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                     0.10.dev0
Script                   pliv_late_coverage.py
Date                       2025-01-08 17:34:57
Total Runtime (seconds)           19185.318093
Python Version                          3.12.8

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 0.952
Lasso Random Forest Random Forest 0.081 0.359 0.948
Random Forest Lasso Lasso 0.080 0.394 0.954
Random Forest Lasso Random Forest 0.077 0.380 0.949
Random Forest Random Forest Lasso 0.107 0.419 0.862
Random Forest Random Forest Random Forest 0.078 0.362 0.926
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 0.899
Lasso Random Forest Lasso 0.077 0.317 0.906
Lasso Random Forest Random Forest 0.081 0.301 0.874
Random Forest Lasso Lasso 0.080 0.331 0.905
Random Forest Lasso Random Forest 0.077 0.319 0.905
Random Forest Random Forest Lasso 0.107 0.351 0.792
Random Forest Random Forest Random Forest 0.078 0.304 0.866

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 0.866
Lasso Random Forest Lasso 0.078 0.315 0.900
Lasso Random Forest Random Forest 0.077 0.315 0.914
Random Forest Lasso Lasso 0.077 0.289 0.864
Random Forest Lasso Random Forest 0.075 0.288 0.878
Random Forest Random Forest Lasso 0.080 0.332 0.894
Random Forest Random Forest Random Forest 0.080 0.327 0.889
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 0.808
Lasso Random Forest Lasso 0.078 0.264 0.830
Lasso Random Forest Random Forest 0.077 0.265 0.834
Random Forest Lasso Lasso 0.077 0.242 0.797
Random Forest Lasso Random Forest 0.075 0.242 0.802
Random Forest Random Forest Lasso 0.080 0.279 0.828
Random Forest Random Forest Random Forest 0.080 0.274 0.819