PLIV Models

This is the init_notebook_mode cell from ITables v2.1.4
(you should not see this message - is your notebook trusted?)

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.

DoubleML Version                         0.8.2
Script                   pliv_late_coverage.py
Date                       2024-08-12 19:43:22
Total Runtime (seconds)              6774.6652
Python Version                          3.12.4

Partialling out

Coverage for 95.0%-Confidence Interval over 1000 Repetitions
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 0.948
Lasso Random Forest Lasso 0.077 0.378 0.956
Lasso Random Forest Random Forest 0.082 0.359 0.950
Random Forest Lasso Lasso 0.081 0.394 0.953
Random Forest Lasso Random Forest 0.077 0.380 0.952
Random Forest Random Forest Lasso 0.107 0.419 0.861
Random Forest Random Forest Random Forest 0.079 0.362 0.923
Coverage for 90.0%-Confidence Interval over 1000 Repetitions
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 0.897
Lasso Random Forest Lasso 0.077 0.317 0.905
Lasso Random Forest Random Forest 0.082 0.301 0.871
Random Forest Lasso Lasso 0.081 0.331 0.906
Random Forest Lasso Random Forest 0.077 0.319 0.906
Random Forest Random Forest Lasso 0.107 0.351 0.786
Random Forest Random Forest Random Forest 0.079 0.304 0.868

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).

Coverage for 95.0%-Confidence Interval over 1000 Repetitions
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 0.901
Lasso Random Forest Random Forest 0.076 0.316 0.915
Random Forest Lasso Lasso 0.077 0.289 0.865
Random Forest Lasso Random Forest 0.075 0.288 0.875
Random Forest Random Forest Lasso 0.080 0.331 0.890
Random Forest Random Forest Random Forest 0.080 0.327 0.889
Coverage for 90.0%-Confidence Interval over 1000 Repetitions
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 0.811
Lasso Random Forest Lasso 0.078 0.265 0.828
Lasso Random Forest Random Forest 0.076 0.265 0.839
Random Forest Lasso Lasso 0.077 0.242 0.794
Random Forest Lasso Random Forest 0.075 0.242 0.802
Random Forest Random Forest Lasso 0.080 0.278 0.827
Random Forest Random Forest Random Forest 0.080 0.275 0.815