Triply Robust Panel (TROP) estimator: weighted TWFE with optional low-rank adjustment.
Project description
TROP: Triply Robust Panel Estimator
This package provides a Python implementation of the Triply Robust Panel (TROP) estimator introduced in:
Susan Athey, Guido Imbens, Zhaonan Qu, Davide Viviano (2025).
Triply Robust Panel Estimators.
arXiv:2508.21536.
The initial release (v0.1.0) exposes the function:
TROP_TWFE_average(Y, W, treated_units, lambda_unit, lambda_time, lambda_nn, treated_periods=..., solver=...)
which estimates an average treatment effect tau in panel settings using a weighted TWFE objective with optional low-rank adjustment.
Installation
pip install trop
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