Doubly robust models renaming + multiple treatment-feature options #28
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Adds several options for propensity features: 1. inverse-propensity weight: 1/Pr[A=a_i|X]. 2. inverse-propensity matrix: 1/Pr[A=a|X] for all possible `a`s. 3. propensity vector: Pr[A=1|X] 4. logit-transformed propensities: logit(Pr[A=1|X]) 5. propensity matrix: Pr[A=a|X] for all possible `a`s. Also adds corresponding tests for these options.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Current doubly robust options have opaque naming due to historical reasons.
This PR fixes it (on the expanse of backward compatibility) and provides more meaningful names.
Additionally, expands the capabilities of the propensity-feature doubly robust (adding a treatment-based covariate to the outcome model), by allowing several variants of the treatment-based feature.