Address PR #372 R10 review (3 P3) + rebase onto main

(Branch rebased onto origin/main first - 5 landed commits replayed cleanly,
zero file overlap with the docs-refresh changeset.)

P3 - HAD catalog one-liners omit panel-only restriction
- Both README.md L113 and diff_diff/guides/llms.txt L64 describe the
  estimator without noting that the validator rejects repeated
  cross-section inputs (per REGISTRY L2511-2512 and had.py
  _validate_had_panel). Append "Panel-only in this release - repeated
  cross-sections rejected by the validator" so practitioners with RCS
  data are not misrouted.

P3 - api/had.rst inference contract under-specifies mass-point survey
vcov rejections
- Reviewer caught that the inference contract section says only HC2 /
  HC2_BM are unsupported, but the shipped code also rejects
  vcov_type="classical" on:
    - design="mass_point" + survey= (static and event-study)
    - design="mass_point" + weights= + aggregate="event_study" + cband=True
  The HC1-scaled per-unit 2SLS IF would silently target V_HC1 under a
  classical label.
- Add a paragraph to api/had.rst mirroring REGISTRY L2377-L2379 and
  the front-door NotImplementedError messages at had.py L3360-3380 and
  L4090-4115 (pointing users to vcov_type="hc1" or robust=True).

P3 - REGISTRY checklist disagrees with TODO.md on HAD Phase 5 status
- TODO.md L108 says the README catalog / llms.txt / API page /
  references.rst portion of HAD Phase 5 landed in PR #372, but
  REGISTRY L2531 still says "Phase 5: Tutorial notebook + llms.txt +
  llms-full.txt updates" as one undone item.
- Split the REGISTRY checklist row: mark the PR #372 portion as [x]
  with explicit scope (README catalog, bundled llms.txt, docs/api/had.rst,
  docs/references.rst), keep the remaining tutorial + llms-full.txt
  work as [ ].

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

Author: igerber

README.md

@@ -110,7 +110,7 @@ Full guide: `diff_diff.get_llm_guide("practitioner")`.
 - [SyntheticDiD](https://diff-diff.readthedocs.io/en/stable/api/estimators.html) - Synthetic DiD combining standard DiD and synthetic control for few treated units
 - [TripleDifference](https://diff-diff.readthedocs.io/en/stable/api/triple_diff.html) - triple difference (DDD) estimator for designs requiring two criteria for treatment eligibility
 - [ContinuousDiD](https://diff-diff.readthedocs.io/en/stable/api/continuous_did.html) - Callaway, Goodman-Bacon & Sant'Anna (2024) continuous treatment DiD with dose-response curves
-- [HeterogeneousAdoptionDiD](https://diff-diff.readthedocs.io/en/stable/api/had.html) - de Chaisemartin, Ciccia, D'Haultfœuille & Knau (2026) for designs where **no unit remains untreated**; local-linear estimator at the dose support boundary returning Weighted Average Slope (WAS) on Design 1' (`d̲ = 0` / QUG) or `WAS_{d̲}` on Design 1 (`d̲ > 0`, continuous-near-d̲ or mass-point), with a multi-period event-study extension (last-treatment cohort, pointwise CIs). Alias `HAD`.
+- [HeterogeneousAdoptionDiD](https://diff-diff.readthedocs.io/en/stable/api/had.html) - de Chaisemartin, Ciccia, D'Haultfœuille & Knau (2026) for designs where **no unit remains untreated**; local-linear estimator at the dose support boundary returning Weighted Average Slope (WAS) on Design 1' (`d̲ = 0` / QUG) or `WAS_{d̲}` on Design 1 (`d̲ > 0`, continuous-near-d̲ or mass-point), with a multi-period event-study extension (last-treatment cohort, pointwise CIs). **Panel-only** in this release - repeated cross-sections rejected by the validator. Alias `HAD`.
 - [StackedDiD](https://diff-diff.readthedocs.io/en/stable/api/stacked_did.html) - Wing, Freedman & Hollingsworth (2024) stacked DiD with Q-weights and sub-experiments
 - [EfficientDiD](https://diff-diff.readthedocs.io/en/stable/api/efficient_did.html) - Chen, Sant'Anna & Xie (2025) efficient DiD with optimal weighting for tighter SEs
 - [TROP](https://diff-diff.readthedocs.io/en/stable/api/trop.html) - Triply Robust Panel estimator (Athey et al. 2025) with nuclear norm factor adjustment

diff_diff/guides/llms.txt

@@ -61,7 +61,7 @@ Full practitioner guide: call `diff_diff.get_llm_guide("practitioner")`
 - [SyntheticDiD](https://diff-diff.readthedocs.io/en/stable/api/estimators.html): Synthetic DiD combining standard DiD and synthetic control methods for few treated units
 - [TripleDifference](https://diff-diff.readthedocs.io/en/stable/api/triple_diff.html): Triple difference (DDD) estimator for designs requiring two criteria for treatment eligibility
 - [ContinuousDiD](https://diff-diff.readthedocs.io/en/stable/api/continuous_did.html): Callaway, Goodman-Bacon & Sant'Anna (2024) continuous treatment DiD with dose-response curves
-- [HeterogeneousAdoptionDiD](https://diff-diff.readthedocs.io/en/stable/api/had.html): de Chaisemartin, Ciccia, D'Haultfœuille & Knau (2026) for designs where **no unit remains untreated**; local-linear estimator at the dose support boundary returning Weighted Average Slope (WAS) on Design 1' (`d̲=0` / QUG) or `WAS_{d̲}` on Design 1 (`d̲>0`, continuous-near-d̲ or mass-point), with multi-period event-study extension (last-treatment cohort, pointwise CIs). Alias `HAD`.
+- [HeterogeneousAdoptionDiD](https://diff-diff.readthedocs.io/en/stable/api/had.html): de Chaisemartin, Ciccia, D'Haultfœuille & Knau (2026) for designs where **no unit remains untreated**; local-linear estimator at the dose support boundary returning Weighted Average Slope (WAS) on Design 1' (`d̲=0` / QUG) or `WAS_{d̲}` on Design 1 (`d̲>0`, continuous-near-d̲ or mass-point), with multi-period event-study extension (last-treatment cohort, pointwise CIs). **Panel-only** in this release (repeated cross-sections rejected by the validator). Alias `HAD`.
 - [StackedDiD](https://diff-diff.readthedocs.io/en/stable/api/stacked_did.html): Wing, Freedman & Hollingsworth (2024) stacked DiD with Q-weights and sub-experiments
 - [EfficientDiD](https://diff-diff.readthedocs.io/en/stable/api/efficient_did.html): Chen, Sant'Anna & Xie (2025) efficient DiD with optimal weighting for tighter SEs
 - [TROP](https://diff-diff.readthedocs.io/en/stable/api/trop.html): Triply Robust Panel estimator (Athey et al. 2025) with nuclear norm factor adjustment

docs/api/had.rst

@@ -58,6 +58,18 @@ Unit Remains Untreated" (arXiv:2405.04465v6), which:
    analytical covariance is not computed in this release; tracked in
    ``TODO.md``.
 
+   **Mass-point ``vcov_type="classical"`` deviation.** The mass-point
+   ``survey=`` paths (static and event-study) and the ``weights=`` +
+   ``aggregate="event_study"`` + ``cband=True`` path reject
+   ``vcov_type="classical"`` with ``NotImplementedError``. The per-unit
+   2SLS influence function returned by the mass-point fit is HC1-scaled
+   so that ``compute_survey_if_variance`` and the sup-t bootstrap target
+   ``V_HC1`` consistently; mixing it with a classical analytical SE
+   would silently report a ``V_HC1``-targeted variance under a
+   ``classical`` label. Use ``vcov_type="hc1"`` (or leave it unset with
+   the default ``robust=True`` mapping); a classical-aligned IF
+   derivation is queued for a follow-up PR.
+
 HeterogeneousAdoptionDiD
 ------------------------
 

docs/methodology/REGISTRY.md

@@ -2528,7 +2528,8 @@ Shipped in `diff_diff/had_pretests.py` as `stute_joint_pretest()` (residuals-in
 - [ ] Phase 4: Pierce-Schott (2016) replication harness reproduces Figure 2 values.
 - [ ] Phase 4: Full DGP 1/2/3 coverage-rate reproduction from Table 1.
 - [ ] Phase 5: `practitioner_next_steps()` integration for HAD results.
-- [ ] Phase 5: Tutorial notebook + `llms.txt` + `llms-full.txt` updates (preserving the UTF-8 fingerprint).
+- [x] Phase 5 (partial): README catalog one-liner, bundled `llms.txt` `## Estimators` entry, `docs/api/had.rst` (autoclass for the three classes), and `docs/references.rst` citation landed in PR #372 docs refresh.
+- [ ] Phase 5 (remaining): Tutorial notebook + `llms-full.txt` HeterogeneousAdoptionDiD section (preserving the UTF-8 fingerprint).
 - [ ] Documentation of non-testability of Assumptions 5 and 6.
 - [ ] Warnings for staggered treatment timing (redirect to `ChaisemartinDHaultfoeuille`).
 - [ ] `NotImplementedError` phase pointer when `covariates=` is passed (Theorem 6 future work).