CATEs

CATE Coverage

The simulations are based on the the make_heterogeneous_data-DGP with \(2000\) observations. The groups are defined based on the first covariate, analogously to the CATE IRM 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                               0.11.dev0
Script                         IRMCATECoverageSimulation
Date                                    2025-06-05 13:56
Total Runtime (minutes)                        79.611211
Python Version                                    3.12.3
Config File              scripts/irm/irm_cate_config.yml
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