The per-unit counterfactual variance is not identified from the joint density: it depends on the cross-world coupling of the structural residuals under the factual and counterfactual treatments, which no goodness-of-fit can certify. This accessor therefore raises an error rather than return the (misleading) spread of the abduction atoms.
See also
Other decision:
fit_uplift(),
gmm_cf_mean(),
gmm_cf_tail_prob(),
gmm_counterfactual(),
gmm_intervene(),
proxy_cate(),
proxy_confounding_gap(),
proxy_decide(),
proxy_identification_report(),
proxy_overlap(),
proxy_policy_value(),
proxy_predict(),
proxy_regime_segments(),
proxy_retrospective_uplift(),
proxy_uplift(),
uplift_identification(),
uplift_model()
Examples
g <- gmm(weights = 1, means = list(c(0, 0, 0)),
covariances = list(diag(3)))
cf <- gmm_counterfactual(g, evidence = c(1, 0, 0.2),
do = c(NA, 1, NA), query = 1L)
try(gmm_cf_variance(cf))
#> Error in gmm_cf_variance(cf) :
#> The individual counterfactual variance is not identified.
#> ℹ It depends on the unidentified cross-world coupling of the structural
#> residuals.
#> ℹ Only the counterfactual mean is identified; see `gmm_cf_mean()`.