Comments (5)
@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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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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Created #95 in response to this issue.
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