RegressionKink#
- class causalpy.pymc_experiments.RegressionKink[source]#
A class to analyse sharp regression kink experiments.
- Parameters:
data (
DataFrame
) – A pandas dataframeformula (
str
) – A statistical model formulakink_point (
float
) – A scalar threshold value at which there is a change in the first derivative of the assignment functionmodel – A PyMC model
running_variable_name (
str
) – The name of the predictor variable that the kink_point is based uponepsilon (
float
) – A small scalar value which determines how far above and below the kink point to evaluate the causal impact.bandwidth (
float
) – Data outside of the bandwidth (relative to the discontinuity) is not used to fit the model.
Methods
RegressionKink.__init__
(data, formula, ...)RegressionKink.plot
([round_to])Plot the results
RegressionKink.print_coefficients
([round_to])Prints the model coefficients
RegressionKink.summary
([round_to])Print text output summarising the results
Attributes
expt_type
idata
Access to the models InferenceData object
model
- __init__(data, formula, kink_point, model=None, running_variable_name='x', epsilon=0.001, bandwidth=inf, **kwargs)[source]#
- __new__(*args, **kwargs)#