Linear Proxy Metrics

This repo contains code to replicate and apply methods from our paper, ``Learning the Covariance of Treatment Effects Across Many Weak Experiments.''

Instructions

1. Clone this repository.
2. (Optional) Create a virtual environment:

python3 -m venv proxy_metrics_env
source proxy_metrics_env/bin/activate

3. Install the requirements, for example by running python -m pip install -r requirements.txt.
4. Run python3 -m src.fig_1.

Example