econml.inference.GenericModelFinalInference

class econml.inference.GenericModelFinalInference

Bases: Inference

Inference based on predict_interval of the model_final model.

Assumes that estimator class has a model_final method, whose predict(cross_product(X, [0, …, 1, …, 0])) gives the const_marginal_effect of the treamtnent at the column with value 1 and which also supports prediction_stderr(X).

__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])
fit(estimator, *args, **kwargs)	Fits the inference model.
marginal_ate_inference(T[, X])
marginal_ate_interval(T[, X, alpha])
prefit(estimator, *args, **kwargs)	Perform 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)

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