econml
0.15.1
EconML User Guide
Overview
Machine Learning Based Estimation of Heterogeneous Treatment Effects
Motivating Examples
Recommendation A/B testing
Customer Segmentation
Multi-investment Attribution
Introduction to Causal Inference
Problem Setup and API Design
API of Conditional Average Treatment Effect Package
Linear in Treatment CATE Estimators
Example Use of API
Library Flow Chart
Detailed estimator comparison
Estimation Methods under Unconfoundedness
Orthogonal/Double Machine Learning
What is it?
What are the relevant estimator classes?
When should you use it?
Overview of Formal Methodology
Class Hierarchy Structure
Usage FAQs
Usage Examples
Doubly Robust Learning
What is it?
What are the relevant estimator classes?
When should you use it?
Overview of Formal Methodology
Class Hierarchy Structure
Usage FAQs
Usage Examples
Forest Based Estimators
What is it?
What are the relevant estimator classes?
When should you use it?
Overview of Formal Methodology
Class Hierarchy Structure
Usage Examples
Meta-Learners
What is it?
What are the relevant estimator classes?
When should you use it?
Overview of Formal Methodology
Class Hierarchy Structure
Usage Examples
Estimation Methods with Instruments
Deep Instrumental Variables
Sieve 2SLS Instrumental Variable Estimation
Orthogonal instrumental variables
What is it?
What are the relevant estimator classes?
When should you use it?
Class Hierarchy Structure
Usage Examples
Estimation Methods for Dynamic Treatment Regimes
Dynamic Double Machine Learning
What is it?
What are the relevant estimator classes?
When should you use it?
Class Hierarchy Structure
Usage FAQs
Inference
Bootstrap Inference
OLS Inference
Debiased Lasso Inference
Subsampled Honest Forest Inference
OrthoForest Bootstrap of Little Bags Inference
Model Selection
Interpretability
Tree Interpreter
Policy Interpreter
SHAP
Federated Learning in EconML
Overview
Motivation for Incorporating Federated Learning into the EconML Library
Federated Learning with EconML
Introducing the
FederatedEstimator
Example Usage
Theory
References
Frequently Asked Questions (FAQ)
When should I use EconML?
What are the advantages of EconML?
How do I know if the results make sense?
I’m getting causal estimates that don’t make sense. What next?
What if I don’t have a good instrument, can’t run an experiment, and don’t observe all confounders?
How can I test whether I’m identifying the causal effect?
How do I give feedback?
Community
Public Module Reference
CATE Estimators
Double Machine Learning (DML)
econml.dml.DML
econml.dml.LinearDML
econml.dml.SparseLinearDML
econml.dml.CausalForestDML
econml.dml.NonParamDML
econml.dml.KernelDML
Doubly Robust (DR)
econml.dr.DRLearner
econml.dr.LinearDRLearner
econml.dr.SparseLinearDRLearner
econml.dr.ForestDRLearner
Meta-Learners
econml.metalearners.XLearner
econml.metalearners.TLearner
econml.metalearners.SLearner
econml.metalearners.DomainAdaptationLearner
Orthogonal Random Forest (ORF)
econml.orf.DMLOrthoForest
econml.orf.DROrthoForest
Instrumental Variable CATE Estimators
Double Machine Learning (DML) IV
econml.iv.dml.OrthoIV
econml.iv.dml.DMLIV
econml.iv.dml.NonParamDMLIV
Doubly Robust (DR) IV
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
econml.iv.nnet.DeepIV
Sieve Methods
econml.iv.sieve.SieveTSLS
econml.iv.sieve.HermiteFeatures
econml.iv.sieve.DPolynomialFeatures
Estimators for Panel Data
Dynamic Double Machine Learning
econml.panel.dml.DynamicDML
Policy Learning
econml.policy.DRPolicyForest
econml.policy.DRPolicyTree
econml.policy.PolicyForest
econml.policy.PolicyTree
CATE Interpreters
econml.cate_interpreter.SingleTreeCateInterpreter
econml.cate_interpreter.SingleTreePolicyInterpreter
CATE Validation
econml.validate.DRTester
econml.validate.BLPEvaluationResults
econml.validate.CalibrationEvaluationResults
econml.validate.UpliftEvaluationResults
econml.validate.EvaluationResults
CATE Scorers
econml.score.RScorer
econml.score.EnsembleCateEstimator
Generalized Random Forests
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
Scikit-Learn Extensions
Linear Model Extensions
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
Model Selection Extensions
econml.sklearn_extensions.model_selection.GridSearchCVList
econml.sklearn_extensions.model_selection.WeightedKFold
econml.sklearn_extensions.model_selection.WeightedStratifiedKFold
Inference
Inference Results
econml.inference.NormalInferenceResults
econml.inference.EmpiricalInferenceResults
econml.inference.PopulationSummaryResults
Inference Methods
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 Estimation
econml.federated_learning.FederatedEstimator
Solutions
Causal Analysis
econml.solutions.causal_analysis.CausalAnalysis
Integration with DoWhy
econml.dowhy.DoWhyWrapper
Utilities
econml.utilities
Private Module Reference
econml._ortho_learner
econml._cate_estimator
econml.dml._rlearner
econml.inference._bootstrap
econml
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