Commit 5008d11
Add Roth (2022) paper review for PreTrendsPower methodology audit
PR-A of the 3-PR PreTrendsPower methodology review sequence (paper review
-> implementation audit -> R parity goldens). Produces the structured
methodology contract that will inform the PR-B audit of diff_diff/pretrends.py
against the paper's exact equations.
The review covers:
- Propositions 1-4 (bias decomposition, sign-of-bias under monotone trend,
variance decomposition, convexity gives variance reduction)
- Power calculation algorithm for the slope gamma_p at target power p
- Bias and coverage calculation framework (analytical via tmvtnorm-equivalent
truncated MVN moments; simulation fallback)
- Implementation notes and 11-item gaps list flagging items the PR-B audit
will need to resolve (notably: NIS vs Wald acceptance region, violation-type
extensions beyond linear, R-package version pin for parity)
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>1 parent a7bd40d commit 5008d11
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