Changing categories and refit_final
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@kbattocchi is already working on this.
Since Sep 18, 2023.
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Description
If one changes the categories and refits the final, nothing changes
est = LinearDML(discrete_treatment=True).fit(Y, T, X=X, cache_values=True)
est.categories = [0, 1]
est.refit_final()
The result doesn't use the categories at all. One could even do est.categories = [0, 1, 2] and it wouldn't throw an error.
Most probably refit_final should not be allowed if one changes the categories.
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