Triply Robust Panel (TROP) estimator: weighted TWFE with optional low-rank adjustment.
Project description
TROP: Triply Robust Panel Estimator
trop is a Python package implementing the Triply Robust Panel (TROP) estimator for average treatment effects (ATEs) in panel data. The core estimator is expressed as a weighted two-way fixed effects (TWFE) objective, with an optional low-rank regression adjustment via a nuclear-norm penalty.
Reference:
Susan Athey, Guido Imbens, Zhaonan Qu, Davide Viviano (2025).
Triply Robust Panel Estimators.
arXiv:2508.21536.
Installation
pip install trop
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