@@ -900,7 +900,7 @@ def make_confounded_irm_data(n_obs=500, theta=0.0, gamma_a=0.127, beta_a=0.58, l
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"""
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Generates counfounded data from an interactive regression model.
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- The data generating process is defined as follows (similar to the Monte Carlo simulation used
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+ The data generating process is defined as follows (inspired by the Monte Carlo simulation used
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in Sant'Anna and Zhao (2020)).
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Let :math:`X= (X_1, X_2, X_3, X_4, X_5)^T \\ sim \\ mathcal{N}(0, \\ Sigma)`, where :math:`\\ Sigma` corresponds
@@ -933,7 +933,7 @@ def make_confounded_irm_data(n_obs=500, theta=0.0, gamma_a=0.127, beta_a=0.58, l
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p(Z) &= \\ frac{\\ exp(f_{ps}(Z))}{1 + \\ exp(f_{ps}(Z))},
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- f_{ps}(Z) &= 0.75 \\ cdot (-Z_1 + 0.5 \\ cdot Z_2 -0.25 \\ cdot Z_3 - 0.1 \\ cdot Z_4).
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+ f_{ps}(Z) &= 0.75 \\ cdot (-Z_1 + 0.1 \\ cdot Z_2 -0.25 \\ cdot Z_3 - 0.1 \\ cdot Z_4).
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and generate the treatment :math:`D = 1\\ {m(X, A) \\ ge U\\ }` with :math:`U \\ sim \\ mathcal{U}[0, 1]`.
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Since :math:`A` is independent of :math:`X`, the short form of the propensity score is given as
@@ -948,7 +948,7 @@ def make_confounded_irm_data(n_obs=500, theta=0.0, gamma_a=0.127, beta_a=0.58, l
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Y &= \\ theta \\ cdot D (Z_5 + 1) + g(Z) + \\ beta_A \\ cdot A + \\ varepsilon
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- g(Z) &= 210 + 27.4 \\ cdot Z_1 +13.7 \\ cdot ( Z_2 + Z_3 + Z_4)
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+ g(Z) &= 2.5 + 0.74 \\ cdot Z_1 + 0.25 \\ cdot Z_2 + 0.137 \\ cdot ( Z_3 + Z_4)
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where :math:`\\ varepsilon \\ sim \\ mathcal{N}(0,5)`.
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This implies an average treatment effect of :math:`\\ theta`. Additionally, the long and short forms of
@@ -977,7 +977,7 @@ def make_confounded_irm_data(n_obs=500, theta=0.0, gamma_a=0.127, beta_a=0.58, l
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Default is ``500``.
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theta : float or int
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Average treatment effect.
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- Default is ``5 .0``.
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+ Default is ``0 .0``.
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gamma_a : float
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Coefficient of the unobserved confounder in the propensity score.
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Default is ``0.127``.
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