APO Models

APO Pointwise Coverage

The simulations are based on the the make_irm_data_discrete_treatments-DGP with \(500\) observations. Due to the linearity of the DGP, Lasso and Logit Regression are nearly optimal choices for the nuisance estimation.

DoubleML Version                   0.10.dev0
Script                   irm_apo_coverage.py
Date                     2025-01-08 15:02:49
Total Runtime (seconds)         10054.695461
Python Version                        3.12.8
Table 1: Coverage for 95.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m Treatment Level Bias CI Length Coverage
LGBM LGBM 0.000 2.076 10.316 0.963
LGBM LGBM 1.000 9.193 45.558 0.967
LGBM LGBM 2.000 9.594 44.674 0.952
LGBM Logistic 0.000 1.337 6.704 0.955
LGBM Logistic 1.000 1.695 8.845 0.968
LGBM Logistic 2.000 1.661 8.724 0.971
Linear LGBM 0.000 1.307 6.552 0.949
Linear LGBM 1.000 2.127 12.751 0.982
Linear LGBM 2.000 1.635 8.953 0.967
Linear Logistic 0.000 1.286 6.358 0.951
Linear Logistic 1.000 1.280 6.455 0.954
Linear Logistic 2.000 1.281 6.394 0.959
Table 2: Coverage for 90.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m Treatment Level Bias CI Length Coverage
LGBM LGBM 0.000 2.076 8.658 0.911
LGBM LGBM 1.000 9.193 38.233 0.914
LGBM LGBM 2.000 9.594 37.492 0.891
LGBM Logistic 0.000 1.337 5.626 0.901
LGBM Logistic 1.000 1.695 7.423 0.920
LGBM Logistic 2.000 1.661 7.321 0.918
Linear LGBM 0.000 1.307 5.498 0.901
Linear LGBM 1.000 2.127 10.701 0.951
Linear LGBM 2.000 1.635 7.514 0.932
Linear Logistic 0.000 1.286 5.336 0.900
Linear Logistic 1.000 1.280 5.418 0.904
Linear Logistic 2.000 1.281 5.366 0.905

APOS Coverage

The simulations are based on the the make_irm_data_discrete_treatments-DGP with \(500\) observations. Due to the linearity of the DGP, Lasso and Logit Regression are nearly optimal choices for the nuisance estimation.

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

DoubleML Version                   0.10.dev0
Script                   irm_apo_coverage.py
Date                     2025-01-08 15:02:49
Total Runtime (seconds)         10054.695461
Python Version                        3.12.8
Table 3: Coverage for 95.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM LGBM 7.118 33.615 0.958 40.868 0.973
LGBM Logistic 1.571 8.090 0.963 9.592 0.959
Linear LGBM 1.726 9.418 0.967 11.234 0.974
Linear Logistic 1.280 6.402 0.957 6.818 0.953
Table 4: Coverage for 90.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM LGBM 7.118 28.210 0.906 36.194 0.925
LGBM Logistic 1.571 6.789 0.915 8.394 0.924
Linear LGBM 1.726 7.903 0.927 9.850 0.939
Linear Logistic 1.280 5.373 0.904 5.796 0.906

Causal Contrast Coverage

The simulations are based on the the make_irm_data_discrete_treatments-DGP with \(500\) observations. Due to the linearity of the DGP, Lasso and Logit Regression are nearly optimal choices for the nuisance estimation.

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

DoubleML Version                   0.10.dev0
Script                   irm_apo_coverage.py
Date                     2025-01-08 15:02:49
Total Runtime (seconds)         10054.695461
Python Version                        3.12.8
Table 5: Coverage for 95.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM LGBM 9.786 45.131 0.949 51.424 0.965
LGBM Logistic 1.268 6.822 0.962 7.765 0.961
Linear LGBM 1.507 8.855 0.989 10.090 0.992
Linear Logistic 0.297 1.361 0.933 1.550 0.916
Table 6: Coverage for 90.0%-Confidence Interval over 1000 Repetitions
Learner g Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM LGBM 9.786 37.875 0.888 44.829 0.898
LGBM Logistic 1.268 5.725 0.927 6.774 0.926
Linear LGBM 1.507 7.431 0.958 8.799 0.975
Linear Logistic 0.297 1.143 0.873 1.351 0.869