PLIV Models
LATE Coverage
The simulations are based on the the make_pliv_CHS2015-DGP with \(500\) observations. Due to the linearity of the DGP, Lasso is a nearly optimal choice for the nuisance estimation.
Metadata
DoubleML Version 0.10.dev0
Script pliv_late_coverage.py
Date 2025-01-08 17:34:57
Total Runtime (seconds) 19185.318093
Python Version 3.12.8
Partialling out
Learner l | Learner m | Learner r | Bias | CI Length | Coverage |
---|---|---|---|---|---|
Lasso | Lasso | Lasso | 0.072 | 0.357 | 0.947 |
Lasso | Lasso | Random Forest | 0.074 | 0.366 | 0.947 |
Lasso | Random Forest | Lasso | 0.077 | 0.378 | 0.952 |
Lasso | Random Forest | Random Forest | 0.081 | 0.359 | 0.948 |
Random Forest | Lasso | Lasso | 0.080 | 0.394 | 0.954 |
Random Forest | Lasso | Random Forest | 0.077 | 0.380 | 0.949 |
Random Forest | Random Forest | Lasso | 0.107 | 0.419 | 0.862 |
Random Forest | Random Forest | Random Forest | 0.078 | 0.362 | 0.926 |
Learner l | Learner m | Learner r | Bias | CI Length | Coverage |
---|---|---|---|---|---|
Lasso | Lasso | Lasso | 0.072 | 0.299 | 0.899 |
Lasso | Lasso | Random Forest | 0.074 | 0.307 | 0.899 |
Lasso | Random Forest | Lasso | 0.077 | 0.317 | 0.906 |
Lasso | Random Forest | Random Forest | 0.081 | 0.301 | 0.874 |
Random Forest | Lasso | Lasso | 0.080 | 0.331 | 0.905 |
Random Forest | Lasso | Random Forest | 0.077 | 0.319 | 0.905 |
Random Forest | Random Forest | Lasso | 0.107 | 0.351 | 0.792 |
Random Forest | Random Forest | Random Forest | 0.078 | 0.304 | 0.866 |
IV-type
For the IV-type score, the learners ml_l
and ml_g
are both set to the same type of learner (here Learner g).
Learner g | Learner m | Learner r | Bias | CI Length | Coverage |
---|---|---|---|---|---|
Lasso | Lasso | Lasso | 0.072 | 0.276 | 0.873 |
Lasso | Lasso | Random Forest | 0.072 | 0.276 | 0.866 |
Lasso | Random Forest | Lasso | 0.078 | 0.315 | 0.900 |
Lasso | Random Forest | Random Forest | 0.077 | 0.315 | 0.914 |
Random Forest | Lasso | Lasso | 0.077 | 0.289 | 0.864 |
Random Forest | Lasso | Random Forest | 0.075 | 0.288 | 0.878 |
Random Forest | Random Forest | Lasso | 0.080 | 0.332 | 0.894 |
Random Forest | Random Forest | Random Forest | 0.080 | 0.327 | 0.889 |
Learner g | Learner m | Learner r | Bias | CI Length | Coverage |
---|---|---|---|---|---|
Lasso | Lasso | Lasso | 0.072 | 0.232 | 0.806 |
Lasso | Lasso | Random Forest | 0.072 | 0.232 | 0.808 |
Lasso | Random Forest | Lasso | 0.078 | 0.264 | 0.830 |
Lasso | Random Forest | Random Forest | 0.077 | 0.265 | 0.834 |
Random Forest | Lasso | Lasso | 0.077 | 0.242 | 0.797 |
Random Forest | Lasso | Random Forest | 0.075 | 0.242 | 0.802 |
Random Forest | Random Forest | Lasso | 0.080 | 0.279 | 0.828 |
Random Forest | Random Forest | Random Forest | 0.080 | 0.274 | 0.819 |