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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