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Add examples for 'classic' causal inference datasets

Open drbenvincent opened this issue 2 years ago • 0 comments

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

drbenvincent avatar Nov 02 '22 14:11 drbenvincent