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Changelog

Source: NEWS.md

qte 2.0.0

This is a major update that extends all estimators to support staggered treatment adoption. The API has changed substantially — please read this section before upgrading.

New functions

  • unc_qte() — cross-sectional QTE and QTT under unconfoundedness. Supports IPW, outcome regression, and doubly robust (AIPW) estimation. Uses a yname/dname interface consistent with the did/ptetools convention. Replaces ci.qte() and ci.qtet(), which are retained as deprecated wrappers.

  • cic() / cic_gt() — Change in Changes estimator for staggered treatment adoption (Athey and Imbens 2006). Supports panel and repeated cross sections data, and returns either ATT (gt_type = "att") or a full QTT curve (gt_type = "qtt"). Replaces CiC(), which is retained as a deprecated wrapper.

  • qdid() / qdid_gt() — Quantile Difference in Differences estimator for staggered treatment adoption (Callaway, Li, and Oka 2018). Replaces QDiD(), which is retained as a deprecated wrapper.

  • mdid() / mdid_gt() — Mean Difference in Differences estimator for staggered treatment adoption (Callaway and Li 2019). Replaces MDiD(), which is retained as a deprecated wrapper.

  • ddid() / ddid_gt() — Distributional Difference in Differences estimator for staggered treatment adoption (Callaway and Li 2019). Replaces ddid2(), which is retained as a deprecated wrapper.

  • panel_qtt() / panel_qtt_gt() — Panel QTT estimator using copula transfer across pre-treatment periods (Callaway and Li 2019), with staggered treatment adoption support. The pre_copula argument controls whether a rolling ("long", default) or fixed ("short") base period is used to transfer the copula. Replaces panel.qtet(), which is retained as a deprecated wrapper.

  • lou_qte() — Lagged-outcome unconfoundedness QTT estimator for staggered treatment adoption. Uses the lagged outcome as a control variable to identify the QTT. New; no prior equivalent in the package.

Deprecated functions

The following functions emit a runtime deprecation warning via .Deprecated() and will be removed in v2.1 (target: 2026-08). Each points to its modern replacement in the warning message.

Deprecated Replacement
ci.qte() unc_qte(target = "qte")
ci.qtet() unc_qte(target = "qtt")
CiC() cic()
QDiD() qdid()
MDiD() mdid()
ddid2() ddid()
panel.qtet() panel_qtt()

Removed functions

  • computeDiffSE() — was dead code; never called anywhere in the package. Design notes for a future QTT-vs-ATT test are in dev/NOTES.md.

  • DR(), spatt(), bounds() — removed in earlier 1.5.x development work.

  • qtes2mat(), diffQ() — formatting helpers tied to the legacy QTE class with no internal callers.

Infrastructure

  • Full testthat test suite added (83 fast tests; 10 slow bootstrap tests skipped by default, enabled via R_SLOW_TESTS=true). The package previously had no tests.

  • All new estimators are backed by ptetools::pte(). The attgt_fun hook pattern makes it straightforward to add new identification strategies without duplicating bootstrap or aggregation code.

  • Estimators now pass an explicit aggregation_fun to ptetools::pte(), replacing the earlier implicit dispatch based on gt_type.

  • ptetools added to Imports (was missing from DESCRIPTION despite being used).

  • Hmisc and texreg removed from Imports (were unused after earlier cleanup).

  • License updated from GPL-2 to GPL-3.

qte 1.4.0

  • Added cic2() for Change in Changes with multiple periods and variation in treatment timing, using ptetools as a backend. This function was experimental; it has been superseded by cic() in v2.0.0.

qte 1.3.3

  • Bug fix: critical values for uniform confidence bands now correctly reflect the alp argument rather than being stuck at alp = 0.05.

qte 1.3.2

  • Significance level is now passed through in the results.
  • Added ability to change significance level in ggqte() for pointwise confidence intervals without re-estimating.

qte 1.3.1

CRAN release: 2022-09-01

  • Updated maintainer contact information.
  • Improvements and updates to vignettes.

qte 1.3.0

CRAN release: 2019-06-10

  • Added first-step quantile regression support for panel.qtet(), QDiD(), and CiC().
  • Added checks that input data is in the correct format, particularly for panel data.

qte 1.2.3

  • Now using empirical quantiles in the CiC method.
  • Added code for computing uniform confidence bands.
  • General improvements to the codebase, including combining shared code across methods.

qte 1.2.2

CRAN release: 2018-04-30

  • Bug fixes to the CiC method.

qte 1.2

  • Added ddid2() to compute quantile treatment effects under a Difference in Differences assumption following Callaway and Li (2016).
  • Covariates for all methods now specified using formulas (xformla argument) rather than passing variable names directly.
  • Improvements to bootstrapping standard errors.
  • Some extensions to computing the ATT via spatt().
  • Preliminary version of multi-period ATT moved to the did package.