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Python_TMLE_AIPW

This repository contains a lightweight and bias-aware implementation of doubly robust Average Treatment Effect (ATE) wiht python code, including two most important doubly robust methods: Augmented Inverse Probability Weighting (AIPW) and Targeted Maximum Likelihood Estimation (TMLE).

Designed for clarity and reproducibility, the implementation only uses core scientific Python packages: pandas, numpy, and statsmodels. It is especially suitable for researchers and practitioners who want interpretable and customizable code without relying on black-box machine learning libraries.

Highlights

  • ✅ Implements AIPW and TMLE with a focus on bias correction
  • ✅ Supports both continuous and probability outcomes
  • ✅ Minimal dependencies (pandas, numpy, statsmodels)
  • ✅ Clear and transparent logic for each step of the ATE pipeline

Applications

  • Causal inference in observational studies
  • Policy evaluation and impact analysis
  • Education, public health, and social sciences research

File Overview

  • Python_TMLE_AIPW.py: Main script that prepares data, estimates nuisance functions, and computes ATE using both AIPW and TMLE.

Requirements

  • Python 3.8+
  • pandas
  • numpy
  • statsmodels