DiD for Repeated Cross-Sections

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ATTE Coverage

The simulations are based on the the make_did_SZ2020-DGP with \(1000\) observations. Learners are only set to boosting, due to time constraints (and the nonlinearity of some of the DGPs).

DoubleML Version                           0.8.2
Script                   did_cs_atte_coverage.py
Date                         2024-08-12 10:37:13
Total Runtime (seconds)             14727.808935
Python Version                            3.12.4

Observational Score

Coverage for 95.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m DGP In-sample-norm. Bias CI Length Coverage
LGBM LGBM 1 False 11.753 58.997 0.975
LGBM LGBM 2 False 13.528 69.471 0.980
LGBM LGBM 3 False 12.655 65.935 0.977
LGBM LGBM 4 False 16.051 84.199 0.986
LGBM LGBM 5 False 7.575 38.525 0.974
LGBM LGBM 6 False 7.297 36.612 0.969
LGBM LGBM 1 True 4.501 21.392 0.962
LGBM LGBM 2 True 5.015 24.341 0.955
LGBM LGBM 3 True 4.972 23.800 0.962
LGBM LGBM 4 True 5.458 28.363 0.959
LGBM LGBM 5 True 3.960 19.373 0.961
LGBM LGBM 6 True 3.787 17.992 0.942
Coverage for 90.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m DGP In-sample-norm. Bias CI Length Coverage
LGBM LGBM 1 False 11.753 49.512 0.941
LGBM LGBM 2 False 13.528 58.302 0.945
LGBM LGBM 3 False 12.655 55.335 0.936
LGBM LGBM 4 False 16.051 70.662 0.952
LGBM LGBM 5 False 7.575 32.331 0.936
LGBM LGBM 6 False 7.297 30.726 0.914
LGBM LGBM 1 True 4.501 17.953 0.913
LGBM LGBM 2 True 5.015 20.427 0.907
LGBM LGBM 3 True 4.972 19.973 0.909
LGBM LGBM 4 True 5.458 23.803 0.913
LGBM LGBM 5 True 3.960 16.258 0.911
LGBM LGBM 6 True 3.787 15.100 0.885

Experimental Score

Remark that the only two valid DGPs are DGP \(5\) and DGP \(6\). All other DGPs are invalid due to non-experimental treatment assignment.

Coverage for 95.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m DGP In-sample-norm. Bias CI Length Coverage
LGBM LGBM 1 False 3.992 12.425 0.786
LGBM LGBM 2 False 3.710 13.272 0.832
LGBM LGBM 3 False 2.942 12.072 0.901
LGBM LGBM 4 False 3.899 12.211 0.787
LGBM LGBM 5 False 2.957 14.238 0.951
LGBM LGBM 6 False 2.537 12.406 0.954
LGBM LGBM 1 True 4.006 12.434 0.795
LGBM LGBM 2 True 3.698 13.295 0.841
LGBM LGBM 3 True 2.915 12.084 0.900
LGBM LGBM 4 True 3.918 12.229 0.790
LGBM LGBM 5 True 2.931 14.248 0.946
LGBM LGBM 6 True 2.487 12.413 0.956
Coverage for 90.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m DGP In-sample-norm. Bias CI Length Coverage
LGBM LGBM 1 False 3.992 10.428 0.711
LGBM LGBM 2 False 3.710 11.139 0.747
LGBM LGBM 3 False 2.942 10.131 0.840
LGBM LGBM 4 False 3.899 10.248 0.700
LGBM LGBM 5 False 2.957 11.949 0.897
LGBM LGBM 6 False 2.537 10.411 0.904
LGBM LGBM 1 True 4.006 10.435 0.698
LGBM LGBM 2 True 3.698 11.157 0.762
LGBM LGBM 3 True 2.915 10.141 0.831
LGBM LGBM 4 True 3.918 10.263 0.704
LGBM LGBM 5 True 2.931 11.957 0.892
LGBM LGBM 6 True 2.487 10.418 0.911