pzivich / Delicatessen

Delicatessen: the Python one-stop sandwich (variance) shop 🥪
https://deli.readthedocs.io/en/latest/index.html
MIT License
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AIPW alternative implementations #39

Open pzivich opened 9 months ago

pzivich commented 9 months ago

Is your feature request related to a problem? Please describe.

Currently I use the plug-in AIPW. This can have subpar performance with extreme weights due to it being unbounded. The AIPW implementation via weighted regression avoids this.

This is an easy option to add for ee_aipw

Describe the solution you'd like

Add optional argument to decide which AIPW estimator to apply

Describe alternatives you've considered

Ignore

Additional context

None