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Statsmodels: statistical modeling and econometrics in Python

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

StatsPAI is the first agent-native Python platform for causal inference and applied econometrics — unified API, broad cross-method coverage, structured result objects, machine-readable schemas, and R/Stata parity validation.

Stata-aligned econometrics for Python, with field-level validation across the documented support surface.