@@ -57,7 +57,7 @@ class DifferenceInDifferences:
5757 ``vcov_type``: with ``"hc1"`` dispatches to CR1 (Liang-Zeger); with
5858 ``"hc2_bm"`` dispatches to CR2 Bell-McCaffrey (Pustejovsky-Tipton 2018
5959 symmetric-sqrt + Satterthwaite DOF).
60- vcov_type : {"classical", "hc1", "hc2", "hc2_bm"}, optional
60+ vcov_type : {"classical", "hc1", "hc2", "hc2_bm", "conley" }, optional
6161 Variance-covariance family. Defaults to the ``robust`` alias.
6262
6363 - ``"classical"``: non-robust OLS SEs, ``sigma_hat^2 * (X'X)^{-1}``.
@@ -69,15 +69,15 @@ class DifferenceInDifferences:
6969 with ``cluster=``, Pustejovsky-Tipton (2018) CR2 cluster-robust.
7070 (Note: ``MultiPeriodDiD`` does NOT yet support ``cluster=`` with
7171 ``"hc2_bm"`` — see ``MultiPeriodDiD`` docstring and REGISTRY.md.)
72-
73- ``vcov_type="conley"`` (Conley 1999 spatial-HAC) is ** rejected** at
74- fit-time on ``DifferenceInDifferences`` in Phase 1 because DiD is
75- intrinsically a two-period panel design, and Phase 1's cross-
76- sectional Conley does not handle the time dimension. The supported
77- Phase 1 path for Conley is direct ``compute_robust_vcov`` /
78- `` LinearRegression`` on a single-period regression. Phase 2 will
79- add the space-time product kernel (Driscoll-Kraay) and lift the
80- rejection.
72+ - ``"conley"``: Conley 1999 spatial-HAC sandwich. **Accepted by the
73+ constructor for sklearn-style API symmetry but rejected at
74+ fit-time on ``DifferenceInDifferences``** because DiD is
75+ intrinsically a two-period panel design, and Phase 1's cross-
76+ sectional Conley does not handle the time dimension. The
77+ supported Phase 1 path for Conley is direct
78+ ``compute_robust_vcov`` / `` LinearRegression`` on a single-period
79+ regression. Phase 2 will add the space-time product kernel
80+ (Driscoll-Kraay) and lift the rejection.
8181 alpha : float, default=0.05
8282 Significance level for confidence intervals.
8383 inference : str, default="analytical"
@@ -1022,7 +1022,7 @@ class MultiPeriodDiD(DifferenceInDifferences):
10221022 ``TODO.md``; also documented as a Note in
10231023 ``docs/methodology/REGISTRY.md`` under the HeterogeneousAdoptionDiD
10241024 requirements-checklist block.
1025- vcov_type : {"classical", "hc1", "hc2", "hc2_bm"}, optional
1025+ vcov_type : {"classical", "hc1", "hc2", "hc2_bm", "conley" }, optional
10261026 Variance-covariance family. Defaults to the ``robust`` alias.
10271027
10281028 - ``"classical"``: non-robust OLS SEs, ``sigma_hat^2 * (X'X)^{-1}``.
@@ -1033,15 +1033,15 @@ class MultiPeriodDiD(DifferenceInDifferences):
10331033 - ``"hc2_bm"``: one-way HC2 + Imbens-Kolesar (2016) Satterthwaite DOF
10341034 per coefficient plus a contrast-aware DOF for the post-period-average
10351035 ATT. **Unsupported with** ``cluster=`` — see ``cluster`` above.
1036-
1037- ``vcov_type="conley"`` (Conley 1999 spatial-HAC) is ** rejected** at
1038- fit-time on ``MultiPeriodDiD`` in Phase 1 because MultiPeriodDiD is
1039- intrinsically a multi-period panel estimator and Phase 1's cross-
1040- sectional Conley does not handle the time dimension. The supported
1041- Phase 1 path for Conley is direct ``compute_robust_vcov`` /
1042- `` LinearRegression`` on a single-period regression. Phase 2 will
1043- add the space-time product kernel (Driscoll-Kraay) and lift the
1044- rejection.
1036+ - ``"conley"``: Conley 1999 spatial-HAC sandwich. **Accepted by the
1037+ constructor for sklearn-style API symmetry but rejected at
1038+ fit-time on ``MultiPeriodDiD``** because MultiPeriodDiD is
1039+ intrinsically a multi-period panel estimator and Phase 1's
1040+ cross- sectional Conley does not handle the time dimension. The
1041+ supported Phase 1 path for Conley is direct
1042+ ``compute_robust_vcov`` / `` LinearRegression`` on a single-period
1043+ regression. Phase 2 will add the space-time product kernel
1044+ (Driscoll-Kraay) and lift the rejection.
10451045 alpha : float, default=0.05
10461046 Significance level for confidence intervals.
10471047 conley_coords, conley_cutoff_km, conley_metric, conley_kernel
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