- [SpilloverDiD](https://diff-diff.readthedocs.io/en/stable/api/spillover.html) - Butts (2021) ring-indicator spillover-aware DiD identifying direct effect on treated + per-ring spillover on near-control units; handles non-staggered and staggered timing; supports survey-design variance under `survey_design=` for HC1 / CR1 (Wave E.1 Binder TSL) and Conley (Wave E.2 panel-aware stratified-Conley sandwich on per-period PSU totals; `conley_lag_cutoff=0` only — serial Bartlett HAC composition queued as follow-up)

| `SpilloverDiD(vcov_type="conley", conley_lag_cutoff > 0, survey_design=...)` serial Bartlett HAC composition. Wave E.2 ships the panel-aware `conley_lag_cutoff = 0` case ("within-period spatial only" — `sum_t sum_h M_h_t` per `tests/test_spillover.py::TestSpilloverDiDWaveE2ConleySurveyDesign::test_b_panel_aware_per_period_sum_invariant`) and raises `NotImplementedError` upfront at `spillover.py:fit` on `conley_lag_cutoff > 0`. The serial Bartlett component (within-unit / within-PSU temporal HAC at lag ≤ L) needs to compose with the panel-aware stratified-Conley spatial sandwich — the natural addition is `meat_serial = sum_g sum_{|t-s|<=L, t!=s} (1 - |t-s|/(L+1)) * (S_psu_t[g] - S_bar_h_t)(S_psu_s[g] - S_bar_h_s)'` per PSU, summed across all PSUs in each stratum, with appropriate Binder FPC scaling — plus a methodology call on whether to include cross-period spatial pairs in the serial term. Regression goldens vs the cross-sectional limit (lag=0, which is now the shipped path). | `spillover.py::SpilloverDiD.fit`, `two_stage.py::_compute_stratified_conley_meat` | follow-up (Wave E.2 follow-up) | Medium |

- [SpilloverDiD](https://diff-diff.readthedocs.io/en/stable/api/spillover.html): Butts (2021) ring-indicator spillover-aware DiD identifying direct effect on treated + per-ring spillover-on-control; reuses `conley_coords` for ring construction; handles non-staggered and staggered timing; supports `SurveyDesign(weights, strata, psu, fpc)` under `vcov_type="hc1"` with optional `cluster=<col>` for CR1 via Gerber (2026) Binder TSL (Wave E.1) and under `vcov_type="conley"` via a panel-aware stratified-Conley sandwich on per-period PSU totals (Wave E.2; `conley_lag_cutoff=0` only — serial Bartlett HAC composition queued as follow-up), both composed with the Wave D Gardner GMM correction (replicate weights queued as follow-up)

# Wave E.2 scope-limit (upfront, before resolution / panel work):

# the panel-block Conley HAC (`conley_lag_cutoff > 0`) is NOT

# composed with the survey path in this PR. The stratified-Conley

# helper applies a cross-sectional kernel on PSU-aggregated totals;

# composing the within-unit serial Bartlett HAC with the within-

# stratum cross-PSU spatial kernel requires carrying PSU-by-time

# scores into the meat construction, which is a separate Wave E.x

# follow-up tracked in TODO.md. Reject upfront with a clear pointer

# so users running `survey_design=` + `conley_lag_cutoff > 0` get

# the error before stage-1 / 2 work (per `feedback_no_silent_failures`).

if (

survey_design is not None

and self.vcov_type == "conley"

and self.conley_lag_cutoff is not None

and self.conley_lag_cutoff > 0

):

raise NotImplementedError(

"SpilloverDiD(vcov_type='conley', conley_lag_cutoff > 0) "

"combined with survey_design= is not supported in Wave E.2. "

"The Wave E.2 stratified-Conley sandwich aggregates Psi to "

"PSU totals before applying the cross-sectional Conley "

"kernel; the panel-block decomposition (within-unit serial "

"Bartlett HAC over time) would require carrying PSU-by-time "

"scores and composing the serial kernel with the within-"

"stratum cross-PSU spatial kernel. This composition is "

"queued as a follow-up (see TODO.md). For Wave E.2, use "

"conley_lag_cutoff=0 (cross-sectional Conley) with "

"survey_design=, or use survey_design= with "

"vcov_type='hc1' (+ cluster=<col> for CR1) for the full "

"Wave E.1 path."

)