igerber · igerber · May 26, 2026 · May 26, 2026
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -7,9 +7,15 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+### Added
+- **ConleySpatialHAC methodology-review-tracker promotion: In Progress → Complete.** Closes the Conley (1999) *Journal of Econometrics* 92(1) primary-source review on the methodology-review tracker. The paper review on file at `docs/methodology/papers/conley-1999-review.md` was previously merged (2026-05-09); this PR is the F.L.I.P. consolidation — new `tests/test_methodology_conley.py` with paper-equation-numbered Verified Components walk-through (~1600 LoC; 10 classes; 60 tests, 5 of them `@pytest.mark.slow`). Coverage: Eq. 4.2 cross-sectional sandwich (pairwise-distance specialization; the project's paper review identifies Eq. 4.2 page 18 as the real-valued/pairwise form, with Eq. 3.13 reserved for the lattice-indexed form), Eq. 4.2 HC0 + rank-1 limits, Andrews (1991) HAC lag truncation matching `conleyreg::time_dist.cpp`, haversine convention with Earth radius 6371.01 km, Phase 2 panel block-decomposed sandwich at `atol=1e-12`, sparse k-d-tree dense-vs-sparse bit-identity (Wave A #120 numerical correctness), and R `conleyreg` v0.1.9 parity at `atol=1e-6` on 6 fixtures (3 cross-sectional + 3 panel) plus the sparse-forced and time-asymmetric kernel parity contracts. Three dedicated deviations-area classes: `TestConleyLibraryExtensions` (Wave A library extensions — combined spatial+cluster product kernel #119, callable conley_metric validation #123, sparse k-d-tree activation #120, indefiniteness guard), `TestConleyDeviationsFromR` (1-D radial Bartlett vs paper's 2-D separable Eq. 3.14, time-label normalization via `np.unique`, independent temporal kernel deferred), and `TestConleyDeferrals` (5 fail-closed `NotImplementedError`/`TypeError` contracts: LinearRegression + survey_design, DiD/MPD/TWFE + survey_design, Conley + weights, SyntheticDiD + Conley, wild_bootstrap + Conley). Methodology-anchored tests extracted from `tests/test_conley_vcov.py`: full classes `TestConleyDirectHelper`, `TestConleyReductions`, `TestConleyReductionsAddendum`, `TestConleyParityR`, `TestConleyParitySpacetime`, `TestConleyPanelHelper`, `TestConleySparseRParityForced`; plus methodology-anchored tests from `TestConleyKernels`, `TestConleyDistanceMetrics`, `TestConleySparse`. File drops 4248 → 3113 lines after extraction. Defensive surface preserved: input validation, NaN/inf guards, dispatch-level validity, estimator-level integration smoke tests, set_params atomicity, sparse-path activation thresholds + density-gate fallback. `METHODOLOGY_REVIEW.md` row L91 promoted to **Complete** with `Last Review = 2026-05-26`; detail block rewritten with Verified Components / Test Coverage / R Comparison Results inline table / Corrections Made / Deviations / Outstanding Concerns. Priority queue at L1386 pruned: PreTrendsPower removed (already Complete since 2026-05-19) and ConleySpatialHAC removed (this PR); substantive-review-blocked renumbered #2-#5 → #1-#4 and consolidation-pass-blocked renumbered #6-#8 → #5-#6.
+
 ### Added / Changed
 - **EfficientDiD `vcov_type` threading + Results metadata harmonization (Phase 1b interstitial #4, permanently narrow).** `EfficientDiD(vcov_type=...)` now accepts `{"hc1"}` only (default). Analytical-sandwich families `{classical, hc2, hc2_bm}` and `conley` are REJECTED at `__init__` / `set_params` with methodology-rooted messages — EfficientDiD uses influence-function-based variance per Chen-Sant'Anna-Xie (2025) achieving the semiparametric efficiency bound; the per-unit EIF aggregation has no single design matrix on which hat-matrix leverage or Bell-McCaffrey Satterthwaite DOF can be defined. `cluster=` (Liang-Zeger CR1 on cluster-aggregated EIF) and `survey_design=` (TSL on combined IF) paths are unchanged. **BC break on `EfficientDiDResults`:** the `cluster` field renamed to `cluster_name`; new `n_clusters` + `vcov_type` fields added; `to_dict()` method added (mirrors TripleDifferenceResults). `DiagnosticReport._pt_hausman` updated to read the renamed `cluster_name` field for the Hausman pretest replay (`diff_diff/diagnostic_report.py:2444`). `EfficientDiD.set_params(vcov_type=bad)` raises immediately rather than deferring to `fit()` — intentional eager-validation pattern matching EfficientDiD's existing handling of `pt_assumption`/`control_group` etc, diverging from `ImputationDiD`/`TripleDifference`/`CallawaySantAnna` (which use sklearn mutate-then-validate-at-use). Survey-PSU bootstrap path returns NaN SE when fewer than 2 independent PSUs are available (was ≈0 SE from BLAS roundoff). New summary block: `Variance estimator: <label>` line rendered after the survey block when not under bootstrap; suppressed under bootstrap (replaced with `Inference method: bootstrap` + `Bootstrap replications: <n>`). Default `cluster=None` (no survey) renders "HC1 heteroskedasticity-robust" — methodologically correct because the per-unit EIF SE `sqrt(mean(EIF²)/n)` is HC1-style (no Liang-Zeger G/(G-1) finite-sample correction); diverges from `ImputationDiD` which auto-clusters at unit per BJS Theorem 3.
 
+### Fixed
+- **Bertanha-Imbens 2014 citation correction (16 sites across 5 files).** A verification spike confirmed the citation across `diff_diff/linalg.py` (×8), `diff_diff/conley.py` (×1), `diff_diff/guides/llms-full.txt` (×2), `docs/methodology/REGISTRY.md` (×4), and `docs/api/spillover.rst` (×1) was incorrect — NBER w20773 *External Validity in Fuzzy Regression Discontinuity Designs* (JBES 2020, 38(3):593-612) by Bertanha & Imbens covers fuzzy RD external validity, NOT weighted spatial-HAC under sampling weights. Replaced across all 16 sites with the open-problem framing: "weighted spatial-HAC under probability sampling is an open methodological question; no canonical extension of Conley (1999) exists for the combination." At the four `REGISTRY.md` sites the replacement is wrapped in the canonical `**Note (open methodological question):**` label per CLAUDE.md "Documenting Deviations (AI Review Compatibility)". REGISTRY ConleySpatialHAC section gains a new `**Note (deferral status, 2026-05-26):**` splitting the boundary into three parts: **Shipped** — SpilloverDiD + Conley + survey via Wave E.1/E.2/E.3 (PR #468/#474/#482), TwoStageDiD + Conley + survey via Wave E.3 parity (PR #485). **Deferred (generic linalg surface, any `weight_type`)** — DiD/MPD/TWFE/LinearRegression generic path + Conley + `survey_design=`; `LinearRegression` / `compute_robust_vcov` Conley + `weights=` rejected for `pweight`, `aweight`, AND `fweight` (weighted Conley is not implemented on the generic linalg surface). **Open methodological question (subset)** — the `pweight` / `survey_design` portion of the deferral additionally lacks a canonical methodological extension of Conley (1999) for weighted spatial-HAC under probability sampling. **No source-code logic changes:** verified via diff-in-diff pytest output before and after the citation strip (175 passed + 14 warnings, bit-identical pass set on `tests/test_conley_vcov.py`). **Historical CHANGELOG entries (pre-[Unreleased]) intentionally retain the Bertanha-Imbens 2014 attribution** as accurate records of what was claimed at the time of each release; the [Unreleased] entry above supersedes those rationales going forward.
+
 ## [3.4.2] - 2026-05-25
 
 ### Fixed