Draft

PLIV Models

LATE Coverage

The simulations are based on the the make_pliv_CHS2015-DGP with \(500\) observations. Due to the linearity of the DGP, Lasso is a nearly optimal choice for the nuisance estimation.

DoubleML Version                         0.9.0
Script                   pliv_late_coverage.py
Date                       2024-09-09 12:44:11
Total Runtime (seconds)             19234.7785
Python Version                          3.12.5

Partialling out

Table 1: Coverage for 95.0%-Confidence Interval over 1000 Repetitions
Learner l Learner m Learner r Bias CI Length Coverage
Lasso Lasso Lasso 0.072 0.357 0.947
Lasso Lasso Random Forest 0.074 0.366 0.947
Lasso Random Forest Lasso 0.077 0.378 0.956
Lasso Random Forest Random Forest 0.082 0.359 0.943
Random Forest Lasso Lasso 0.081 0.394 0.952
Random Forest Lasso Random Forest 0.076 0.380 0.958
Random Forest Random Forest Lasso 0.108 0.418 0.865
Random Forest Random Forest Random Forest 0.078 0.362 0.930
Table 2: Coverage for 90.0%-Confidence Interval over 1000 Repetitions
Learner l Learner m Learner r Bias CI Length Coverage
Lasso Lasso Lasso 0.072 0.299 0.899
Lasso Lasso Random Forest 0.074 0.307 0.896
Lasso Random Forest Lasso 0.077 0.317 0.904
Lasso Random Forest Random Forest 0.082 0.301 0.876
Random Forest Lasso Lasso 0.081 0.331 0.908
Random Forest Lasso Random Forest 0.076 0.319 0.912
Random Forest Random Forest Lasso 0.108 0.351 0.790
Random Forest Random Forest Random Forest 0.078 0.304 0.874

IV-type

For the IV-type score, the learners ml_l and ml_g are both set to the same type of learner (here Learner g).

Table 3: Coverage for 95.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m Learner r Bias CI Length Coverage
Lasso Lasso Lasso 0.072 0.276 0.873
Lasso Lasso Random Forest 0.072 0.276 0.865
Lasso Random Forest Lasso 0.078 0.315 0.901
Lasso Random Forest Random Forest 0.077 0.316 0.909
Random Forest Lasso Lasso 0.076 0.289 0.867
Random Forest Lasso Random Forest 0.075 0.288 0.875
Random Forest Random Forest Lasso 0.080 0.332 0.888
Random Forest Random Forest Random Forest 0.079 0.327 0.893
Table 4: Coverage for 90.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m Learner r Bias CI Length Coverage
Lasso Lasso Lasso 0.072 0.232 0.806
Lasso Lasso Random Forest 0.072 0.232 0.806
Lasso Random Forest Lasso 0.078 0.264 0.830
Lasso Random Forest Random Forest 0.077 0.265 0.838
Random Forest Lasso Lasso 0.076 0.242 0.792
Random Forest Lasso Random Forest 0.075 0.242 0.802
Random Forest Random Forest Lasso 0.080 0.278 0.826
Random Forest Random Forest Random Forest 0.079 0.274 0.822