Estimating effect of multiple treatments

import numpy as np
import pandas as pd
import logging

import dowhy
from dowhy import CausalModel
import dowhy.datasets

import econml
import warnings
warnings.filterwarnings('ignore')

data = dowhy.datasets.linear_dataset(10, num_common_causes=4, num_samples=10000,
                                    num_instruments=0, num_effect_modifiers=2,
                                     num_treatments=2,
                                    treatment_is_binary=False,
                                    num_discrete_common_causes=2,
                                    num_discrete_effect_modifiers=0,
                                    one_hot_encode=False)
df=data['df']
df.head()

	X0	X1	W0	W1	W2	W3	v0	v1	y
0	-0.602969	1.966963	1.243967	2.240089	2	1	21.080652	30.114339	2821.894254
1	-0.931480	-1.374446	0.390370	-0.850660	1	0	3.769289	2.199193	-12.839981
2	-0.723208	1.196814	1.845801	1.776400	2	1	22.262222	28.480012	851.861567
3	-0.457406	-0.054408	0.576599	0.100132	2	2	11.240550	22.306454	-237.724246
4	-0.337283	1.350149	1.603840	-1.216596	3	2	18.035292	25.399685	1754.213578

model = CausalModel(data=data["df"],
                    treatment=data["treatment_name"], outcome=data["outcome_name"],
                    graph=data["gml_graph"])

model.view_model()
from IPython.display import Image, display
display(Image(filename="causal_model.png"))

identified_estimand= model.identify_effect(proceed_when_unidentifiable=True)
print(identified_estimand)

Estimand type: EstimandType.NONPARAMETRIC_ATE

### Estimand : 1
Estimand name: backdoor
Estimand expression:
    d
─────────(E[y|W2,W1,W3,W0])
d[v₀  v₁]
Estimand assumption 1, Unconfoundedness: If U→{v0,v1} and U→y then P(y|v0,v1,W2,W1,W3,W0,U) = P(y|v0,v1,W2,W1,W3,W0)

### Estimand : 2
Estimand name: iv
No such variable(s) found!

### Estimand : 3
Estimand name: frontdoor
No such variable(s) found!

Linear model

Let us first see an example for a linear model. The control_value and treatment_value can be provided as a tuple/list when the treatment is multi-dimensional.

The interpretation is change in y when v0 and v1 are changed from (0,0) to (1,1).

linear_estimate = model.estimate_effect(identified_estimand,
                                        method_name="backdoor.linear_regression",
                                       control_value=(0,0),
                                       treatment_value=(1,1),
                                       method_params={'need_conditional_estimates': False})
print(linear_estimate)

*** Causal Estimate ***

## Identified estimand
Estimand type: EstimandType.NONPARAMETRIC_ATE

### Estimand : 1
Estimand name: backdoor
Estimand expression:
    d
─────────(E[y|W2,W1,W3,W0])
d[v₀  v₁]
Estimand assumption 1, Unconfoundedness: If U→{v0,v1} and U→y then P(y|v0,v1,W2,W1,W3,W0,U) = P(y|v0,v1,W2,W1,W3,W0)

## Realized estimand
b: y~v0+v1+W2+W1+W3+W0+v0*X0+v0*X1+v1*X0+v1*X1
Target units: ate

## Estimate
Mean value: -18.07821798705483

You can estimate conditional effects, based on effect modifiers.

linear_estimate = model.estimate_effect(identified_estimand,
                                        method_name="backdoor.linear_regression",
                                       control_value=(0,0),
                                       treatment_value=(1,1))
print(linear_estimate)

*** Causal Estimate ***

## Identified estimand
Estimand type: EstimandType.NONPARAMETRIC_ATE

### Estimand : 1
Estimand name: backdoor
Estimand expression:
    d
─────────(E[y|W2,W1,W3,W0])
d[v₀  v₁]
Estimand assumption 1, Unconfoundedness: If U→{v0,v1} and U→y then P(y|v0,v1,W2,W1,W3,W0,U) = P(y|v0,v1,W2,W1,W3,W0)

## Realized estimand
b: y~v0+v1+W2+W1+W3+W0+v0*X0+v0*X1+v1*X0+v1*X1
Target units: ate

## Estimate
Mean value: -18.07821798705483

More methods

You can also use methods from EconML or CausalML libraries that support multiple treatments. You can look at examples from the conditional effect notebook: https://py-why.github.io/dowhy/example_notebooks/dowhy-conditional-treatment-effects.html

Propensity-based methods do not support multiple treatments currently.