Address PR #401 R2 review (1 P3 maintainability)

R2 verdict was "Looks good". One residual P3 housekeeping class
addressed (selector-aware messaging in additional locations):

1. Multi-baseline `UserWarning`s under `controls` and `trends_linear`
   now read "by_path / paths_of_interest + ..." instead of "by_path
   + ..." since both fire under either selector.

2. F_g=3 boundary `UserWarning` under `trends_linear` now reads
   "by_path / paths_of_interest + trends_linear: ..." for the same
   reason.

3. `summary()` non-empty header dropped the "(by_path)" suffix —
   matches the empty-state branch fixed in the prior round.

4. `to_dataframe(level="by_path")` docstring now documents that the
   surface is populated under either `by_path=k` or
   `paths_of_interest=[(...), ...]`.

Updates 5 test assertions that matched the old "by_path + ..."
warning substring; the new "+ trends_linear" / "+ controls"
substring matches both selector forms.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

Author: igerber

diff_diff/chaisemartin_dhaultfoeuille.py

@@ -1722,12 +1722,13 @@ def fit(
                     _switcher_baselines = baselines[_switcher_mask]
                     if np.unique(_switcher_baselines).size > 1:
                         warnings.warn(
-                            "by_path + controls: switcher baselines D_{g,1} "
-                            "take multiple values in this panel. Python "
-                            "residualizes once on the full panel before path "
-                            "enumeration; R `did_multiplegt_dyn(..., by_path, "
-                            "controls)` re-runs residualization per path on "
-                            "the path-restricted subsample, so per-path point "
+                            "by_path / paths_of_interest + controls: "
+                            "switcher baselines D_{g,1} take multiple values "
+                            "in this panel. Python residualizes once on the "
+                            "full panel before path enumeration; R "
+                            "`did_multiplegt_dyn(..., by_path, controls)` "
+                            "re-runs residualization per path on the "
+                            "path-restricted subsample, so per-path point "
                             "estimates can diverge between Python and R on "
                             "this panel. See `docs/methodology/REGISTRY.md` "
                             "(`Note (Phase 3 by_path ...)` -> Per-path "
@@ -1826,10 +1827,10 @@ def fit(
                     _switcher_baselines_tl = baselines[_switcher_mask_tl]
                     if np.unique(_switcher_baselines_tl).size > 1:
                         warnings.warn(
-                            "by_path + trends_linear: switcher baselines "
-                            "D_{g,1} take multiple values in this panel. "
-                            "Python first-differences once on the full "
-                            "panel before path enumeration; R "
+                            "by_path / paths_of_interest + trends_linear: "
+                            "switcher baselines D_{g,1} take multiple values "
+                            "in this panel. Python first-differences once on "
+                            "the full panel before path enumeration; R "
                             "`did_multiplegt_dyn(..., by_path, trends_lin)` "
                             "re-runs the full pipeline (including "
                             "first-differencing) on each path's restricted "
@@ -1861,8 +1862,9 @@ def fit(
                 _f_g_three_count = int((first_switch_idx_arr == 2).sum())
                 if _f_g_three_count > 0:
                     warnings.warn(
-                        f"by_path + trends_linear: {_f_g_three_count} "
-                        f"switching group(s) have F_g=3 (exactly 2 "
+                        f"by_path / paths_of_interest + trends_linear: "
+                        f"{_f_g_three_count} switching group(s) have "
+                        f"F_g=3 (exactly 2 "
                         f"pre-switch periods). After first-differencing "
                         f"and the time==1 filter, these groups have "
                         f"only 1 valid pre-window Z value, which "

diff_diff/chaisemartin_dhaultfoeuille_results.py

@@ -1283,7 +1283,7 @@ def _render_path_effects_section(
         lines.extend(
             [
                 thin,
-                "Treatment-Path Disaggregation (by_path)".center(width),
+                "Treatment-Path Disaggregation".center(width),
                 thin,
             ]
         )
@@ -1442,8 +1442,9 @@ def to_dataframe(self, level: str = "overall") -> pd.DataFrame:
               Available when ``trends_linear=True``.
             - ``"design2"``: Design-2 switch-in/switch-out descriptive
               summary. Available when ``design2=True``.
-            - ``"by_path"``: one row per (path, horizon) when
-              ``by_path=k`` was passed to the estimator. Columns:
+            - ``"by_path"``: one row per (path, horizon) when either
+              ``by_path=k`` or ``paths_of_interest=[(...), ...]`` was
+              passed to the estimator. Columns:
               ``path``, ``frequency_rank``, ``n_groups``, ``horizon``,
               ``effect``, ``se``, ``t_stat``, ``p_value``,
               ``conf_int_lower``, ``conf_int_upper``, ``n_obs``,

tests/test_chaisemartin_dhaultfoeuille.py

@@ -6638,7 +6638,7 @@ def _add(group, treatment_path):
             str(w.message)
             for w in caught
             if issubclass(w.category, UserWarning)
-            and "by_path + controls" in str(w.message)
+            and "+ controls" in str(w.message)
             and "multi-baseline" not in str(w.message).lower()
             or (
                 issubclass(w.category, UserWarning)
@@ -7579,7 +7579,7 @@ def _add(group, treatment_path):
             str(w.message)
             for w in caught
             if issubclass(w.category, UserWarning)
-            and "by_path + trends_linear" in str(w.message)
+            and "+ trends_linear" in str(w.message)
             and "switcher baselines" in str(w.message)
         ]
         assert deviation_msgs, (
@@ -7609,7 +7609,7 @@ def test_single_baseline_panel_does_not_emit_r_deviation_warning(self):
             str(w.message)
             for w in caught
             if issubclass(w.category, UserWarning)
-            and "by_path + trends_linear" in str(w.message)
+            and "+ trends_linear" in str(w.message)
             and "switcher baselines" in str(w.message)
         ]
         assert not deviation_msgs, (
@@ -7667,7 +7667,7 @@ def _add(group, treatment_path):
             str(w.message)
             for w in caught
             if issubclass(w.category, UserWarning)
-            and "by_path + trends_linear" in str(w.message)
+            and "+ trends_linear" in str(w.message)
             and "F_g=3" in str(w.message)
         ]
         assert boundary_msgs, (
@@ -7718,7 +7718,7 @@ def test_single_baseline_heterogeneous_F_g_does_not_warn(self):
             str(w.message)
             for w in caught
             if issubclass(w.category, UserWarning)
-            and "by_path + trends_linear" in str(w.message)
+            and "+ trends_linear" in str(w.message)
             and "switcher baselines" in str(w.message)
         ]
         assert not deviation_msgs, (