causalis.scenarios.unconfoundedness.refutation.overlap.overlap_validation.run_overlap_diagnosticsrun_overlap_diagnostics
Run overlap and calibration diagnostics for an estimated propensity model.
The core overlap object is the propensity score
This diagnostic checks whether estimated propensities stay away from the edges and whether the implied weights are stable. For example, ATE weights use
so very small or very large can create large leverage points. The report combines:
edge mass near
0and1,treated/control separation in propensity space (
KS,AUC),effective sample size and tail diagnostics for weights,
calibration summaries such as
ECE, recalibration slope, and intercept.
Parameters
- dataCausalData
Dataset used to fit the estimator.
- estimateCausalEstimate
Effect estimate with
diagnostic_datacontaining propensity-related arrays such asm_hatandd.- thresholdsdict, optional
Optional threshold overrides keyed by metric name.
- n_binsint, default 10
Number of bins used for calibration summaries.
- use_hajekbool, optional
Whether to evaluate normalized IPW identities. If omitted, the value is inferred from diagnostic metadata.
- return_summarybool, default True
Include a compact tabular summary in the returned payload.
- auc_flip_marginfloat, default 0.05
Margin around 0.5 used when flagging reversed treated/control ranking.
Returns
Diagnostic report containing edge-mass, calibration, weight-stability, and optional summary tables.
Raises
If required diagnostic arrays are missing or have incompatible shapes.
Examples
Canonical target
causalis.scenarios.unconfoundedness.refutation.overlap.overlap_validation.run_overlap_diagnostics
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