CausalPy
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Add examples for 'classic' causal inference datasets
Suggestion by @juanitorduz... Rather than just applying the package to synthetic datasets, it would be good to apply the methods to classic datasets / causal inference problems. This also gives people some faith that the package produces sensible (or at least similar) results as other people's implementations.
Sources
- data from the book Mastering Metrics is available here http://www.masteringmetrics.com/resources/
RDD: drinking example
See https://matheusfacure.github.io/python-causality-handbook/16-Regression-Discontinuity-Design.html#
- [x] Frequentist model
- [x] Bayesian model
- [ ] Add reference/details of original study
SC: Proposition 99 example
- [ ] grab data
- [ ] Frequentist model
- [ ] Bayesian model
ITS: Add simple example to match the CausalImpact docs
- [ ] Generate similar data
- [ ] Add the example to
its_pymc.ipynb
- [ ] Add the example to
its_skl.ipynb
DiD: Add the 'bank failure' dataset + analyses
- [x] add data
- [x] add Bayesian analysis
- [x] add case when we have multiple measurements over time (see #76)
- [ ] add Frequentist analysis
This will almost certainly require code changes. At the moment there is a hard wired constraint that there is just a single pre and post observation