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Changelog

Source: NEWS.md

ssBartik 0.2.0

Changes

  • ssb_design() / ssbartik(): exogenous is now required (no default). The identification route fixes the automatic controls, the standard errors and the diagnostics, so it must be chosen deliberately.
  • ssb_estimate() (and ssb_placebo(), ssb_drop_top()): the default methods now follow the route – conventional ehw (+ cluster when a cluster variable is set) on the share route, exposure-robust akm / akm0 on the shift route. Explicit methods = c(...) still overrides, and the printed table names the route. (Review point 1.)
  • ssb_overid() now reports a Sargan–Hansen J from efficient two-step GMM with a robust (or cluster-robust) weight matrix, replacing the precision-weighted Cochran Q, which treated the mutually correlated just-identified estimates as independent. Estimators of the common coefficient: "2sls", efficient "gmm", and the many-instrument-robust "liml" / "jive" ("auto" picks between 2SLS and LIML by K/n). Collinear residualised shares are pruned automatically (complete designs use K−1 instruments, df = K−2). Output fields changed accordingly; ssb_plot_overid(), format() and plot() methods updated. (Point 3.)
  • ssb_pipeline() reports only route-appropriate statistics: Rotemberg weights / weight summary / overidentification / share balance on the share route; equivalence / shock summary / shock balance on the shift route. Arguments belonging to the other route are skipped with a message. (Point 2.)
  • ssb_share_balance() now tests the sectors with the largest |Rotemberg weight| (the shares that drive the estimate), not the largest average exposure, and returns their alpha. (Point 4.)

Methodology fixes

  • Exposure-robust (shock-level) variances in ssb_shock_iv(), ssb_first_stage() and ssb_pretrend() now use the shocks residualised on the shock-level controls (a constant, plus period fixed effects in panels) with exposure weights, instead of the raw shocks. Point estimates are unchanged; standard errors are corrected, and now match ShiftShareSE’s AKM variance / the BHJ ssaggregate workflow exactly (verified in the test suite). (Point 7.)
  • Shift-route panels now automatically control the sum of exposure shares interacted with period fixed effects (reducing to period FE under complete shares); controlling only the overall sum is not sufficient in panels. Auto columns are pruned of anything the user’s controls already span, and the location-/shock-level equivalence is now exact in panels. (Point 6.)
  • ssb_rotemberg() gains demean = TRUE: shocks are demeaned with exposure weights (within periods in panels) whenever the corresponding constant directions are absorbed by the controls, resolving the normalisation non-uniqueness of the decomposition; the weights are now invariant to adding constants to the shocks. β̂, the per-instrument estimates and Fs are unaffected. (Point 5.)
  • ssb_pretrend() is route-aware: the headline se / p / interval are exposure-robust on the shift route and conventional (cluster / EHW) on the share route, with all three SEs still reported. (Point 2.)

Verification, wording, docs

  • ssb_estimate(shock_cluster = ) was verified to genuinely cluster the shocks: it reaches ShiftShareSE’s sector_cvar and matches a hand-computed cluster-robust shock-level regression; a regression test pins this down. ssb_shock_iv(cluster = ) now also accepts a shocks-table column name. (Point 8.)
  • ssb_ri() documents (and prints) that randomization inference requires shocks to be exchangeable within blocks – a stronger assumption than BHJ as-good-as-random, which allows heteroskedastic shocks. (Point 9.)
  • Shock-balance output no longer states that a non-significant test shows shocks are “unrelated to observables”; it reports that the null of balance is not rejected. (Point 10.)
  • Terminology: high-weight share instruments (sectors), not “shocks”, across ssb_weight_summary(), ssb_loo(), ssb_drop_top() output and plots. (Point 5.)

ssBartik 0.1.1

CRAN release: 2026-07-19

First release. An end-to-end toolkit for shift-share (Bartik) instrumental variables, spanning both identification routes (exogenous shares and exogenous shocks) from instrument construction through estimation, inference, and credibility diagnostics.