dualbounds.varcate.VarCATEDualBounds

class dualbounds.varcate.VarCATEDualBounds(*args, **kwargs)[source]

Computes lower bounds on \(Var(E[Y(1) - Y(0) | X]).\)

This class has the same signature as generic.DualBounds except it only provides lower bounds and the input f will be ignored.

Methods

compute_dual_variables(*args, **kwargs)

In this case, the optimal dual variables are simply the estimated CATE, so this function does nothing.

cross_fit([nfolds, suppress_warning, ...])

Cross-fits the outcome model.

diagnostics([plot, aipw])

Reports a set of technical diagnostics.

eval_outcome_model()

Thinly wraps dist_reg._evaluate_model_predictions.

eval_treatment_model()

Thinly wraps dist_reg._evaluate_model_predictions.

fit([nfolds, aipw, alpha, y0_dists, ...])

Main function which (1) performs cross-fitting, (2) computes optimal dual variables, and (3) computes final dual bounds.

fit_propensity_scores(nfolds[, clip, verbose])

Cross-fits the propensity scores.

plot_dual_variables([i])

Plots the estimated dual variables for the ith data-point.

results([minval, maxval])

Returns a dataframe of key inferential results.

summary([minval, maxval])

Prints a summary of main results from the class.