Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Double check correctness of causal impact calculation in scikit-learn flavour of DifferenceInDifferences #390

Open
drbenvincent opened this issue Jul 12, 2024 · 0 comments
Assignees
Labels
bug Something isn't working

Comments

@drbenvincent
Copy link
Collaborator

At the moment we have a TODO comment which needs some attention

# This is the coefficient on the interaction term
# TODO: THIS IS NOT YET CORRECT ?????
self.causal_impact = (
    self.y_pred_treatment[1] - self.y_pred_counterfactual[0]
)[0]

From memory, this is not wrong, but achieved the right effect in a different manner to the pymc flavour of difference in differences.

Either way, we need to double check and resolve.

@drbenvincent drbenvincent self-assigned this Jul 12, 2024
@drbenvincent drbenvincent added the bug Something isn't working label Jul 12, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
bug Something isn't working
Projects
None yet
Development

No branches or pull requests

1 participant