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Add Average potential outcome model #250

Merged
merged 102 commits into from
Aug 12, 2024
Merged

Add Average potential outcome model #250

merged 102 commits into from
Aug 12, 2024

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SvenKlaassen
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@SvenKlaassen SvenKlaassen commented Jun 20, 2024

Average Potential Outcomes

Adding DoubleMLAPO to estimate (weighted) average potential outcomes

$$\theta_0 = \mathbb{E}[\omega(Y,D,X) \cdot Y(a)]$$

for some treatment value $D=a$.

Further adding DoubleMLAPOS to simultaneously compute multiple discrete average potential outcomes and effects.

New DGP

New dgp make_irm_data_discrete_treatements.

Additional updates

Add optional treatment_names and summary to DoubleMLFramework.

Reference to Issues or PRs

First step to implement #245

Comments

DoubleMLAPO supports:

  • Sensitivity analysis
  • weights
  • External predictions
  • Tuning
  • Conditional and group estimates

DoubleMLAPOS supports:

  • Sensitivity analysis
  • Benchmarking
  • weights
  • External predictions

PR Checklist

Please fill out this PR checklist (see our contributing guidelines for details).

  • The title of the pull request summarizes the changes made.
  • The PR contains a detailed description of all changes and additions.
  • References to related issues or PRs are added.
  • The code passes all (unit) tests.
  • Enhancements or new feature are equipped with unit tests.
  • The changes adhere to the PEP8 standards.

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@SvenKlaassen SvenKlaassen merged commit 2287e65 into main Aug 12, 2024
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