ENH: GLM outcome models in TreatmentEffect (part of #8987)
Author: kirilkleinCreated Sep 2, 2026Updated Sep 6, 2026
Labelstype-enh
Is your feature request related to a problem? Please describe
I work with binary endpoints and would like to use TreatmentEffect with a logistic outcome model. Currently, the outcome model is limited to OLS the docstring says Logit and Poisson "will become available in future",
and #8987 tracks this
Describe the solution you'd like
Being able to pass a GLM as the outcome model, e.g.
TreatmentEffect(GLM(y, x, family=Binomial()), treat, results_select=res_probit)and have all five estimators (ra, ipw, aipw, aipw_wls, ipw_ra) work with it.
Describe alternatives you have considered
No response
References
- Stata:
teffects ra/aipw/ipwra ..., omodel(logit|probit|poisson)([TE] teffects) - @pzivich's comment in #8987 suggesting generic GLM support; zEpid's
AIPWhandles binary outcomes this way - R
marginaleffects(g-computation on GLMs)
Additional context
No response
Source: statsmodels/statsmodels