pymc_models

Custom PyMC models for causal inference

Classes

BayesianBasisExpansionTimeSeries	Bayesian Structural Time Series Model.
HierarchicalLinearRegression	Custom PyMC model for Hierarchical linear regression with fixed and group-level random effects.
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.