a `UserWarning` and are omitted from `path_effects`. Paths appear in `results.path_effects` in the user-specified order, modulo deduplication and unobserved-path filtering. Composes with non-binary D and all downstream `by_path` surfaces (bootstrap, per-path placebos, per-path joint sup-t bands, `controls`, `trends_linear`, `trends_nonparam`) — mechanical filter on observed paths via the same `_enumerate_treatment_paths` call site, no methodology change. **Python-only API extension; no R equivalent** — R's `did_multiplegt_dyn(..., by_path=k)` only accepts a positive int (top-k) or `-1` (all paths). The `by_path` precondition gate at `chaisemartin_dhaultfoeuille.py:1118` (drop_larger_lower / L_max / `heterogeneity` / `design2` / `honest_did` / `survey_design` mutex) and the 11 `self.by_path is not None` activation branches in `fit()` were rerouted to fire under either selector. Validation + behavior + cross-feature regressions at `tests/test_chaisemartin_dhaultfoeuille.py::TestPathsOfInterest`.
-- **HAD `practitioner_next_steps()` handler + `llms-full.txt` reference section** (Phase 5). Adds `_handle_had` and `_handle_had_event_study` to `diff_diff/practitioner.py::_HANDLERS`, routing both `HeterogeneousAdoptionDiDResults` (single-period) and `HeterogeneousAdoptionDiDEventStudyResults` (event-study) through HAD-specific Baker et al. (2025) step guidance: `did_had_pretest_workflow` (step 3 — paper Section 4.2 step-2 closure on the event-study path), an estimand-difference routing nudge to `ContinuousDiD` (step 4 — fires when the user wants per-dose ATT(d) / ACRT(d) curves rather than HAD's WAS estimand and has never-treated controls; framed around estimand difference, NOT around the existence of untreated units, since HAD remains valid with a small never-treated share per REGISTRY § HeterogeneousAdoptionDiD edge cases and explicitly retains never-treated units on the staggered event-study path per paper Appendix B.2 / `had.py:1325`), `results.bandwidth_diagnostics` inspection on continuous designs and simultaneous (sup-t) `cband_*` reading on weighted event-study fits (step 6), per-horizon WAS event-study disaggregation (step 7), and the explicit design-auto-detection / last-cohort-only-WAS framing (step 8). Symmetric pair: `_handle_continuous` gains a Step-4 nudge to `HeterogeneousAdoptionDiD` for ContinuousDiD users on no-untreated panels (this direction is correct because ContinuousDiD's identification requires never-treated controls). Extends `_check_nan_att` with an ndarray branch via lazy `numpy` import for HAD's per-horizon `att` array; uses `np.all(np.isnan(arr))` semantics so partial-NaN arrays (legitimate event-study output under degenerate horizon-specific designs) do not over-fire the warning. Scalar path is bit-exact preserved across all 12 untouched handlers. Adds full HAD section + `HeterogeneousAdoptionDiDResults` / `HeterogeneousAdoptionDiDEventStudyResults` blocks + `## HAD Pretests` index covering all 7 pretest entry points + Choosing-an-Estimator row to `diff_diff/guides/llms-full.txt` (the bundled-in-wheel agent reference); the documented constructor + `fit()` signatures match the real `HeterogeneousAdoptionDiD.__init__` / `.fit` API exactly (verified by `inspect.signature`-based regression tests). Tightens the existing `Continuous treatment intensity` Choosing row to surface ATT(d) vs WAS as the estimand differentiator. `docs/doc-deps.yaml` updated to remove the `llms-full.txt` deferral note on `had.py` and add `llms-full.txt` entries to `had.py`, `had_pretests.py`, and `practitioner.py` blocks. Patch-level (additive on stable surfaces). 26 new tests (16 in `tests/test_practitioner.py::TestHADDispatch` + 9 in `tests/test_guides.py::TestLLMsFullHADCoverage` + 1 fixture-minimality regression locking the "handlers are STRING-ONLY at runtime" stability invariant). Closes the Phase 5 "agent surfaces" gap; T21 pretest tutorial and T22 weighted/survey tutorial remain queued as separate notebook PRs.
+- **HAD `practitioner_next_steps()` handler + `llms-full.txt` reference section** (Phase 5). Adds `_handle_had` and `_handle_had_event_study` to `diff_diff/practitioner.py::_HANDLERS`, routing both `HeterogeneousAdoptionDiDResults` (single-period) and `HeterogeneousAdoptionDiDEventStudyResults` (event-study) through HAD-specific Baker et al. (2025) step guidance: `did_had_pretest_workflow` (step 3 — paper Section 4.2 step-2 closure on the event-study path), an estimand-difference routing nudge to `ContinuousDiD` (step 4 — fires when the user wants per-dose ATT(d) / ACRT(d) curves rather than HAD's WAS estimand and has never-treated controls; framed around estimand difference, NOT around the existence of untreated units, since HAD remains valid with a small never-treated share per REGISTRY § HeterogeneousAdoptionDiD edge cases and explicitly retains never-treated units on the staggered event-study path per paper Appendix B.2 / `had.py:1325`), `results.bandwidth_diagnostics` inspection on continuous designs and simultaneous (sup-t) `cband_*` reading on weighted event-study fits (step 6), per-horizon WAS event-study disaggregation (step 7), and the explicit design-auto-detection / last-cohort-only-WAS framing (step 8). Symmetric pair: `_handle_continuous` gains a Step-4 nudge to `HeterogeneousAdoptionDiD` for ContinuousDiD users on no-untreated panels (this direction is correct because ContinuousDiD's identification requires never-treated controls). Extends `_check_nan_att` with an ndarray branch via lazy `numpy` import for HAD's per-horizon `att` array; uses `np.all(np.isnan(arr))` semantics so partial-NaN arrays (legitimate event-study output under degenerate horizon-specific designs) do not over-fire the warning. Scalar path is bit-exact preserved across all 12 untouched handlers. Adds full HAD section + `HeterogeneousAdoptionDiDResults` / `HeterogeneousAdoptionDiDEventStudyResults` blocks + `## HAD Pretests` index covering all 7 pretest entry points + Choosing-an-Estimator row to `diff_diff/guides/llms-full.txt` (the bundled-in-wheel agent reference); the documented constructor + `fit()` signatures match the real `HeterogeneousAdoptionDiD.__init__` / `.fit` API exactly (verified by `inspect.signature`-based regression tests). Tightens the existing `Continuous treatment intensity` Choosing row to surface ATT(d) vs WAS as the estimand differentiator. `docs/doc-deps.yaml` updated to remove the `llms-full.txt` deferral note on `had.py` and add `llms-full.txt` entries to `had.py`, `had_pretests.py`, and `practitioner.py` blocks. Patch-level (additive on stable surfaces). 26 new tests (16 in `tests/test_practitioner.py::TestHADDispatch` + 9 in `tests/test_guides.py::TestLLMsFullHADCoverage` + 1 fixture-minimality regression locking the "handlers are STRING-ONLY at runtime" stability invariant). Closes the Phase 5 "agent surfaces" gap. T21 pretest tutorial subsequently landed in PR #409; T22 weighted/survey tutorial remains queued as a separate notebook PR.
 
 ## [3.3.2] - 2026-04-26
 

TODO.md

@@ -109,7 +109,7 @@ Deferred items from PR reviews that were not addressed before merge.
 | `HeterogeneousAdoptionDiD` Phase 3 R-parity: Phase 3 ships coverage-rate validation on synthetic DGPs (not tight point parity against `chaisemartin::stute_test` / `yatchew_test`). Tight numerical parity requires aligning bootstrap seed semantics and `B` across numpy/R and is deferred. | `tests/test_had_pretests.py` | Phase 3 | Low |
 | `HeterogeneousAdoptionDiD` Phase 3 nprobust bandwidth for Stute: some Stute variants on continuous regressors use nprobust-style optimal bandwidth selection. Phase 3 uses OLS residuals from a 2-parameter linear fit (no bandwidth selection). nprobust integration is a future enhancement; not in paper scope. | `diff_diff/had_pretests.py::stute_test` | Phase 3 | Low |
 | `HeterogeneousAdoptionDiD` Phase 4: Pierce-Schott (2016) replication harness; reproduce paper Figure 2 values and Table 1 coverage rates. | `benchmarks/`, `tests/` | Phase 2a | Low |
-| `HeterogeneousAdoptionDiD` Phase 5 follow-up tutorials (T21 HAD pretest workflow notebook + T22 weighted/survey HAD tutorial). `practitioner_next_steps()` HAD handlers + `llms-full.txt` HeterogeneousAdoptionDiD section + Choosing-an-Estimator row landed in Phase 5 wave 1. | `tutorials/`, `tests/test_t21_*_drift.py`, `tests/test_t22_*_drift.py` | Phase 2a | Low |
+| `HeterogeneousAdoptionDiD` Phase 5 follow-up tutorial (T22 weighted/survey HAD tutorial). T21 HAD pretest workflow notebook landed (PR-pending); `practitioner_next_steps()` HAD handlers + `llms-full.txt` HeterogeneousAdoptionDiD section + Choosing-an-Estimator row landed in Phase 5 wave 1 (PR #402). | `tutorials/`, `tests/test_t22_*_drift.py` | Phase 2a | Low |
 | `HeterogeneousAdoptionDiD` time-varying dose on event study: Phase 2b REJECTS panels where `D_{g,t}` varies within a unit for `t >= F` (the aggregation uses `D_{g, F}` as the single regressor for all horizons, paper Appendix B.2 constant-dose convention). A follow-up PR could add a time-varying-dose estimator for these panels; current behavior is front-door rejection with a redirect to `ChaisemartinDHaultfoeuille`. | `diff_diff/had.py::_validate_had_panel_event_study` | Phase 2b | Low |
 | `HeterogeneousAdoptionDiD` repeated-cross-section support: paper Section 2 defines HAD on panel OR repeated cross-section, but Phase 2a is panel-only. RCS inputs (disjoint unit IDs between periods) are rejected by the balanced-panel validator with the generic "unit(s) do not appear in both periods" error. A follow-up PR will add an RCS identification path based on pre/post cell means (rather than unit-level first differences), with its own validator and a distinct `data_mode` / API surface. | `diff_diff/had.py::_validate_had_panel`, `diff_diff/had.py::_aggregate_first_difference` | Phase 2a | Medium |
 | SyntheticDiD: bootstrap cross-language parity anchor against R's default `synthdid::vcov(method="bootstrap")` (refit; rebinds `opts` per draw) or Julia `Synthdid.jl::src/vcov.jl::bootstrap_se` (refit by construction). Same-library validation (placebo-SE tracking, AER §6.3 MC truth) is in place; a cross-language anchor is desirable to bolster the methodology contract. Julia is the cleanest target — minimal wrapping work and refit-native vcov. Tolerance target: 1e-6 on Monte Carlo samples (different BLAS + RNG paths preclude 1e-10). The R-parity fixture from the previous release was deleted because it pinned the now-removed fixed-weight path. | `benchmarks/R/`, `benchmarks/julia/`, `tests/` | follow-up | Low |