InstrumentalVariableRegression.build_model#
- InstrumentalVariableRegression.build_model(X, Z, y, t, coords, priors)[source]#
Specify model with treatment regression and focal regression data and priors.
- Parameters:
X (np.ndarray) – Array used to predict our outcome y.
Z (np.ndarray) – Array used to predict our treatment variable t.
y (np.ndarray) – Array of values representing our focal outcome y.
t (np.ndarray) – Array representing the treatment t of which we’re interested in estimating the causal impact.
coords (dict) – Dictionary with the coordinate names for our instruments and covariates.
priors (dict) – Dictionary of priors for the mus and sigmas of both regressions. Example:
priors = {"mus": [0, 0], "sigmas": [1, 1], "eta": 2, "lkj_sd": 2}.
- Return type:
None