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Refactor propensity score adjustments #363

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Refactor propensity score adjustments #363

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@SvenKlaassen SvenKlaassen commented Oct 24, 2025 •
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Changes

Introduces a utility class ps_processor, which handles validation, calibration and clipping of propensity scores.
Deprecates trimming_threshold and trimming_rule.

Currently changed model classes:

  • irm models
  • did models

Reference to Issues or PRs

See #296 and #109

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SvenKlaassen and others added 16 commits October 21, 2025 15:41
@SvenKlaassen SvenKlaassen added this to the Release 0.11.0 milestone Oct 24, 2025
@SvenKlaassen SvenKlaassen self-assigned this Oct 24, 2025
This was linked to issues Oct 24, 2025
Remove trimming_rule and trimming_threshold #364
Open
[Feature Request]: Rework Propensity Score Adjustments & add Calibration #296
Open
Extensions and refinements for the trimming of propensity scores (IRM & IIVM) #109
Open
@SvenKlaassen SvenKlaassen removed a link to an issue Oct 24, 2025
[Feature Request]: Rework Propensity Score Adjustments & add Calibration #296
Open
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github-advanced-security bot found potential problems Oct 24, 2025
View reviewed changes
@SvenKlaassen
add ps_processor to LPQ models
2221201
@SvenKlaassen
add ps_processor to qte
d800d3f
@SvenKlaassen
update for sklearn warning
eecb623
@SvenKlaassen
update exception tests for trimming and remove/supress warnings
bd3d795
@SvenKlaassen
add ps_processor to did binary rename trimming to clipping in did
07e5c27
@SvenKlaassen
add ps_processor to did_cs_binary and clipping to did_cs
118bc85
@SvenKlaassen
update clipping terminology and enhance ps_processor usage in DID cla…
5fbfa26 
…sses
@SvenKlaassen
add ps_processor test for did_cs_binary
474b81f
@SvenKlaassen
add ps_processor to did_multi
adfe40d
@SvenKlaassen
update defaults tests for PSProcessor and clipping_threshold
ca07266
@SvenKlaassen
add deprecation warninigs for DoubleMLDID and DoubleMLDIDCS and Doubl…
5d13b0a 
…eMLDIDData
@SvenKlaassen
update type hint for cv parameter in PSProcessor to use Union[int, list]
c69af49
@SvenKlaassen
update type hint for cv parameter in PSProcessor to use Union[int, list]
f7dcc98
@SvenKlaassen SvenKlaassen marked this pull request as ready for review October 27, 2025 17:43
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Reviewers

@JanTeichertKluge JanTeichertKluge Awaiting requested review from JanTeichertKluge

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@SvenKlaassen SvenKlaassen

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Release 0.11.0

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Successfully merging this pull request may close these issues.

Remove trimming_rule and trimming_threshold Extensions and refinements for the trimming of propensity scores (IRM & IIVM)

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@SvenKlaassen