Esempio n. 1
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 def test_pickle_inferenceresult(self):
     Y, T, X, W = TestInference.Y, TestInference.T, TestInference.X, TestInference.W
     est = DML(model_y=LinearRegression(),
               model_t=LinearRegression(),
               model_final=Lasso(alpha=0.1, fit_intercept=False),
               featurizer=PolynomialFeatures(degree=1, include_bias=False),
               random_state=123)
     est.fit(Y, T, X=X, W=W)
     effect_inf = est.effect_inference(X)
     s = pickle.dumps(effect_inf)
Esempio n. 2
0
    def test_inference_with_none_stderr(self):
        Y, T, X, W = TestInference.Y, TestInference.T, TestInference.X, TestInference.W
        est = DML(model_y=LinearRegression(),
                  model_t=LinearRegression(),
                  model_final=Lasso(alpha=0.1, fit_intercept=False),
                  featurizer=PolynomialFeatures(degree=1, include_bias=False),
                  random_state=123)
        est.fit(Y, T, X=X, W=W)
        est.summary()
        est.coef__inference().summary_frame()
        est.intercept__inference().summary_frame()
        est.effect_inference(X).summary_frame()
        est.effect_inference(X).population_summary()
        est.const_marginal_effect_inference(X).summary_frame()
        est.marginal_effect_inference(T, X).summary_frame()

        est = NonParamDML(model_y=LinearRegression(),
                          model_t=LinearRegression(),
                          model_final=LinearRegression(fit_intercept=False),
                          featurizer=PolynomialFeatures(degree=1, include_bias=False),
                          random_state=123)
        est.fit(Y, T, X=X, W=W)
        est.effect_inference(X).summary_frame()
        est.effect_inference(X).population_summary()
        est.const_marginal_effect_inference(X).summary_frame()
        est.marginal_effect_inference(T, X).summary_frame()

        est = DRLearner(model_regression=LinearRegression(),
                        model_propensity=LogisticRegression(),
                        model_final=LinearRegression())
        est.fit(Y, T, X=X, W=W)
        est.effect_inference(X).summary_frame()
        est.effect_inference(X).population_summary()
        est.const_marginal_effect_inference(X).summary_frame()
        est.marginal_effect_inference(T, X).summary_frame()