statsmodels.treatment.treatment_effects.TreatmentEffect.aipw_wls

TreatmentEffect.aipw_wls(return_results=True, disp=False)[source]

ATE and POM from double robust augmented inverse probability weighting.

This uses weighted outcome regression, while aipw uses unweighted outcome regression. Option for effect on treated or on untreated is not available.

Parameters:
  • return_results (bool) – If True, then a results instance is returned. If False, just ATE, POM0 and POM1 are returned.

  • disp (bool) – Indicates whether the scipy optimizer should display the optimization results

Return type:

TreatmentEffectsResults instance or tuple (ATE, POM0, POM1)

See also

TreatmentEffectsResults