[Bug]: Result of Wild Cluster Bootstrap is inconsistent to Cluster-robust

[mohathoillah]

Description

I revised the notebook for the Basic DiD module by running the available code of notebook. I found a strange result from the Wild Cluster bootstrap method in this module. There was an inconsistency between the p-value and 95% CI from the Wild Cluster estimation; the CI is above 0, so the p-value should be significant. That's what I thought.

Minimal reproducer

# Wild cluster bootstrap inference
did_bootstrap = DifferenceInDifferences(
    cluster="cluster",
    inference="wild_bootstrap",
    n_bootstrap=999,
    bootstrap_weights="rademacher",
    seed=42
)

results_bootstrap = did_bootstrap.fit(
    clustered_df,
    outcome="outcome",
    treatment="treated",
    time="post"
)

print(results_bootstrap.summary())

# Compare inference methods
print("Comparison of inference methods:")
print(f"{'Method':<25} {'SE':>10} {'p-value':>10} {'95% CI':>25}")
print("-" * 70)
print(f"{'Cluster-robust (analytical)':<25} {results_cluster.se:>10.4f} {results_cluster.p_value:>10.4f} [{results_cluster.conf_int[0]:>8.4f}, {results_cluster.conf_int[1]:>8.4f}]")
print(f"{'Wild cluster bootstrap':<25} {results_bootstrap.se:>10.4f} {results_bootstrap.p_value:>10.4f} [{results_bootstrap.conf_int[0]:>8.4f}, {results_bootstrap.conf_int[1]:>8.4f}]")

Expected behavior

The result of the p-value should be consistent with the Cluster-robust.

Actual behavior

The result of p-value from the Wild cluster bootstrap was inconsistent with the Cluster-robust

diff-diff version

7. Robust Inference

Python version

3.13

Backend

Not sure

Operating system

Windows

Additional context

No response