Comments (5)
kbattocchi
commented on August 20, 2024
@federiconuta Sorry, I somehow missed this issue until now.
One possibility with the current release is to use the bootstrap estimator to produce a confidence interval by calling const_marginal_effect_interval. However, we're actively working on adding additional ways of doing this and providing a simpler interface, so that in the near future you'll be able to provide an extra inference argument to an estimator's fit method that will enable inference.
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federiconuta
commented on August 20, 2024
No problems at all and also many thanks for what you are doing!
So basically I need to create an object "bootstrap estimator" and input the
model estimates?
Il Mer 10 Lug 2019, 15:54 Keith Battocchi <[email protected]> ha
scritto:
… @federiconuta <https://github.com/federiconuta> Sorry, I somehow missed
this issue until now.
One possibility with the current release is to use the bootstrap estimator
<https://econml.azurewebsites.net/_autosummary/econml.bootstrap.html#econml.bootstrap.BootstrapEstimator>.
However, we're actively working on adding additional ways of doing this and
providing a simpler interface, so that in the near future you'll be able to
provide an extra inference argument to an estimator's fit method that
will enable inference.
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kbattocchi
commented on August 20, 2024
Section 4.4 of our Double ML notebook includes an example of how to use the bootstrap estimator which should hopefully make the usage clear, but please let me know if you still have any other questions.
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federiconuta
commented on August 20, 2024
Perfect. Thank you again!
Il Mer 10 Lug 2019, 16:22 Keith Battocchi <[email protected]> ha
scritto:
… Section 4.4 of our Double ML notebook
<https://github.com/microsoft/EconML/blob/master/notebooks/Double%20Machine%20Learning%20Examples.ipynb>
includes an example of how to us the bootstrap estimator which should
hopefully make the usage clear, but please let me know if you still have
any other questions.
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vasilismsr
commented on August 20, 2024
Created #95 in response to this issue.
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