Nested Nonparametric Instrumental Variable Regression
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Installation & Usage
Notebook Examples
Longitudinal Notebook AGMM
Semiparametrics Notebook AGMM
Estimators for Sequential and Simultaneous Nested NPIV
Regularized Kernel Hilbert Space
Closed form - Estimator 1
rkhsiv.RKHSIV
rkhsiv.RKHSIVCV
rkhsiv.ApproxRKHSIV
rkhsiv.ApproxRKHSIVCV
Closed form - Estimator 2
rkhsiv.RKHSIVL2
rkhsiv.RKHSIVL2CV
Closed form - Estimator 3
Maximizers
Minimizers
Remark (Subsetted estimator)
Closed form - Estimator 3 (RKHS norm)
rkhs2iv.RKHS2IV
rkhs2iv.RKHS2IVCV
Remark: Subsetted estimator
Random Forest
Estimator 1
ensemble.EnsembleIV
ensemble.EnsembleIVStar
Estimator 2
ensemble.EnsembleIVL2
Estimator 3
ensemble2.Ensemble2IVL2
Subsetted estimator
Estimator 3 - (Function class bounded)
ensemble2.Ensemble2IV
Subsetted Estimator
Neural Networks
oadam.OAdam
Subsetted Estimator
Single estimator
Joint estimator
Sparse Linear Function Spaces (
\(\ell_1-\ell_1\)
)
Estimator 1
sparse_l1_l1.sparse_l1vsl1
Estimator 2
sparse_l1_l1.sparse_ridge_l1vsl1
Estimator 3 - (Ridge)
sparse2_l1_l1.sparse2_ridge_l1vsl1
Remark: Subsetted estimator
Estimator 3 - (
\(\ell_1\)
-norm)
sparse2_l1_l1.sparse2_l1vsl1
Regularized Linear Function Spaces (
\(\ell_2-\ell_2\)
)
Estimator 1
sparse_l2_l2.sparse_l2vsl2
Estimator 2
sparse_l2_l2.sparse_ridge_l2vsl2
Estimator 3 - (Ridge)
sparse2_l2_l2.sparse2_ridge_l2vsl2
Estimator 3 - (
\(\ell_2\)
-norm)
sparse2_l2_l2.sparse2_l2vsl2
Linear Class
tsls.tsls
tsls.regtsls
Semiparametric Estimation
NPIV
dml_npiv.DML_npiv
Mediation Analysis
Different Estimands
dml_mediated.DML_mediated
dml_joint_mediated.DML_joint_mediated
Long-term Effect Analysis
Surrogacy Model
Latent Unconfounded Model
dml_longterm.DML_longterm
dml_joint_longterm.DML_joint_longterm
API Documentation
Longitudinal Analysis
Regularized Kernel Hilbert Space
NPIV
Nested NPIV
Random Forest
NPIV
Nested NPIV
Neural Networks
NPIV
Nested NPIV
Sparse Linear Function Spaces
NPIV
Nested NPIV
Regularized Linear Function Spaces
NPIV
Nested NPIV
Linear Class
Semiparametrics
Nonparametric Instrumental Variables
Mediation Analysis
Sequential mediation
Joint mediation
Longterm Analysis
Sequential longterm
Joint longterm
Nested Nonparametric Instrumental Variable Regression
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Index
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Index
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A
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C
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D
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E
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F
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I
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K
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M
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O
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P
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R
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S
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T
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W
_
_BaseAGMM (class in agmm)
_BaseAGMM2 (class in agmm2)
_BaseRKHS2IV (class in rkhs2iv)
_BaseRKHSIV (class in rkhsiv)
_BaseSupLossAGMM (class in agmm)
_BaseSupLossAGMM2 (class in agmm2)
_BaseSupLossAGMM2L2 (class in agmm2)
_calculate_confidence_interval() (dml_joint_longterm.DML_joint_longterm method)
(dml_joint_mediated.DML_joint_mediated method)
(dml_longterm.DML_longterm method)
(dml_mediated.DML_mediated method)
(dml_npiv.DML_npiv method)
_check_auto() (in module rkhs2iv)
(in module rkhsiv)
_check_duality_gap() (sparse2_l1_l1.sparse2_l1vsl1 method)
(sparse2_l1_l1.sparse2_ridge_l1vsl1 method)
(sparse2_l2_l2.sparse2_l2vsl2 method)
(sparse2_l2_l2.sparse2_ridge_l2vsl2 method)
(sparse_l1_l1.sparse_l1vsl1 method)
(sparse_l1_l1.sparse_ridge_l1vsl1 method)
(sparse_l2_l2.sparse_l2vsl2 method)
(sparse_l2_l2.sparse_ridge_l2vsl2 method)
_check_input() (ensemble.EnsembleIV method)
(ensemble.EnsembleIVL2 method)
(ensemble.EnsembleIVStar method)
(ensemble2.Ensemble2IV method)
(ensemble2.Ensemble2IVL2 method)
(sparse2_l1_l1._SparseLinear2AdversarialGMM method)
(sparse2_l2_l2._SparseLinear2AdversarialGMM method)
(sparse_l1_l1._SparseLinearAdversarialGMM method)
(sparse_l2_l2._SparseLinearAdversarialGMM method)
_cross_validate_alpha() (ensemble.EnsembleIVL2 method)
(ensemble2.Ensemble2IVL2 method)
_fun_threshold_alpha() (in module dml_joint_longterm)
(in module dml_joint_mediated)
(in module dml_longterm)
(in module dml_mediated)
(in module dml_npiv)
_get() (in module dml_joint_longterm)
(in module dml_joint_mediated)
(in module dml_longterm)
(in module dml_mediated)
(in module dml_npiv)
_get_alpha() (rkhs2iv._BaseRKHS2IV method)
(rkhsiv._BaseRKHSIV method)
_get_alpha_scale() (rkhs2iv._BaseRKHS2IV method)
(rkhsiv._BaseRKHSIV method)
_get_alpha_scales() (ensemble.EnsembleIVL2 method)
(ensemble2.Ensemble2IVL2 method)
(rkhs2iv._BaseRKHS2IV method)
(rkhsiv._BaseRKHSIV method)
_get_delta() (ensemble.EnsembleIVL2 method)
(ensemble2.Ensemble2IVL2 method)
(rkhs2iv._BaseRKHS2IV method)
(rkhsiv._BaseRKHSIV method)
_get_kernel() (rkhs2iv._BaseRKHS2IV method)
(rkhsiv._BaseRKHSIV method)
_get_new_adversary() (ensemble.EnsembleIV method)
(ensemble.EnsembleIVL2 method)
(ensemble.EnsembleIVStar method)
(ensemble2.Ensemble2IV method)
(ensemble2.Ensemble2IVL2 method)
_get_new_approx_instance() (rkhsiv.ApproxRKHSIV method)
_get_new_learner() (ensemble.EnsembleIV method)
(ensemble.EnsembleIVL2 method)
(ensemble.EnsembleIVStar method)
_get_new_learnerg() (ensemble2.Ensemble2IV method)
(ensemble2.Ensemble2IVL2 method)
_get_new_learnerh() (ensemble2.Ensemble2IV method)
(ensemble2.Ensemble2IVL2 method)
_kernel() (in module agmm)
_localization() (dml_joint_longterm.DML_joint_longterm method)
(dml_joint_mediated.DML_joint_mediated method)
(dml_longterm.DML_longterm method)
(dml_mediated.DML_mediated method)
(dml_npiv.DML_npiv method)
_mysign() (in module ensemble)
(in module ensemble2)
_nnpivfit_action_m() (dml_mediated.DML_mediated method)
_nnpivfit_outcome_latent() (dml_joint_longterm.DML_joint_longterm method)
(dml_longterm.DML_longterm method)
_nnpivfit_outcome_m() (dml_mediated.DML_mediated method)
_nnpivfit_outcome_surrogacy() (dml_joint_longterm.DML_joint_longterm method)
(dml_longterm.DML_longterm method)
_npivfit_action() (dml_joint_mediated.DML_joint_mediated method)
(dml_mediated.DML_mediated method)
(dml_npiv.DML_npiv method)
_npivfit_outcome() (dml_joint_mediated.DML_joint_mediated method)
(dml_mediated.DML_mediated method)
(dml_npiv.DML_npiv method)
_post_process() (sparse2_l1_l1.sparse2_l1vsl1 method)
(sparse2_l1_l1.sparse2_ridge_l1vsl1 method)
(sparse2_l2_l2.sparse2_l2vsl2 method)
(sparse2_l2_l2.sparse2_ridge_l2vsl2 method)
(sparse_l1_l1.sparse_l1vsl1 method)
(sparse_l1_l1.sparse_ridge_l1vsl1 method)
(sparse_l2_l2.sparse_l2vsl2 method)
(sparse_l2_l2.sparse_ridge_l2vsl2 method)
_pretrain() (agmm._BaseAGMM method)
,
[1]
(agmm2._BaseAGMM2 method)
,
[1]
_process_fold() (dml_joint_longterm.DML_joint_longterm method)
(dml_joint_mediated.DML_joint_mediated method)
(dml_longterm.DML_longterm method)
(dml_mediated.DML_mediated method)
(dml_npiv.DML_npiv method)
_propensity_score() (dml_joint_mediated.DML_joint_mediated method)
(dml_mediated.DML_mediated method)
(dml_npiv.DML_npiv method)
_propensity_score_latent() (dml_joint_longterm.DML_joint_longterm method)
(dml_longterm.DML_longterm method)
_propensity_score_surrogacy() (dml_joint_longterm.DML_joint_longterm method)
(dml_longterm.DML_longterm method)
_scores_mediated() (dml_joint_mediated.DML_joint_mediated method)
(dml_mediated.DML_mediated method)
_scores_Y1() (dml_joint_mediated.DML_joint_mediated method)
(dml_mediated.DML_mediated method)
_SparseLinear2AdversarialGMM (class in sparse2_l1_l1)
(class in sparse2_l2_l2)
_SparseLinearAdversarialGMM (class in sparse_l1_l1)
(class in sparse_l2_l2)
_split_and_estimate() (dml_joint_longterm.DML_joint_longterm method)
(dml_joint_mediated.DML_joint_mediated method)
(dml_longterm.DML_longterm method)
(dml_mediated.DML_mediated method)
(dml_npiv.DML_npiv method)
_transform_poly() (in module dml_joint_longterm)
(in module dml_joint_mediated)
(in module dml_longterm)
(in module dml_mediated)
(in module dml_npiv)
_update_test() (ensemble.EnsembleIVStar method)
A
add_weight_decay() (in module agmm)
(in module agmm2)
agmm
module
AGMM (class in agmm)
,
[1]
agmm2
module
AGMM2 (class in agmm2)
,
[1]
AGMM2L2 (class in agmm2)
,
[1]
ApproxRKHSIV (class in rkhsiv)
,
[1]
ApproxRKHSIVCV (class in rkhsiv)
,
[1]
C
CentroidMMDGMM (class in agmm)
,
[1]
coef (sparse2_l1_l1._SparseLinear2AdversarialGMM property)
(sparse2_l2_l2._SparseLinear2AdversarialGMM property)
(sparse_l1_l1._SparseLinearAdversarialGMM property)
(sparse_l2_l2._SparseLinearAdversarialGMM property)
D
dml() (dml_joint_longterm.DML_joint_longterm method)
(dml_joint_mediated.DML_joint_mediated method)
(dml_longterm.DML_longterm method)
(dml_mediated.DML_mediated method)
(dml_npiv.DML_npiv method)
dml_joint_longterm
module
DML_joint_longterm (class in dml_joint_longterm)
,
[1]
dml_joint_mediated
module
DML_joint_mediated (class in dml_joint_mediated)
,
[1]
dml_longterm
module
DML_longterm (class in dml_longterm)
,
[1]
dml_mediated
module
DML_mediated (class in dml_mediated)
,
[1]
dml_npiv
module
DML_npiv (class in dml_npiv)
,
[1]
E
ensemble
module
ensemble2
module
Ensemble2IV (class in ensemble2)
,
[1]
Ensemble2IVL2 (class in ensemble2)
,
[1]
EnsembleIV (class in ensemble)
,
[1]
EnsembleIVL2 (class in ensemble)
,
[1]
EnsembleIVStar (class in ensemble)
,
[1]
F
fit() (agmm._BaseSupLossAGMM method)
,
[1]
(agmm.KernelLossAGMM method)
(agmm.MMDGMM method)
(agmm2._BaseSupLossAGMM2 method)
,
[1]
(agmm2._BaseSupLossAGMM2L2 method)
,
[1]
(ensemble.EnsembleIV method)
(ensemble.EnsembleIVL2 method)
(ensemble.EnsembleIVStar method)
(ensemble2.Ensemble2IV method)
(ensemble2.Ensemble2IVL2 method)
(rkhs2iv.RKHS2IV method)
(rkhs2iv.RKHS2IVCV method)
(rkhs2iv.RKHS2IVL2 method)
(rkhs2iv.RKHS2IVL2CV method)
(rkhsiv.ApproxRKHSIV method)
(rkhsiv.ApproxRKHSIVCV method)
(rkhsiv.RKHSIV method)
(rkhsiv.RKHSIVCV method)
(rkhsiv.RKHSIVL2 method)
(rkhsiv.RKHSIVL2CV method)
(sparse2_l1_l1.sparse2_l1vsl1 method)
(sparse2_l1_l1.sparse2_ridge_l1vsl1 method)
(sparse2_l2_l2.sparse2_l2vsl2 method)
(sparse2_l2_l2.sparse2_ridge_l2vsl2 method)
(sparse_l1_l1.sparse_l1vsl1 method)
(sparse_l1_l1.sparse_ridge_l1vsl1 method)
(sparse_l2_l2._SparseLinearAdversarialGMM method)
(sparse_l2_l2.sparse_l2vsl2 method)
(sparse_l2_l2.sparse_ridge_l2vsl2 method)
(tsls.regtsls method)
(tsls.tsls method)
I
intercept (sparse2_l1_l1._SparseLinear2AdversarialGMM property)
(sparse2_l2_l2._SparseLinear2AdversarialGMM property)
(sparse_l1_l1._SparseLinearAdversarialGMM property)
(sparse_l2_l2._SparseLinearAdversarialGMM property)
K
KernelLayerMMDGMM (class in agmm)
,
[1]
KernelLossAGMM (class in agmm)
,
[1]
M
MMDGMM (class in agmm)
,
[1]
module
agmm
agmm2
dml_joint_longterm
dml_joint_mediated
dml_longterm
dml_mediated
dml_npiv
ensemble
ensemble2
rkhs2iv
rkhsiv
sparse2_l1_l1
sparse2_l2_l2
sparse_l1_l1
sparse_l2_l2
tsls
O
OAdam (class in oadam)
P
predict() (agmm._BaseAGMM method)
,
[1]
(agmm2._BaseAGMM2 method)
,
[1]
(ensemble.EnsembleIV method)
(ensemble.EnsembleIVL2 method)
(ensemble.EnsembleIVStar method)
(ensemble2.Ensemble2IV method)
(ensemble2.Ensemble2IVL2 method)
(rkhs2iv.RKHS2IV method)
(rkhs2iv.RKHS2IVL2 method)
(rkhsiv.ApproxRKHSIV method)
(rkhsiv.RKHSIV method)
(rkhsiv.RKHSIVL2 method)
(sparse2_l1_l1._SparseLinear2AdversarialGMM method)
(sparse2_l2_l2._SparseLinear2AdversarialGMM method)
(sparse_l1_l1._SparseLinearAdversarialGMM method)
(sparse_l2_l2._SparseLinearAdversarialGMM method)
,
[1]
(tsls.regtsls method)
(tsls.tsls method)
R
regtsls (class in tsls)
,
[1]
rkhs2iv
module
RKHS2IV (class in rkhs2iv)
,
[1]
RKHS2IVCV (class in rkhs2iv)
,
[1]
RKHS2IVL2 (class in rkhs2iv)
,
[1]
RKHS2IVL2CV (class in rkhs2iv)
,
[1]
rkhsiv
module
RKHSIV (class in rkhsiv)
,
[1]
RKHSIVCV (class in rkhsiv)
,
[1]
RKHSIVL2 (class in rkhsiv)
,
[1]
RKHSIVL2CV (class in rkhsiv)
,
[1]
S
score() (rkhsiv.ApproxRKHSIV method)
(rkhsiv.RKHSIV method)
sparse2_l1_l1
module
sparse2_l1vsl1 (class in sparse2_l1_l1)
,
[1]
sparse2_l2_l2
module
sparse2_l2vsl2 (class in sparse2_l2_l2)
,
[1]
sparse2_ridge_l1vsl1 (class in sparse2_l1_l1)
,
[1]
sparse2_ridge_l2vsl2 (class in sparse2_l2_l2)
,
[1]
sparse_l1_l1
module
sparse_l1vsl1 (class in sparse_l1_l1)
,
[1]
sparse_l2_l2
module
sparse_l2vsl2 (class in sparse_l2_l2)
,
[1]
sparse_ridge_l1vsl1 (class in sparse_l1_l1)
,
[1]
sparse_ridge_l2vsl2 (class in sparse_l2_l2)
,
[1]
T
tsls
module
tsls (class in tsls)
,
[1]
W
weighted_mean() (sparse2_l1_l1._SparseLinear2AdversarialGMM method)
(sparse2_l2_l2._SparseLinear2AdversarialGMM method)