NEWS
NonlinearDiD 0.2.0 (2026-05-20)
- Added support for repeated cross-section staggered DiD designs.
- Added
data_type = "panel" and data_type = "repeated_cross_section"
options.
- Made
idname optional for repeated cross-section designs.
- Added support for sampling weights through
weightsname.
- Added support for clustered inference through
cluster_var.
- Added examples for binary repeated cross-section outcomes with staggered
treatment timing.
- Preserved all panel-data functionality from version 0.1.0.
Implementation notes
- Repeated cross-section ATT(g,t) uses the Wooldridge (2023) pooled QMLE
with a treatment-by-period interaction. The doubly-robust variant
augments this with inverse probability weighting on the estimated
propensity score.
- Sampling weights (when supplied via
weightsname) are used throughout:
the outcome regression, the propensity score model, and the pooled
QMLE. They are multiplied with the IPW factor in the doubly-robust path.
- Analytical SEs for the RCS path use
sandwich::vcovCL when
cluster_var is supplied, sandwich::vcovHC (HC1) otherwise. Panel
SEs continue to use the influence-function approach from v0.1.0;
set boot = TRUE for fully clustered panel inference.
- The bootstrap automatically resamples whole clusters when
cluster_var is provided, units when data_type = "panel", or
individual rows when data_type = "repeated_cross_section" without
clustering.
- The compiled C++ helpers from v0.1.0 have been replaced with
equivalent pure-R implementations, eliminating the Rcpp dependency.
The package no longer requires compilation.
Bug fixes
NonlinearDiD 0.1.0 (2026-05-05)
- Initial CRAN release.
- Panel-data ATT(g,t) estimation under logit, probit, Poisson, negative
binomial, and linear outcome models.
- Doubly-robust estimator combining outcome regression and propensity
score weighting.
nonlinear_aggte(): event-study, group, calendar, and simple
aggregations.
nonlinear_pretest(): joint chi-squared and individual pre-trend
tests.
nonlinear_bounds(): Manski and parallel-trends-constrained bounds.
binary_did_logit(), binary_did_probit(), binary_did_dr(): 2x2
binary DiD estimators.
count_did_poisson(): Poisson QMLE DiD.
odds_ratio_did(): scale-free odds-ratio DiD.
sim_binary_panel(), sim_count_panel(): simulation utilities.