py-why / py-why/EconML

the result changes across different runs, how to interpret the result?

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Description

Dear Authors
Thanks for your great work.
I am trying to use the DeepIVEstimator to estimate treatment effect for a dataset. I am getting different estimated treatment effect each time I run the estimator. Do you have any suggestion on how to interpret the outputs (i.e., the estimated treatment effect). Shall we average the result across multiple runs?

from econml.deepiv import DeepIVEstimator
treatment_model = ...
response_model = ...
keras_fit_options = ...
deepIvEst = DeepIVEstimator(...)

deepIvEst.fit(Y=our_Y,T=our_T,X=our_X,Z=our_Z)
treatment_effects = deepIvEst.effect(X = our_X_test, T0 = T0, T1 = T1)

Thank you!

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Research direction

Start by reproducing the run-to-run variation through DeepIVEstimator.fit and effect with the supplied treatment, response, feature, and instrument inputs. Determine what the estimator outputs mean and whether averaging multiple runs is appropriate, then document the explanation and any relevant reproducibility guidance.

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Assessment

Tech stack
keras, python
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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