cbps
Estimate causal treatment effects by balancing covariates between treated and control groups, reducing confounding for reliable business decisions.
Instructions
Covariate-Balancing Propensity Score estimator (Imai-Ratkovic 2014). Validation: certified parity evidence. Assumptions: Unconfoundedness: treatment is as-good-as-random given the measured covariates; Overlap / common support: every unit has a non-degenerate probability of each treatment; The covariate set blocks all back-door paths. Pre-conditions: Pre-treatment covariates measured for treated and control units; A binary (or low-cardinality) treatment indicator; Sufficient covariate overlap between treatment arms. Failure modes: Poor overlap -- extreme propensity scores or few acceptable matches -> Trim or restrict to the common-support region and report the discarded units; Covariate imbalance remains after matching/weighting -> Re-specify the balancing model (CBPS, entropy balancing) and re-check standardized mean differences. Alternatives: sp.propensity_score, sp.cbps, sp.ebalance, sp.dml. Typical minimum N: 200.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| y | Yes | Outcome column. | |
| seed | No | Random seed for reproducible stochastic steps. | |
| trim | No | Optional pscore clip for stability. | |
| alpha | No | Significance level for confidence intervals and tests. | |
| treat | Yes | Binary 0/1 treatment column. | |
| 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 |
| variant | No | 'exact': just-identified CBPS (only balance moments). 'over': over-identified CBPS (MLE + balance, solved via two-step GMM). | over |
| estimand | No | estimand parameter (Literal['ATE', 'ATT']). | 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 | Covariates entering the logit score. | |
| n_bootstrap | No | Number of bootstrap replications. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| add_intercept | No | Prepend a constant to the covariate matrix. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||