# Getting Started This section will help you get up and running with `deep-inference`. ```{toctree} :maxdepth: 2 :caption: Getting Started installation quickstart usage ``` ## Overview `deep-inference` provides valid statistical inference for neural network estimators. The core workflow is: 1. **Generate or load data** with covariates $X$, treatment $T$, and outcome $Y$ 2. **Select a statistical family** that matches your outcome distribution 3. **Run inference** using the influence function method 4. **Interpret results** with valid confidence intervals ## Why Influence Functions? Neural networks are powerful function approximators, but naive inference (just averaging predictions) severely underestimates uncertainty. The influence function approach: - Corrects for regularization bias - Provides Neyman-orthogonal scores - Yields valid confidence intervals with proper coverage ## Supported Models | Family | Use Case | Example | |--------|----------|---------| | Linear | Continuous outcomes | Wages, test scores | | Logit | Binary outcomes | Purchase decisions | | Poisson | Count data | Patent counts | | Tobit | Censored data | Labor supply | | NegBin | Overdispersed counts | Doctor visits | | Multinomial Logit | Discrete choice (J>=3) | Transportation mode |