py-why / py-why/EconML

p-values, t-statistics and standard errors

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#95 1 comment 0 reactions 2 assignees View on GitHub

@vasilismsr is already working on this.

Since Oct 2, 2019.

enhancement
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Description

Currently we only support an interface for getting intervals for target quantities. We might want to extend the api so as to return other quantities related to distributional properties of the estimated quantity, that might help in hypothesis testing. Examples include, p-values, t-statistics and standard errors.

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