dualbounds.dist_reg.DistReg

class dualbounds.dist_reg.DistReg(how_transform)[source]

A generic class for distributional regressions, meant for subclassing.

Parameters:
how_transform : str

Str specifying how to transform the features before fitting the underlying model. One of several options:

  • ’identity’: does not transform the features

  • ’intercept’: adds an intercept

  • ’interactions’ : adds treatment-covariate interactions

The default is interactions.

Notes

To inherit from this class, simply define the fit and predict functions, ensuring that they match the signature in the docs for this class.

Methods

feature_transform(W, X[, Z])

Transforms the features before feeding them to the base model.

features_to_WX(features)

Inverse of feature_transform.

fit(W, X, y[, Z, sample_weight])

Fits model on the data.

predict(X, W, Z)

Predicts the conditional law of the outcome.

predict_counterfactuals(X)

Predicts counterfactual distributions of Y (outcome).