Public Module Reference ======================= CATE Estimators --------------- .. _dml_api: Double Machine Learning (DML) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.dml.DML econml.dml.LinearDML econml.dml.SparseLinearDML econml.dml.CausalForestDML econml.dml.NonParamDML econml.dml.KernelDML .. _dr_api: Doubly Robust (DR) ^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.dr.DRLearner econml.dr.LinearDRLearner econml.dr.SparseLinearDRLearner econml.dr.ForestDRLearner .. _metalearners_api: Meta-Learners ^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.metalearners.XLearner econml.metalearners.TLearner econml.metalearners.SLearner econml.metalearners.DomainAdaptationLearner .. _orf_api: Orthogonal Random Forest (ORF) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.orf.DMLOrthoForest econml.orf.DROrthoForest Instrumental Variable CATE Estimators ------------------------------------- .. _dmliv_api: Double Machine Learning (DML) IV ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.iv.dml.OrthoIV econml.iv.dml.DMLIV econml.iv.dml.NonParamDMLIV .. _driv_api: Doubly Robust (DR) IV ^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.iv.dr.DRIV econml.iv.dr.LinearDRIV econml.iv.dr.SparseLinearDRIV econml.iv.dr.ForestDRIV econml.iv.dr.IntentToTreatDRIV econml.iv.dr.LinearIntentToTreatDRIV .. _deepiv_api: DeepIV ^^^^^^ .. autosummary:: :toctree: _autosummary econml.iv.nnet.DeepIV .. _tsls_api: Sieve Methods ^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.iv.sieve.SieveTSLS econml.iv.sieve.HermiteFeatures econml.iv.sieve.DPolynomialFeatures .. _panel_api: Estimators for Panel Data ------------------------- .. _dynamicdml_api: Dynamic Double Machine Learning ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.panel.dml.DynamicDML .. _policy_api: Policy Learning --------------- .. autosummary:: :toctree: _autosummary econml.policy.DRPolicyForest econml.policy.DRPolicyTree econml.policy.PolicyForest econml.policy.PolicyTree .. _interpreters_api: CATE Interpreters ----------------- .. autosummary:: :toctree: _autosummary econml.cate_interpreter.SingleTreeCateInterpreter econml.cate_interpreter.SingleTreePolicyInterpreter .. _scorers_api: CATE Scorers ------------ .. autosummary:: :toctree: _autosummary econml.score.RScorer econml.score.EnsembleCateEstimator .. _grf_api: Generalized Random Forests -------------------------- .. autosummary:: :toctree: _autosummary econml.grf.CausalForest econml.grf.CausalIVForest econml.grf.RegressionForest econml.grf.MultiOutputGRF econml.grf.LinearMomentGRFCriterion econml.grf.LinearMomentGRFCriterionMSE econml.grf._base_grf.BaseGRF econml.grf._base_grftree.GRFTree .. Integration with AzureML AutoML .. ------------------------------- .. .. autosummary:: .. :toctree: _autosummary .. econml.automated_ml Scikit-Learn Extensions ----------------------- .. _sklearn_linear_api: Linear Model Extensions ^^^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.sklearn_extensions.linear_model.DebiasedLasso econml.sklearn_extensions.linear_model.MultiOutputDebiasedLasso econml.sklearn_extensions.linear_model.SelectiveRegularization econml.sklearn_extensions.linear_model.StatsModelsLinearRegression econml.sklearn_extensions.linear_model.StatsModelsRLM econml.sklearn_extensions.linear_model.WeightedLasso econml.sklearn_extensions.linear_model.WeightedLassoCV econml.sklearn_extensions.linear_model.WeightedMultiTaskLassoCV econml.sklearn_extensions.linear_model.WeightedLassoCVWrapper .. _sklearn_model_api: Model Selection Extensions ^^^^^^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.sklearn_extensions.model_selection.GridSearchCVList econml.sklearn_extensions.model_selection.WeightedKFold econml.sklearn_extensions.model_selection.WeightedStratifiedKFold .. _inference_api: Inference --------- Inference Results ^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.inference.NormalInferenceResults econml.inference.EmpiricalInferenceResults econml.inference.PopulationSummaryResults Inference Methods ^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.inference.BootstrapInference econml.inference.GenericModelFinalInference econml.inference.GenericSingleTreatmentModelFinalInference econml.inference.LinearModelFinalInference econml.inference.StatsModelsInference econml.inference.GenericModelFinalInferenceDiscrete econml.inference.LinearModelFinalInferenceDiscrete econml.inference.StatsModelsInferenceDiscrete .. _federated_api: Federated Estimation -------------------- .. autosummary:: :toctree: _autosummary econml.federated_learning.FederatedEstimator .. _solutions_api: Solutions --------- Causal Analysis ^^^^^^^^^^^^^^^ .. autosummary:: :toctree: _autosummary econml.solutions.causal_analysis.CausalAnalysis .. _dowhy_api: Integration with DoWhy ---------------------- .. autosummary:: :toctree: _autosummary econml.dowhy.DoWhyWrapper .. _utilities_api: Utilities --------- .. autosummary:: :toctree: _autosummary econml.utilities Private Module Reference ======================== .. autosummary:: :toctree: _autosummary econml._ortho_learner econml._cate_estimator econml.dml._rlearner econml.inference._bootstrap