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Semiparametric Causal Inference for Right-Censored Outcomes with Many Weak Invalid Instruments

Project description

mawiisurv

mawiisurv implements G‐estimation methods for treatment effects under endogeneity, both with and without right‐censoring, using a variety of machine‐learning and classical estimators.


Features

  • Complete‐data G‐estimator (mawii_noncensor)
  • Right‐censoring G‐estimator (mawii_censor)
  • Multiple model backends:
    • Neural networks
    • Linear regression
    • Random forests
    • XGBoost
  • Choice of Generalized Empirical Likelihood (GEL) functions:
    • Empirical Tilting (ET)
    • Empirical Likelihood (EL)
    • Continuous Updating Estimator (CUE)

Installation

Install from PyPI:

pip install mawiisurv



Dependencies
Make sure you have the following installed (the minimal compatible versions shown):
numpy>=1.19
torch>=1.8
scipy>=1.5
scikit-learn>=0.24
xgboost>=1.3
numba>=0.53

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