added warning message and test for issue #837

econml/iv/dml/_dml.py

@@ -761,6 +761,14 @@ def predict(self, Y, T, X=None, W=None, Z=None, sample_weight=None, groups=None)
             TX_pred = np.tile(TX_pred.reshape(1, -1), (T.shape[0], 1))
         Y_res = Y - Y_pred.reshape(Y.shape)
         T_res = TXZ_pred.reshape(T.shape) - TX_pred.reshape(T.shape)
+        if T_res.sum() == 0:
+            raise ValueError(
+                """
+                All values of the treatment residual are 0, 
+                which then makes them unsuitable to use as weights 
+                in downstream in econml/dml/dml.py 
+                """
+            )
         return Y_res, T_res