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.

StateSpaceTimeSeries

State-space time series model using pymc_extras.statespace.structural.

WeightedSumFitter

Used for synthetic control experiments.