econml.inference.GenericModelFinalInferenceDiscrete

class econml.inference.GenericModelFinalInferenceDiscrete[source]

Bases: econml.inference._inference.Inference

Assumes estimator is fitted on categorical treatment and a separate generic model_final is used to fit the CATE associated with each treatment. This model_final supports predict_interval. Inference is based on predict_interval of the model_final model.

__init__()

Methods

__init__()

ate_inference([X, T0, T1])

ate_interval([X, T0, T1, alpha])

const_marginal_ate_inference([X])

const_marginal_ate_interval([X, alpha])

const_marginal_effect_inference(X)

const_marginal_effect_interval(X, *[, alpha])

effect_inference(X, *, T0, T1)

effect_interval(X, *, T0, T1[, alpha])

fit(estimator, *args, **kwargs)

Fits the inference model.

marginal_ate_inference(T[, X])

marginal_ate_interval(T[, X, alpha])

prefit(estimator, *args, **kwargs)

Performs any necessary logic before the estimator's fit has been called.

fit(estimator, *args, **kwargs)[source]

Fits the inference model.

This is called after the estimator’s fit.

prefit(estimator, *args, **kwargs)[source]

Performs any necessary logic before the estimator’s fit has been called.