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Public Module Reference

CATE Estimators

Double Machine Learning (DML)

.. autosummary::
    :toctree: _autosummary

    econml.dml.DML
    econml.dml.LinearDML
    econml.dml.SparseLinearDML
    econml.dml.CausalForestDML
    econml.dml.NonParamDML
    econml.dml.KernelDML

Doubly Robust (DR)

.. autosummary::
    :toctree: _autosummary

    econml.dr.DRLearner
    econml.dr.LinearDRLearner
    econml.dr.SparseLinearDRLearner
    econml.dr.ForestDRLearner

Meta-Learners

.. autosummary::
    :toctree: _autosummary

    econml.metalearners.XLearner
    econml.metalearners.TLearner
    econml.metalearners.SLearner
    econml.metalearners.DomainAdaptationLearner

Orthogonal Random Forest (ORF)

.. autosummary::
    :toctree: _autosummary

    econml.orf.DMLOrthoForest
    econml.orf.DROrthoForest

Instrumental Variable CATE Estimators

Double Machine Learning (DML) IV

.. autosummary::
    :toctree: _autosummary

    econml.iv.dml.OrthoIV
    econml.iv.dml.DMLIV
    econml.iv.dml.NonParamDMLIV

Doubly Robust (DR) IV

.. autosummary::
    :toctree: _autosummary

    econml.iv.dr.DRIV
    econml.iv.dr.LinearDRIV
    econml.iv.dr.SparseLinearDRIV
    econml.iv.dr.ForestDRIV
    econml.iv.dr.IntentToTreatDRIV
    econml.iv.dr.LinearIntentToTreatDRIV

DeepIV

.. autosummary::
    :toctree: _autosummary

    econml.iv.nnet.DeepIV

Sieve Methods

.. autosummary::
    :toctree: _autosummary

    econml.iv.sieve.SieveTSLS
    econml.iv.sieve.HermiteFeatures
    econml.iv.sieve.DPolynomialFeatures

Estimators for Panel Data

Dynamic Double Machine Learning

.. autosummary::
    :toctree: _autosummary

    econml.panel.dml.DynamicDML

Policy Learning

.. autosummary::
    :toctree: _autosummary

    econml.policy.DRPolicyForest
    econml.policy.DRPolicyTree
    econml.policy.PolicyForest
    econml.policy.PolicyTree

CATE Interpreters

.. autosummary::
    :toctree: _autosummary

    econml.cate_interpreter.SingleTreeCateInterpreter
    econml.cate_interpreter.SingleTreePolicyInterpreter

CATE Validation

.. autosummary::
    :toctree: _autosummary

    econml.validate.DRTester
    econml.validate.BLPEvaluationResults
    econml.validate.CalibrationEvaluationResults
    econml.validate.UpliftEvaluationResults
    econml.validate.EvaluationResults

CATE Scorers

.. autosummary::
    :toctree: _autosummary

    econml.score.RScorer
    econml.score.EnsembleCateEstimator

Generalized Random Forests

.. autosummary::
    :toctree: _autosummary

    econml.grf.CausalForest
    econml.grf.CausalIVForest
    econml.grf.RegressionForest
    econml.grf.MultiOutputGRF
    econml.grf.LinearMomentGRFCriterion
    econml.grf.LinearMomentGRFCriterionMSE
    econml.grf._base_grf.BaseGRF
    econml.grf._base_grftree.GRFTree

Scikit-Learn Extensions

Linear Model Extensions

.. autosummary::
    :toctree: _autosummary

    econml.sklearn_extensions.linear_model.DebiasedLasso
    econml.sklearn_extensions.linear_model.MultiOutputDebiasedLasso
    econml.sklearn_extensions.linear_model.SelectiveRegularization
    econml.sklearn_extensions.linear_model.StatsModelsLinearRegression
    econml.sklearn_extensions.linear_model.StatsModelsRLM
    econml.sklearn_extensions.linear_model.WeightedLasso
    econml.sklearn_extensions.linear_model.WeightedLassoCV
    econml.sklearn_extensions.linear_model.WeightedMultiTaskLassoCV
    econml.sklearn_extensions.linear_model.WeightedLassoCVWrapper

Model Selection Extensions

.. autosummary::
    :toctree: _autosummary

    econml.sklearn_extensions.model_selection.GridSearchCVList
    econml.sklearn_extensions.model_selection.WeightedKFold
    econml.sklearn_extensions.model_selection.WeightedStratifiedKFold

Inference

Inference Results

.. autosummary::
    :toctree: _autosummary

    econml.inference.NormalInferenceResults
    econml.inference.EmpiricalInferenceResults
    econml.inference.PopulationSummaryResults

Inference Methods

.. autosummary::
    :toctree: _autosummary

    econml.inference.BootstrapInference
    econml.inference.GenericModelFinalInference
    econml.inference.GenericSingleTreatmentModelFinalInference
    econml.inference.LinearModelFinalInference
    econml.inference.StatsModelsInference
    econml.inference.GenericModelFinalInferenceDiscrete
    econml.inference.LinearModelFinalInferenceDiscrete
    econml.inference.StatsModelsInferenceDiscrete

Federated Estimation

.. autosummary::
    :toctree: _autosummary

    econml.federated_learning.FederatedEstimator

Solutions

Causal Analysis

.. autosummary::
    :toctree: _autosummary

    econml.solutions.causal_analysis.CausalAnalysis

Integration with DoWhy

.. autosummary::
    :toctree: _autosummary

    econml.dowhy.DoWhyWrapper

Utilities

.. autosummary::
    :toctree: _autosummary

    econml.utilities

Private Module Reference

.. autosummary::
    :toctree: _autosummary

    econml._ortho_learner
    econml._cate_estimator
    econml.dml._rlearner
    econml.inference._bootstrap