Draft

GATEs

GATE Coverage

The simulations are based on the the make_heterogeneous_data-DGP with \(500\) observations. The groups are defined based on the first covariate, analogously to the GATE PLR Example, but rely on LightGBM to estimate nuisance elements (due to time constraints).

The non-uniform results (coverage, ci length and bias) refer to averaged values over all groups (point-wise confidende intervals).

DoubleML Version                        0.9.0
Script                   plr_gate_coverage.py
Date                      2024-09-09 08:15:54
Total Runtime (seconds)           3140.608881
Python Version                         3.12.5
Table 1: Coverage for 95.0%-Confidence Interval over 1000 Repetitions
Learner l Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM LGBM 0.155 0.507 0.775 0.999 0.955
LGBM Lasso 0.171 0.752 0.915 1.486 0.998
Lasso LGBM 0.692 0.601 0.057 1.184 0.013
Lasso Lasso 0.085 0.438 0.958 0.864 1.000
Table 2: Coverage for 90.0%-Confidence Interval over 1000 Repetitions
Learner l Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM LGBM 0.155 0.425 0.694 0.999 0.953
LGBM Lasso 0.171 0.631 0.859 1.483 1.000
Lasso LGBM 0.692 0.504 0.033 1.184 0.009
Lasso Lasso 0.085 0.367 0.912 0.862 0.999