In this final post we outline the typical flow of a causal study in relations to the main tools provided by Causalinference. At a high level, assuming that unconfoundedness holds true in the given problem, we can break down a typical study into two phases.
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Causal Inference in Python, or Causalinference in short, is a software package that implements various statistical and econometric methods used in the field variously known as Causal Inference, Program Evaluation, or Treatment Effect Analysis.
Through a series of blog posts on this page, I will illustrate the use of Causalinference, as well as provide high-level summaries of the underlying econometric theory with the non-specialist audience in mind. Source code for the package can be found at its GitHub page, and detailed documentation is available at causalinferenceinpython.org.
Weighting
In this final post we will look at one additional treatment effect estimator — the so-called doubly-robust weighting estimator...
Read MoreBlocking
With the sample divided into strata of units that have similar propensity scores, we should be able to get clean estimates of treatment effects within each block. Aggregating these estimates appropriately gives the blocking estimator, which we illustrate in this post...
Read MoreMatching
One way to overcome the problem of excessive extrapolation of least squares involves directly executing on the unconfoundedness assumption and nonparametrically matching subjects with similar covariate values together. As we shall see, least squares still plays an important role under this approach, but its scope is restricted to being a local one...
Read MoreLeast Squares
One of the simplest treatment effect estimators is the ordinary least squares (OLS) estimator. Below we illustrate several common specifications that can be computed by Causalinference, and describe why least squares can behave poorly when there is not enough covariate overlap...
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