py-why / py-why/EconML

Individual Treatment Effects

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Description

Hi @kbattocchi ,

I used the following code to calculate the ATE for my panel data (around ~$18).

dml = DynamicDML(model_y=outcome_model,
model_t=treatment_model,
cv=2, discrete_treatment=True)

dml.fit(Y=Y, T=T, X=None, W=X, groups=groups)

Is it possible to get individual treatment effects too? Ie how much causal impact the treatment would gave in the outcome variable for each row of my data?

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Research direction

The issue names DynamicDML and its fit call; start by locating that estimator's implementation and existing treatment-effect prediction APIs. Check whether row-level effects are already supported or what interface and tests would define them, with completion requiring individual effects for the stated panel-data workflow.

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Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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