Code repository & Versions¶
DoWhy is hosted on GitHub.
You can browse the code in a html-friendly format here.
v0.4-beta: Powerful refutations and better support for heterogeneous treatment effects¶
- DummyOutcomeRefuter now includes machine learning functions to increase power of the refutation.
In addition to generating a random dummy outcome, now you can generate a dummyOutcome that is an arbitrary function of confounders but always independent of treatment, and then test whether the estimated treatment effect is zero. This is inspired by ideas from the T-learner.
We also provide default machine learning-based methods to estimate such a dummyOutcome based on confounders. Of course, you can specify any custom ML method.
- Added a new BootstrapRefuter that simulates the issue of measurement error with confounders. Rather than a simple bootstrap, you can generate bootstrap samples with noise on the values of the confounders and check how sensitive the estimate is.
The refuter supports custom selection of the confounders to add noise to.
All refuters now provide confidence intervals and a significance value.
- Better support for heterogeneous effect libraries like EconML and CausalML
All CausalML methods can be called directly from DoWhy, in addition to all methods from EconML.
[Change to naming scheme for estimators] To achieve a consistent naming scheme for estimators, we suggest to prepend internal dowhy estimators with the string “dowhy”. For example, “backdoor.dowhy.propensity_score_matching”. Not a breaking change, so you can keep using the old naming scheme too.
EconML-specific: Since EconML assumes that effect modifiers are a subset of confounders, a warning is issued if a user specifies effect modifiers outside of confounders and tries to use EconML methods.
CI and Standard errors: Added bootstrap-based confidence intervals and standard errors for all methods. For linear regression estimator, also implemented the corresponding parametric forms.
Convenience functions for getting confidence intervals, standard errors and conditional treatment effects (CATE), that can be called after fitting the estimator if needed
Better coverage for tests. Also, tests are now seeded with a random seed, so more dependable tests.
Thanks to @Tanmay-Kulkarni101 and @Arshiaarya for their contributions!
v0.2-alpha: CATE estimation and integration with EconML¶
This release includes many major updates:
(BREAKING CHANGE) The CausalModel import is now simpler: “from dowhy import CausalModel”
Multivariate treatments are now supported.
Conditional Average Treatment Effects (CATE) can be estimated for any subset of the data. Includes integration with EconML–any method from EconML can be called using DoWhy through the estimate_effect method (see example notebook).
Other than CATE, specific target estimands like ATT and ATC are also supported for many of the estimation methods.
For reproducibility, you can specify a random seed for all refutation methods.
Multiple bug fixes and updates to the documentation.
Includes contributions from @j-chou, @ktmud, @jrfiedler, @shounak112358, @Lnk2past. Thank you all!
v0.1.1-alpha: First release¶
This is the first release of the library.