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test(imputation): assert the full NaN inference tuple on the spanned lead (review P3)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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tests/test_imputation.py

Lines changed: 4 additions & 2 deletions
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@@ -3100,9 +3100,11 @@ def test_spanned_lead_snaps_to_nan_with_cause_warning(self):
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)
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assert res.event_study_effects is not None
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eff = res.event_study_effects
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# The spanned lead is deterministically NaN (full inference tuple) —
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# that is the snap's contract and is platform-independent.
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# The spanned lead is deterministically NaN — the FULL inference
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# tuple (review P3: assert every field, not just effect/se).
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assert np.isnan(eff[-2]["effect"]) and np.isnan(eff[-2]["se"])
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assert np.isnan(eff[-2]["t_stat"]) and np.isnan(eff[-2]["p_value"])
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assert np.all(np.isnan(np.asarray(eff[-2]["conf_int"], dtype=float)))
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# Of the remaining leads {-6,-5,-4,-3}, the leads-sum dummy trap costs
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# exactly ONE more column — but WHICH one the rank handler drops is
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# pivoted-QR/BLAS-order dependent (observed: -4 on macOS/Accelerate,

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