Causal Inference in Python - Matheus Facure

Causal Inference in Python

Matheus Facure

出版时间

2023-11-30

ISBN

9781098140250

评分

★★★★★
书籍介绍

How many buyers will an additional dollar of online marketing bring in? Which customers will only buy when given a discount coupon? How do you establish an optimal pricing strategy? The best way to determine how the levers at our disposal affect the business metrics we want to drive is through causal inference.

In this book, author Matheus Facure, senior data scientist at Nubank, explains the largely untapped potential of causal inference for estimating impacts and effects. Managers, data scientists, and business analysts will learn classical causal inference methods like randomized control trials (A/B tests), linear regression, propensity score, synthetic controls, and difference-in-differences. Each method is accompanied by an application in the industry to serve as a grounding example.

Matheus Facure is an economist and senior data scientist at Nubank, the biggest FinTech company outside Asia. He has successfully applied causal inference in a wide range of business scenarios, from automated and real-time interest and credit decision making, to cross-sell emails and optimizing marketing budgets. He is also the author of Causal Inference for the Brave and True,...

(展开全部)

目录
Preface
I. Fundamentals
1. Introduction to Causal Inference
2. Randomized Experiments and Stats Review
3. Graphical Causal Models

显示全部
用户评论
需要再细读
读完了, 主标题 Causal Inference 的确是达到目标了, 几乎就是翻译了一本因果推断的书到 Python (statsmodel) 上实现了一遍. 这本书相对更加问题聚焦, 数理上是简单的. 针对读不动赵西亮, Angrist的可以读读, 直接上手计量操作一下, 就是简单的计量经济学. 如果已经对赵西亮, Angrist了然于胸, 那么我觉得也没太大的必要读一遍, 除非你做理论 Causal, 理解数据生成过程是最重要的, 用什么软件实现反而不要紧. 而且有Stata在, 就 Python 这个用起来太累了. (用Py写过一篇DID的代码, 我只能说打死我都不想再用Py写这破玩意了) 扣分点在于这本书没有达成副标题的目的, 都是 toy model.
收藏