DiD for Panel Data

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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_pa_atte_coverage.py
Date                         2024-08-12 14:36:11
Total Runtime (seconds)             13934.719484
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 3.229 14.583 0.960
LGBM LGBM 2 False 3.537 17.722 0.971
LGBM LGBM 3 False 3.347 17.105 0.974
LGBM LGBM 4 False 5.443 21.039 0.953
LGBM LGBM 5 False 1.927 9.351 0.975
LGBM LGBM 6 False 1.845 9.188 0.974
LGBM LGBM 1 True 1.038 4.993 0.961
LGBM LGBM 2 True 1.212 5.940 0.962
LGBM LGBM 3 True 1.122 5.753 0.972
LGBM LGBM 4 True 1.300 7.104 0.981
LGBM LGBM 5 True 0.859 4.237 0.967
LGBM LGBM 6 True 0.822 4.050 0.960
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 3.229 12.239 0.911
LGBM LGBM 2 False 3.537 14.873 0.922
LGBM LGBM 3 False 3.347 14.355 0.938
LGBM LGBM 4 False 5.443 17.657 0.857
LGBM LGBM 5 False 1.927 7.847 0.916
LGBM LGBM 6 False 1.845 7.710 0.926
LGBM LGBM 1 True 1.038 4.191 0.908
LGBM LGBM 2 True 1.212 4.985 0.919
LGBM LGBM 3 True 1.122 4.828 0.924
LGBM LGBM 4 True 1.300 5.962 0.939
LGBM LGBM 5 True 0.859 3.556 0.911
LGBM LGBM 6 True 0.822 3.399 0.904

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 2.175 2.578 0.087
LGBM LGBM 2 False 1.322 2.540 0.483
LGBM LGBM 3 False 0.999 2.241 0.591
LGBM LGBM 4 False 1.928 2.248 0.124
LGBM LGBM 5 False 0.522 2.461 0.942
LGBM LGBM 6 False 0.438 2.155 0.949
LGBM LGBM 1 True 2.169 2.577 0.089
LGBM LGBM 2 True 1.307 2.534 0.486
LGBM LGBM 3 True 0.999 2.239 0.606
LGBM LGBM 4 True 1.924 2.246 0.111
LGBM LGBM 5 True 0.523 2.462 0.949
LGBM LGBM 6 True 0.425 2.156 0.953
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 2.175 2.163 0.048
LGBM LGBM 2 False 1.322 2.131 0.376
LGBM LGBM 3 False 0.999 1.880 0.479
LGBM LGBM 4 False 1.928 1.887 0.083
LGBM LGBM 5 False 0.522 2.065 0.878
LGBM LGBM 6 False 0.438 1.809 0.903
LGBM LGBM 1 True 2.169 2.163 0.054
LGBM LGBM 2 True 1.307 2.127 0.388
LGBM LGBM 3 True 0.999 1.879 0.477
LGBM LGBM 4 True 1.924 1.884 0.076
LGBM LGBM 5 True 0.523 2.066 0.889
LGBM LGBM 6 True 0.425 1.809 0.906