InstrumentalVariableRegression.build_model

InstrumentalVariableRegression.build_model(X, Z, y, t, coords, priors)

Specify model with treatment regression and focal regression data and priors

Parameters:

• X – A pandas dataframe used to predict our outcome y

• Z – A pandas dataframe used to predict our treatment variable t

• y – An array of values representing our focal outcome y

• t – An array of values representing the treatment t of which we’re interested in estimating the causal impact

• coords – A dictionary with the coordinate names for our instruments and covariates

• priors – An optional dictionary of priors for the mus and sigmas of both regressions priors = {"mus": [0, 0], "sigmas": [1, 1], "eta": 2, "lkj_sd": 2}