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.

Metadata

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