doubleml.datasets.fetch_bonus

doubleml.datasets.fetch_bonus(return_type='DoubleMLData', polynomial_features=False)

Data set on the Pennsylvania Reemployment Bonus experiment.

Parameters:

• return_type –

  If 'DoubleMLData' or DoubleMLData, returns a DoubleMLData object.

  If 'DataFrame', 'pd.DataFrame' or pd.DataFrame, returns a pd.DataFrame.

• polynomial_features – If True polynomial features are added (see replication files of Chernozhukov et al. (2018)).

References

Bilias Y. (2000), Sequential Testing of Duration Data: The Case of Pennsylvania ‘Reemployment Bonus’ Experiment. Journal of Applied Econometrics, 15(6): 575-594.

Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W. and Robins, J. (2018), Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21: C1-C68. doi:10.1111/ectj.12097.