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Feature
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Description
Describe the feature you want to propose or implement
I think it might be a good choice to rework
ipw_normalization
trimming_rule
trimming_threshold
The goals would be to generalize reweighting schemes and other adjustments.
If possible this should include the in_sample_normalization
option of the doubleml.did
module.
Further this should include an option to calibrate, see Algorithm 5 Calibration Strategies.
Propose a possible solution or implementation
- Include several functions in
utils._propensity_score
- Rename
trimming
toclipping
- Include calbration of propensity scores