Implement IV 2SLS basic code - #21
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myeongseok-gwon merged 1 commit intoOct 18, 2025
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push_assigned(무작위 배정) → push_delivered(실제 도달) → in_app_purchase(구매)로 이어지는 도구변수(IV) 설계가 잘 잡혀 있습니다. 단계별로 ① 데이터 로딩 ② 1단계 회귀 ③ 2단계(IV) 추정 ④ 신뢰구간 출력으로 잘 구성되어 있습니다. Linearmodels의 IV2SLS로 2SLS를 사용했고, LATE 추정치의 도출을 통해 정책적 해석으로 연결할 수 있습니다. Raw 데이터 셋을 올려주시면 더 자세하게 확인이 가능할 것 같습니다. |
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Matheus Facure 책 9챕터 데이터 및 셋팅을 가져와서 IV 기본을 구현했습니다. 두 챕터 내용을 참고하여, 1st stage, 2SLS를 구현했습니다.