doubleml.utils.gain_statistics

doubleml.utils.gain_statistics(dml_long, dml_short)

Compute gain statistics as benchmark values for sensitivity parameters cf_d and cf_y.

Parameters:

• dml_long – doubleml.DoubleML model including all observed confounders

• dml_short – doubleml.DoubleML model that excludes one or several benchmark confounders

Returns:

benchmark_dict – Benchmarking dictionary (dict) with values for cf_d, cf_y, rho, and delta_theta.

Return type:

dict