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Hi @Le-Mao.
Firstly, thank you for your interest in the framework and sorry for the delay! I did not receive any notification of your question.
We use pandas Series objects here because treatments (and other covariates) can sometimes be non-numeric (e.g. binary or category values). In such cases, the estimators return one coefficient for each possible treatment value, e.g. if variable X can take values red, blue, and green, and red is the "control" value, then we get a coefficient for X[blue] AND X[green]. In the vast majority of cases, using the series objects is indeed unnecessary and a little bit annoying, but it is needed to make sure we have a single standard structure for returning …

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@Le-Mao
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@jmafoster1
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