pymc_models#

Custom PyMC models for causal inference

Classes

InstrumentalVariableRegression

Custom PyMC model for instrumental linear regression

LinearRegression

Custom PyMC model for linear regression.

PropensityScore

Custom PyMC model for inverse propensity score models

PyMCModel

A wrapper class for PyMC models.

TransferFunctionARRegression

Bayesian Transfer Function model with AR(1) errors for Graded Intervention Time Series.

TransferFunctionLinearRegression

Bayesian Transfer Function model for Graded Intervention Time Series.

WeightedSumFitter

Used for synthetic control experiments.