diff --git a/CHANGELOG.md b/CHANGELOG.md index 278ce96f..54dff942 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -8,6 +8,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] ### Added +- **`diff_diff.agent_workflow(df, unit=..., time=..., treatment=..., outcome=...)` — stateless orchestrator for LLM-agent discoverability** (`diff_diff/agent_workflow.py`). Prints (and returns as dict) a copy-pasteable 5-step workflow with the caller's column names templated in: `profile_panel` → `get_llm_guide("autonomous")` → `(...).fit(df, ...)` → `practitioner_next_steps(result)` → `BusinessReport(result).full_report()`. The function calls nothing internally and does not inspect `df`; it is a guided tour, not a router. Surfaces the canonical workflow primitives (`profile_panel`, `get_llm_guide`, `practitioner_next_steps`, `BusinessReport`) that cold-start agent dry-passes at [igerber/causal-llm-eval](https://github.com/igerber/causal-llm-eval) showed agents practically never reach for on their own. Output structure: `{"profile_call", "guide_call", "fit_candidates", "validation_calls", "reporting_call", "script"}`; `fit_candidates` is a flat list of estimator/diagnostic class names referenced in the workflow patterns (each must remain importable on `diff_diff`, locked by `tests/test_agent_workflow.py::test_fit_candidates_all_importable`). Closes [issue #460](https://github.com/igerber/diff-diff/issues/460). +- **Top-level `__doc__` rewritten to lead with the agent workflow** (`diff_diff/__init__.py`). `help(diff_diff)` now opens with the `agent_workflow(df, ...)` recommendation as the first non-blank paragraph; `get_llm_guide("full")` and `get_llm_guide("practitioner")` pointers preserved for the existing `tests/test_guides.py::test_module_docstring_mentions_helper` guard. +- **`dir(diff_diff)` now surfaces agent-facing entrypoints first** via a module-level `__dir__()` override paired with a small `_OrderedName(str)` subclass that subverts CPython's unconditional alphabetic sort (PyList_Sort respects `__lt__` on the elements). Agent-facing names (`agent_workflow`, `profile_panel`, `get_llm_guide`, `practitioner_next_steps`, `BusinessReport`, `DiagnosticReport`) appear at the head of the list; the remainder stays alphabetic via the `str.__lt__` fallback. The underlying `__all__` membership is **unchanged** and `from diff_diff import *` semantics are unaffected (driven by `__all__`, not `dir()`). Elements are `isinstance(x, str)` and compatible with `inspect.getmembers`, dict-key lookup, f-strings, and standard `str` methods; tooling that re-sorts via `sorted(dir(diff_diff))` will see priority order (use `sorted(dir(diff_diff), key=str)` to recover plain alphabetic if needed). Internal: `_AGENT_FACING_ORDER` tuple is read by the new `tests/test_agent_discoverability.py` contract test (PR B). Addresses [issue #460](https://github.com/igerber/diff-diff/issues/460) item 3. - **`MultiPeriodDiD(cluster=..., vcov_type="hc2_bm")` now supported** (`diff_diff/estimators.py:1657`). Pre-PR the combination raised `NotImplementedError` because the cluster-aware CR2 Bell-McCaffrey Satterthwaite DOF for the post-period-average ATT (`avg_att = (1/n_post) Σ_{t ≥ t_treat} β_t`) was not implemented — only the per-coefficient case existed in `_compute_cr2_bm`. New `_compute_cr2_bm_contrast_dof` helper in `diff_diff/linalg.py` generalizes the per-coefficient loop to arbitrary `(k, m)` contrast matrices using the identical Pustejovsky-Tipton 2018 Section 4 algebra; `_compute_cr2_bm` is refactored to call it with `contrasts=eye(k)` so the existing per-coefficient parity to clubSandwich's `coef_test$df_Satt` is preserved (refactor regression at atol=1e-10). `MultiPeriodDiD.fit()` extends its existing avg_att DOF block to branch on `effective_cluster_ids`: one-way `_compute_bm_dof_from_contrasts` when None, cluster-aware `_compute_cr2_bm_contrast_dof` otherwise. Cluster IDs are per-observation length `n` and are NOT subscripted by the rank-deficient column-drop mask. R parity verified at atol=1e-10 against clubSandwich's `Wald_test(constraints=matrix(c, 1), test="HTZ")$df_denom` on the new `mpd_clustered_avg_att_dof` fixture in `benchmarks/data/clubsandwich_cr2_golden.json` (Wald_test's HTZ on a 1-row constraint matrix yields the Satterthwaite t-test DOF). Per-coefficient `period_effects[t].p_value` / `conf_int` and `avg_att` `avg_p_value` / `avg_conf_int` now reflect the correct Satterthwaite DOF rather than the n-k fallback under cluster+hc2_bm. Weighted CR2-BM (`survey_design=` paths) remains a separate gate. New tests: `tests/test_linalg_hc2_bm.py::TestCR2BMContrastDOF` (4 tests: refactor regression, R-parity, shape validation, cluster-count validation); existing `test_multi_period_cluster_plus_hc2_bm_rejected` flipped to behavioral `test_multi_period_cluster_plus_hc2_bm_produces_finite_inference`. - **`MultiPeriodDiD(absorb=..., vcov_type in {"hc2", "hc2_bm"})` now supported** (`diff_diff/estimators.py:1476`). Mirrors the DiD-absorb auto-route shipped earlier in this release: when `absorb=` is paired with `vcov_type in {"hc2","hc2_bm"}`, `MultiPeriodDiD.fit()` promotes the absorb columns to `fixed_effects=` internally so the existing full-dummy-design code path computes the algebraically correct vcov on the event-study design (`treated + period_X dummies + treated:period_X interactions + factor(unit)`). Verified at ~1e-10 vs `lm() + sandwich::vcovHC(type="HC2")` and `lm() + clubSandwich::vcovCR(cluster=1:n, type="CR2")` on a 5-cohort × 5-period event-study fixture (new `tests/test_estimators_vcov_type.py::TestMPDAbsorbedFERParity` against `benchmarks/data/clubsandwich_cr2_golden.json` scenario `mpd_absorbed_fe_did`). HC1/CR1 paths on `absorb=` are unchanged (no leverage term). `TwoWayFixedEffects(vcov_type in {"hc2","hc2_bm"})` rejection remains as a follow-up (different fit-path structure — no `fixed_effects=` equivalent inside TWFE). **Behavioral note (full `MultiPeriodDiDResults` surface change under auto-route):** under the auto-route, the entire returned `MultiPeriodDiDResults` reflects the full-dummy fit rather than the within-transformed fit — `result.coefficients`, `result.vcov`, `result.residuals`, `result.fitted_values`, `result.r_squared` all include the FE-dummy entries / un-demeaned values. `result.period_effects[t].effect` / `.se` / `.p_value` / `.conf_int` and `result.avg_att` / `.avg_se` are invariant to this routing (FWL guarantee). MPD requires a time-invariant ever-treated indicator that lies in the span of the intercept and the post-auto-route unit FE dummies (the exact alias depends on the omitted FE reference category under `pd.get_dummies(drop_first=True)`, not just on "the sum of treated-cohort unit dummies"), so `solve_ols` drops one column from that collinear set under R-style rank-deficiency handling. Which specific column is dropped is pivot-order and dummy-coding dependent (in the shipped parity fixture it is a never-treated unit dummy, not the `treated` main effect itself). The per-period interaction coefficients (`treated:period_X`) and `avg_att` are identified and invariant to that choice; parity tests target those rather than the `treated` main effect. **Survey-design scope (replicate weights):** when `survey_design=` uses replicate weights, the auto-route short-circuits the absorb-refit branch at `estimators.py:1693` and routes through the standard `compute_replicate_vcov` path on the fixed full-dummy design — correct because the design does not depend on replicate weights so no per-replicate refit is needed. **Redundant time-FE skip:** when the routed (or directly-supplied) `fixed_effects` list contains the `time` column, MPD silently skips emitting `