pymc_models

Custom PyMC models for causal inference

Classes

BayesianBasisExpansionTimeSeries	Bayesian Structural Time Series Model.
InstrumentalVariableRegression	Custom PyMC model for instrumental linear regression
LinearRegression	Custom PyMC model for linear regression.
PropensityScore	Custom PyMC model for inverse propensity score models
PyMCModel	A wrapper class for PyMC models.
SoftmaxWeightedSumFitter	Weighted sum model with softmax-over-Normal-logits parameterization.
StateSpaceTimeSeries	State-space time series model using pymc-extras.statespace.structural.
SyntheticDifferenceInDifferencesWeightFitter	Bayesian weight fitter for Synthetic Difference-in-Differences.
WeightedSumFitter	Used for synthetic control experiments.