CODEWITHSUNDEEP
statisticsstatic-methodscausalitycausal-inferencecausalml
vishnu
vishnu

Reputation: 920

confidence Interval for binary outcome

I am building a CausalForest where i have Treatment Variable which is multi categorical [0,1,2,3,5] and the outcome is [0,1], where 1 being severe.

econml_causalForest = CausalForestDML(model_y=RandomForestRegressor(random_state=42),
                                  model_t=RandomForestClassifier(min_samples_leaf=10, random_state=42),
                                   discrete_treatment=True, cv=3, random_state=123
                                )
econml_causalForest.fit(Y=y_train, T=T_train, X=X_train, W=None)
print(f'econml_ATE_forest: {econml_causalForest.ate(X_test, T0=0, T1=5)}')
print(econml_causalForest.ate_inference(X))

got the results as below

econml_ATE_forest: 0.27076799164408494
               Uncertainty of Mean Point Estimate              
===============================================================
mean_point stderr_mean zstat pvalue ci_mean_lower ci_mean_upper
---------------------------------------------------------------
     0.109       1.059 0.103  0.918        -1.968         2.185
      Distribution of Point Estimate     
=========================================
std_point pct_point_lower pct_point_upper
-----------------------------------------
    0.946          -0.263           0.233
     Total Variance of Point Estimate     
==========================================
stderr_point ci_point_lower ci_point_upper
------------------------------------------
       1.421         -0.374          0.377

Here how to intrepret the point estimates and CI results of ATE?

Upvotes: 0

Views: 24

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