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How to handle multi-treatment use-case with DynamicDML? #924

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meprem opened this issue Oct 18, 2024 · 0 comments
Open

How to handle multi-treatment use-case with DynamicDML? #924

meprem opened this issue Oct 18, 2024 · 0 comments

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@meprem
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meprem commented Oct 18, 2024

Hi Team,

We have 50+ control variables and N (>5) different types of treatments applied in each time-period. Our goal is to rank these treatments (O1…O7) based on their effectiveness using DynamicDML : https://github.com/py-why/EconML/blob/main/notebooks/Dynamic%20Double%20Machine%20Learning%20Examples.ipynb.

Can DynamicDML class handle multiple different treatments in each time-period? If yes, could you please guide me to relevant code? Thank you.

Here is the sample data:

<style> </style>
Company Investment Type Year Features Investment Revenue
A O1 2018 ... $1,000 $10,000
A O2 2018 ... $2,000 $12,000
A O3 2018 ... $800 $15,000
A O1 2019 ... $1,000 $10,000
A O2 2019 ... $2,000 $12,000
A O4 2019 ... $3,000 $15,000
A O4 2020 ... $1,000 $10,000
A O5 2020 ... $2,000 $12,000
A O6 2020 ... $3,000 $15,000
B O1 2018 ... $1,000 $10,000
B O2 2018 ... $2,000 $12,000
B O3 2018 ... $800 $15,000
B O1 2019 ... $1,000 $10,000
B O2 2019 ... $2,000 $12,000
B O4 2019 ... $3,000 $15,000
B O4 2020 ... $1,000 $10,000
B O5 2020 ... $2,000 $12,000
B O6 2020 ... $3,000 $15,000
B O7 2020 ... $3,000 $15,000

https://github.com/py-why/EconML/blob/main/notebooks/Dynamic%20Double%20Machine%20Learning%20Examples.ipynb

Regards,
Prem

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