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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.


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pip install trop

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