Stochastic estimators: probability shift #132
Labels
Causal inference
Updates for the causal inference branch
enhancement
Intermediate
Issues/additions that will be completed relatively soon
Summary:
Current stochastic estimators apply some (un)conditional probability based on specified covariates, (
Pr(A=1|X)
). An alternative approach is to produce a shift in the probability of treatment instead. This is a different framework for estimation of stochastic treatments that can be added fairly easily.What this adds:
To the available stochastic estimator options will be added for the distribution shift in probabilities
Implementation plan:
Allow for
p
argument in thefit()
function for these estimators to take an array of probabilities as an input. The input would be an array of treatment probabilities for each individual.I should also consider adding some functionality that takes an input model to predict the treatment probabilities then produce the shifted probabilities. It seems like there are many ways to shift the probabilities, so it may be easier to have the user manipulate the new probability distribution rather than designing a new function. This step is TBD.
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