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add deps for doc build
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@apoorvalal
apoorvalal committed Aug 2, 2024
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178 changes: 64 additions & 114 deletions docs/examples/example_estimating_ates.ipynb
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"source": [
"import pandas as pd\n",
"import numpy as np\n",
"import pyfixest as pf"
"import statsmodels.formula.api as smf"
]
},
{
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"cell_type": "markdown",
"metadata": {},
"source": [
"## Linear Regression (`pyfixest`)"
"## Linear Regression "
]
},
{
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{
"name": "stdout",
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"text": [
"[1.62494388 0.0468862 ]\n"
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"source": [
"print(\n",
" naive_est := pf.feols(f\"{outcome_column} ~ {treatment_column}\", df)\n",
" .tidy()\n",
" .query(\"Coefficient == 'W'\")\n",
" .iloc[0, :2]\n",
" .values\n",
")"
"naive_lm = smf.ols(f\"{outcome_column} ~ {treatment_column}\", df) .fit(cov_type=\"HC1\")\n",
"naive_est = naive_lm.params.iloc[1], naive_lm.bse.iloc[1]\n",
"naive_est"
]
},
{
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"name": "stdout",
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"text": [
"[1.132635 0.02973861]\n"
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"(1.1326349969274776, 0.02972906033475406)"
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"source": [
"print(\n",
" linreg_est := pf.feols(\n",
" f\"{outcome_column} ~ {treatment_column}+{'+'.join(feature_columns)}\", df\n",
" )\n",
" .tidy()\n",
" .query(\"Coefficient == 'W'\")\n",
" .iloc[0, :2].values\n",
")"
"covaradjust_lm = smf.ols(f\"{outcome_column} ~ {treatment_column}+{'+'.join(feature_columns)}\",\n",
" df) .fit(cov_type=\"HC1\")\n",
"linreg_est = covaradjust_lm.params.iloc[1], covaradjust_lm.bse.iloc[1]\n",
"linreg_est"
]
},
{
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".datatable table.frame { margin-bottom: 0; }\n",
".datatable table.frame thead { border-bottom: none; }\n",
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"source": [
"from metalearners import DRLearner\n",
"from lightgbm import LGBMRegressor, LGBMClassifier\n",
Expand Down Expand Up @@ -499,8 +449,8 @@
" </tr>\n",
" <tr>\n",
" <th>0.036994</th>\n",
" <td>0.046886</td>\n",
" <td>0.029739</td>\n",
" <td>0.045327</td>\n",
" <td>0.029729</td>\n",
" <td>0.036992</td>\n",
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" <td>0.059</td>\n",
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"text/plain": [
" naive linreg metalearners doubleml econml\n",
"est 1.624944 1.132635 1.014673 1.013663 1.069\n",
"0.036994 0.046886 0.029739 0.036992 0.038809 0.059"
"0.036994 0.045327 0.029729 0.036992 0.038809 0.059"
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"execution_count": 14,
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"name": "python",
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"version": "3.10.13"
"version": "3.11.7"
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"nbformat": 4,
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