Quantile Models

init_notebook_modetrusted

QTE

The results are based on a location-scale model as described the corresponding Example with \(5000\) observations.

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

Metadata

DoubleML Version                         0.11.dev0
Script                        PQCoverageSimulation
Date                              2025-06-05 14:33
Total Runtime (minutes)                 117.122569
Python Version                              3.12.3
Config File              scripts/irm/pq_config.yml

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)

Potential Quantiles

Y(0) - Quantile

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)

Y(1) - Quantile

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)

LQTE

The results are based on a location-scale model as described the corresponding Example with \(5,000\) observations.

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

Metadata

DoubleML Version                          0.11.dev0
Script                        LPQCoverageSimulation
Date                               2025-06-05 14:29
Total Runtime (minutes)                   112.94002
Python Version                               3.12.3
Config File              scripts/irm/lpq_config.yml

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)

Local Potential Quantiles

Local Y(0) - Quantile

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)

Local Y(1) - Quantile

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)

CVaR Effects

The results are based on a location-scale model as described the corresponding Example with \(5,000\) observations. Remark that the process is not linear.

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

Metadata

DoubleML Version                           0.11.dev0
Script                        CVARCoverageSimulation
Date                                2025-06-05 14:11
Total Runtime (minutes)                    94.704629
Python Version                                3.12.3
Config File              scripts/irm/cvar_config.yml

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)

CVaR Potential Quantiles

CVaR Y(0)

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)

CVaR Y(1)

Loading ITables v2.4.2 from the init_notebook_mode cell... (need help?)