econml.inference.StatsModelsInference

class econml.inference.StatsModelsInference(cov_type='HC1')[source]

Bases: econml.inference._inference.LinearModelFinalInference

Stores statsmodels covariance options.

This class can be used for inference by the LinearDML.

Parameters

cov_type (str, default ‘HC1’) – The type of covariance estimation method to use. Supported values are ‘nonrobust’, ‘HC0’, ‘HC1’.

__init__(cov_type='HC1')[source]

Methods

__init__([cov_type])

ate_inference([X, T0, T1])

ate_interval([X, T0, T1, alpha])

coef__inference()

coef__interval(*[, 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.

intercept__inference()

intercept__interval(*[, alpha])

marginal_ate_inference(T[, X])

marginal_ate_interval(T[, X, alpha])

marginal_effect_inference(T, X)

marginal_effect_interval(T, X, *[, alpha])

prefit(estimator, *args, **kwargs)

Performs any necessary logic before the estimator's fit has been called.
fit(estimator, *args, **kwargs)

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.