CI review R1: record _gclsst.ado provenance (egenmore_gclsst key); scope the paper-review suest bullets to joint tests with the measured pooled construction

Author: igerber

benchmarks/data/lpdid_nonabsorbing_stata_golden.json

@@ -17,7 +17,8 @@
       "require": "version 1.3.1 19sep2023 [checksum:1262842970 len:34415]",
       "boottest": "boottest 4.5.3 5 June 2026 [checksum:2334657244 len:63528]",
       "listreg": "version 1.0.3  26apr2025  Ben Jann [checksum:1074534106 len:23815]",
-      "egenmore": "1.1.1 NJC 19 March 2006 [checksum:2753673312 len:1164]"
+      "egenmore": "1.1.1 NJC 19 March 2006 [checksum:2753673312 len:1164]",
+      "egenmore_gclsst": "1.0.0 NJC 11 January 2000 [checksum:885642367 len:916]"
     },
     "dropped_units": [24, 25, 27, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40],
     "stata_edition": "SE",

benchmarks/stata/README.md

@@ -175,10 +175,11 @@ python -m json.tool benchmarks/data/lpdid_nonabsorbing_stata_golden.json > /dev/
 ```
 
 The generator fails closed (`exit 111`) if any run-time dependency is missing and
-records every one in `meta.ssc_versions` (guard set == version set; egenmore is
-probed and versioned via `_gfilter.ado`, the file the pooled spec executes). Each
-version string also embeds the ado file's `checksum:`/`len:` so a same-version-string
-upstream replacement still moves the drift metadata.
+records every one in `meta.ssc_versions` (guard set == version set; both guarded
+egenmore files carry their own entry — `egenmore` via `_gfilter.ado`, the file the
+pooled spec executes, and `egenmore_gclsst` via `_gclsst.ado`, lpdid's startup
+which-check). Each version string also embeds the ado file's `checksum:`/`len:` so
+a same-version-string upstream replacement still moves the drift metadata.
 
 ## JSON schema
 

benchmarks/stata/generate_lpdid_nonabsorbing_golden.do

@@ -175,14 +175,18 @@ foreach p in lpdid reghdfe ftools require boottest listreg _gfilter _gclsst {
 }
 
 * Record installed SSC versions for every fail-closed dependency (guard set ==
-* version set, matching the ETWFE-arm contract). egenmore is recorded via the
-* _gfilter.ado file this arm actually executes.
+* version set, matching the ETWFE-arm contract). Both guarded egenmore files are
+* recorded: `egenmore` via _gfilter.ado (executed by the pooled spec) and
+* `egenmore_gclsst` via _gclsst.ado (lpdid's startup which-check) - a change to
+* either file must move the drift metadata.
 foreach p in lpdid reghdfe ftools require boottest listreg {
     _adover `p'
     local v_`p' = r(v)
 }
 _adover _gfilter
 local v_egenmore = r(v)
+_adover _gclsst
+local v_egenmore_gclsst = r(v)
 
 * ------------------------------------------------------------------------------
 * Informational in-.do point pins (fatal asserts at reldif < 1e-6, loose enough
@@ -335,7 +339,8 @@ file write `fh' `"      "ftools": "`v_ftools'","' _n
 file write `fh' `"      "require": "`v_require'","' _n
 file write `fh' `"      "boottest": "`v_boottest'","' _n
 file write `fh' `"      "listreg": "`v_listreg'","' _n
-file write `fh' `"      "egenmore": "`v_egenmore'""' _n
+file write `fh' `"      "egenmore": "`v_egenmore'","' _n
+file write `fh' `"      "egenmore_gclsst": "`v_egenmore_gclsst'""' _n
 file write `fh' "    }," _n
 file write `fh' `"    "dropped_units": [24, 25, 27, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40],"' _n
 file write `fh' `"    "stata_edition": "`sedition'","' _n

docs/methodology/papers/dube-2025-review.md

@@ -97,7 +97,7 @@ Single overall ATT over the posttreatment window `h in {0..H}` by using the post
 *Standard errors (Section 1 - NOT specified by the paper):*
 - **The paper deliberately gives no SE formula.** Section 1: "all the estimators ... allow for standard statistical inference using well-understood techniques ... For this reason, we do not discuss statistical inference here."
 - Default in the reference Stata implementation: **cluster-robust at the unit level** (`vce(cluster unit)`, footnote 9).
-- Pooled / joint tests across horizons: stack the per-horizon regressions (Stata `suest`).
+- Joint tests across horizons: stack the per-horizon regressions (Stata `suest`). (Pooled pre/post inference is a different object - the shipped package v1.0.3 computes it by a separate unit-clustered regression on a pooled long-difference outcome, NOT by stacking; measured by this repo's non-absorbing Stata arm, see REGISTRY `## LPDiD` Standard Errors + Note 6.)
 - Bootstrap: not discussed in the paper.
 - => Any analytical SE we ship (and especially the influence-function variance for the RA path) is an **implementation choice to be validated against the reference package**, not against the paper. Document under "Deviations from the paper".
 
@@ -201,4 +201,4 @@ The paper *proves* numerical equivalences we can exploit for **internal cross-va
 3. **Non-absorbing extension (Section 4.2)** is presented as illustrative, not exhaustive ("a comprehensive discussion ... would indeed require a whole article", p.751). The effect-stabilization window `L` (Assumption 9, Equation 13) and the "first-time entry" estimand (Equation 12) are two distinct estimands; a Phase C design will need to choose/expose both deliberately. The contributor's scaffold rejects non-absorbing entirely.
 4. **PMD multi-cohort vs BJS** are "very similar (although not identical)" (p.747) - do not assert exact equality in tests except in the single-cohort `k=t-1` case.
 5. **`pmd="max"` semantics:** the paper's `k=t-1` "use all pretreatment periods" is per-observation (expanding window). The contributor implemented `pmd="max"` as the expanding mean of all prior periods and integer `pmd=k` as the trailing-`k` mean - verify this matches the package's `pmd` option exactly (the paper fixes the formula but not the option's edge behavior at the panel start).
-6. **Pooled SE / joint tests** use stacking (`suest`); the variance of the pooled estimand under clustering should be cross-checked against the package rather than assembled ad hoc.
+6. **Joint tests** use stacking (`suest`); pooled inference is separate. ~~The variance of the pooled estimand under clustering should be cross-checked against the package rather than assembled ad hoc.~~ **PARTIALLY RESOLVED** - the shipped package computes pooled pre/post inference as a separate unit-clustered regression on a pooled long-difference outcome, and this repo's non-absorbing Stata arm cross-checked the library's pooled SEs against it end-to-end (Eq. 12 both pooled windows; Eq. 13 pooled post; see REGISTRY `## LPDiD` Standard Errors). Eq. 13 pooled-pre remains outside that anchor (placebo-window convention difference).

tests/test_lpdid_nonabsorbing_stata_parity.py

@@ -134,7 +134,9 @@
 ALWAYS_TREATED_UNITS = list(range(31, 41))  # convention class 1
 EXACT_L_RESPELL_UNITS = [24, 25, 27]  # convention class 2
 SUBSAMPLE_N_ROWS = 658
-# Every fail-closed generator dependency (guard set == version set).
+# Every fail-closed generator dependency (guard set == version set; both guarded
+# egenmore files carry their own drift signal - _gfilter under "egenmore",
+# _gclsst under "egenmore_gclsst").
 SSC_VERSION_KEYS = {
     "lpdid",
     "reghdfe",
@@ -143,6 +145,7 @@
     "boottest",
     "listreg",
     "egenmore",
+    "egenmore_gclsst",
 }