econml.inference.StatsModelsInference

class econml.inference.StatsModelsInference(cov_type='HC1')

Bases: 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')

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)	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.