Phase 1a: Kernel infrastructure + HC2/Bell-McCaffrey variance#327

Merged

igerber merged 14 commits intomainfrom

did-no-untreated

Apr 19, 2026

Commits on Apr 19, 2026

Add kernel infrastructure and HC2+Bell-McCaffrey variance (Phase 1a)

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Address local review: docs, set_params consistency, NaN validation

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Polish: document vcov_type on DifferenceInDifferences and MultiPeriodDiD

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Thread vcov_type through MultiPeriodDiD and TwoWayFixedEffects

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Close vcov_type validation bypass, reject MultiPeriodDiD cluster + hc2_bm

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Document MultiPeriodDiD cluster+hc2_bm limitation; suppress survey vcov label

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Make TWFE vcov_type contract real; reject weighted hc2_bm; atomic set_params

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Reject HC2/HC2+BM on absorbed-FE fits; preserve TWFE wild_bootstrap cluster

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Document vcov_type in solve_ols and LinearRegression docstrings

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Preserve robust=False + cluster backward compat; add paper review

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Move LinearRegression robust=False cluster remap to fit time

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Holistic fix: separate configured vs effective fit-time state

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Merge remote-tracking branch 'origin/main' into did-no-untreated
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Fix flaky HC1 unchanged tests: use assert_allclose instead of bit-exact

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