statsmodels.treatment.treatment_effects.TreatmentEffect¶

class statsmodels.treatment.treatment_effects.TreatmentEffect(model, treatment, results_select=None, _cov_type='HC0', **kwds)[source]¶

Estimate average treatment effect under conditional independence

New in version 0.14.0.

This class estimates treatment effect and potential outcome using 5 different methods, ipw, ra, aipw, aipw-wls, ipw-ra. Standard errors and inference are based on the joint GMM representation of selection or treatment model, outcome model and effect functions.

Parameters:¶

modelinstance of a model class

The model class should contain endog and exog for the outcome model.

treatmentndarray

indicator array for observations with treatment (1) or without (0)

results_selectresults instance

The results instance for the treatment or selection model.

_cov_type“HC0”

Internal keyword. The keyword oes not affect GMMResults which always corresponds to HC0 standard errors.

kwdskeyword arguments

currently not used

Notes

The outcome model is currently limited to a linear model based on OLS. Other outcome models, like Logit and Poisson, will become available in future.

See Treatment Effect notebook for an overview.

Methods

aipw([return_results, disp])	ATE and POM from double robust augmented inverse probability weighting
aipw_wls([return_results, disp])	ATE and POM from double robust augmented inverse probability weighting.
from_data(endog, exog, treatment[, model])	create models from data
ipw([return_results, effect_group, disp])	Inverse Probability Weighted treatment effect estimation.
ipw_ra([return_results, effect_group, disp])	ATE and POM from inverse probability weighted regression adjustment.
ra([return_results, effect_group, disp])	Regression Adjustment treatment effect estimation.