DoubleML 0.10.0

• Release highlight: Multi-Period Difference-in-Differences for Panel Data

  • Implementation via DoubleMLDIDMulti class (Py #292, Py #315)
  • New doubleml.data submodule including DoubleMLData and DoubleMLPanelData classes (Py #292)
  • Extended User Guide and Example Gallery (Docs #224, Docs #233, Docs #237)

• Added Confidence sets which are robust to weak IVs: robust_confset() method for DoubleMLIIVM (added by Ezequiel Smucler and David Masip) (Py #318, Docs #234)

• Update sensitivity operations to improve sensitivity bounds (Py #295)

• Improve DoubleMLAPO nuisance estimation and update weighted score elements. Added example to compare DoubleMLIRM and DoubleMLAPO (Py #295, Py #297, Docs #220)

• Updated variance aggregation over repetitions via confidence intervals (Py #324, Docs #236)

• Added a separate package citation using CITATION.cff (Py #321)

• Update package formatting, linting and add pre-commit hooks (Py #288, Py #289, Py #294, Py #316)

• Maintenance package (Py #287, Py #288, Py #291, Py #319)

• Maintenance documentation (Docs #211, Docs #213, Docs #214, Docs #215, Docs #216, Docs #217, Docs #218, Docs #219, Docs #221, Docs #225, Docs #227, Docs #228, Docs #229, Docs #230, Docs #232, Docs #238, Docs #239)