aipw
Estimate causal average treatment effects via doubly-robust augmented inverse-probability weighting, combining cross-fitted outcome regression and propensity models for consistent results under unconfoundedness.
Instructions
Augmented inverse-probability weighting (AIPW) -- the canonical doubly-robust ATE estimator. Cross-fits an outcome regression and a propensity model and combines them via the efficient-influence-function formula, so the estimate is consistent if either nuisance is correctly specified (Robins, Rotnitzky & Zhao 1994). Validation: validated evidence tier (known-truth, reference, external-parity, or Monte Carlo artifact). Assumptions: Unconfoundedness conditional on covariates (Y(0), Y(1) perp D | X); Overlap / common support: 0 < e(X) < 1 for all X with positive density; SUTVA. Pre-conditions: binary treatment column with both arms present; covariates must contain all confounders for unconfoundedness; no perfect overlap violations (0 < propensity < 1 in support). Failure modes: Propensity scores cluster near 0 or 1 -> Trim to overlap region with sp.trimming() or switch to overlap-weighted ATE; Cross-fit estimate has very wide CI -> Increase n_folds or reduce covariate dimension; check for near-empty propensity strata. Alternatives: sp.ipw, sp.dml, sp.tmle, sp.matching. Typical minimum N: 200.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| y | Yes | Outcome variable | |
| seed | No | Random seed for reproducible stochastic steps. | |
| alpha | No | Significance level for confidence intervals and tests. | |
| treat | Yes | Binary treatment (0/1) | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| n_folds | No | Cross-fitting folds (>= 2) | |
| estimand | No | Target estimand | ATE |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| covariates | Yes | Confounders to adjust for | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||