dualbounds.dist_reg.ModelSelector.select_model¶

ModelSelector.select_model(models: list[DistReg], W: array, X: array, y: array, Z: array | None = None, sample_weight: array | None = None, propensities: array | None = None, **kwargs) → DistReg[source]¶

Parameters:¶

models : list¶

list of dist_reg.DistReg classes.

W : np.array¶

n-length array of binary treatment indicators.

X : np.array¶

(n, p)-shaped array of covariates.

y : np.array¶

n-length array of outcome measurements.

Z : np.array¶

Optional n-length array of binary instrument values for the instrumental variables setting.

propensities : np.array¶

Optional n-length array of propensity scores. This argument is only used when model_selector is provided.

sample_weight : np.array¶

Optional n-length array of weights to use when fitting the underlying model.

Returns:¶

selected_model – The selected model.

Return type:¶

dist_reg.DistReg