Skip to content

Clarify full-sample fitting under the conformal sharp null - #494

Open
AliFozooni wants to merge 1 commit into
matheusfacure:masterfrom
AliFozooni:agent/clarify-conformal-sharp-null-fitting
Open

Clarify full-sample fitting under the conformal sharp null#494
AliFozooni wants to merge 1 commit into
matheusfacure:masterfrom
AliFozooni:agent/clarify-conformal-sharp-null-fitting

Conversation

@AliFozooni

@AliFozooni AliFozooni commented Aug 15, 2026

Copy link
Copy Markdown

Summary

  • explain why the counterfactual model is intentionally refit on the complete null-adjusted series
  • connect the implementation directly to sharp-null imputation in Chernozhukov, Wüthrich, and Zhu
  • explain how the complete-series fit puts the designated post-treatment block and cyclic reassignments on the same footing
  • clarify why a pre-treatment-only fit would mix in-sample and out-of-sample residuals and define a different calibration
  • remove the misleading suggestion that full-sample fitting merely prevents large residuals
  • correct the p-value prose so it matches the displayed indicator and code: count permuted statistics at least as large as the observed statistic

Why this matters

Under a candidate sharp null, subtracting the candidate effect imputes the missing untreated outcome in every post-treatment period. The cited procedure then estimates the counterfactual model on that complete candidate path and evaluates the designated post-treatment residual block against cyclic block reassignments. The existing code follows that published algorithm; changing it to fit only before treatment would not be a bug fix, but a different procedure with a fitting-status break at the intervention date.

The p-value is the upper-tail permutation proportion. The formula and implementation already use the correct direction, but the surrounding sentence described the reverse inequality; the text now agrees with both.

Validation

  • checked the explanation against the primary JASA paper and retained its DOI link
  • built the full Jupyter Book successfully after both corrections
  • inspected the rendered HTML, equations, and citation link
  • validated notebook JSON and confirmed that only two markdown cells changed

Closes #344

@AliFozooni
AliFozooni marked this pull request as ready for review August 15, 2026 18:09
@AliFozooni
AliFozooni force-pushed the agent/clarify-conformal-sharp-null-fitting branch from 1acb946 to 82af658 Compare August 15, 2026 18:31
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

Appendix on Conformal Inference with Synthetic Controls

1 participant