PLPR Models

init_notebook_modetrusted

Coverage

The simulations are based on the the make_plpr_CP2025-DGP with \(1000\) units and \(10\) time periods. The following DGPs are considered:

DGP 1: Linear in the nuisance parameters
DGP 2: Non-linear and smooth in the nuisance parameters
DGP 3: Non-linear and discontinuous in the nuisance parameters

Metadata

DoubleML Version                            0.11.2.dev96
Script                         PLPRATECoverageSimulation
Date                                    2026-01-16 15:02
Total Runtime (minutes)                         36.61475
Python Version                                    3.12.9
Config File              scripts/plm/plpr_ate_config.yml

Partialling out

^ⓘLearner l	Learner m	DGP	Approach	Bias	CI Length	Coverage	Loss l	Loss m
LGBM Regr.	LGBM Regr.	dgp1	cre_general	0.009	0.042	0.934	1.759	0.983
LGBM Regr.	LGBM Regr.	dgp2	cre_general	0.015	0.042	0.764	1.753	0.973
LGBM Regr.	LGBM Regr.	dgp3	cre_general	0.130	0.079	0.000	1.949	1.062
LGBM Regr.	LGBM Regr.	dgp1	cre_normal	0.038	0.054	0.172	1.758	0.999
LGBM Regr.	LGBM Regr.	dgp2	cre_normal	0.011	0.055	0.940	1.751	0.996
LGBM Regr.	LGBM Regr.	dgp3	cre_normal	0.040	0.083	0.546	1.947	1.292
LGBM Regr.	LGBM Regr.	dgp1	fd_exact	0.011	0.050	0.930	1.672	1.477
LGBM Regr.	LGBM Regr.	dgp2	fd_exact	0.015	0.049	0.818	1.624	1.456
LGBM Regr.	LGBM Regr.	dgp3	fd_exact	0.151	0.082	0.000	1.989	1.633
LGBM Regr.	LGBM Regr.	dgp1	wg_approx	0.009	0.042	0.942	1.094	0.975
LGBM Regr.	LGBM Regr.	dgp2	wg_approx	0.012	0.037	0.812	1.115	1.074
LGBM Regr.	LGBM Regr.	dgp3	wg_approx	0.632	0.043	0.000	2.305	1.663
LassoCV	LassoCV	dgp1	cre_general	0.008	0.041	0.952	1.675	0.949
LassoCV	LassoCV	dgp2	cre_general	0.007	0.034	0.944	1.729	1.160
LassoCV	LassoCV	dgp3	cre_general	0.859	0.024	0.000	4.177	2.560
LassoCV	LassoCV	dgp1	cre_normal	0.010	0.041	0.890	1.675	0.949
LassoCV	LassoCV	dgp2	cre_normal	0.009	0.035	0.856	1.729	1.161
LassoCV	LassoCV	dgp3	cre_normal	0.862	0.024	0.000	4.177	2.560
LassoCV	LassoCV	dgp1	fd_exact	0.010	0.050	0.956	1.582	1.415
LassoCV	LassoCV	dgp2	fd_exact	0.008	0.041	0.944	1.682	1.730
LassoCV	LassoCV	dgp3	fd_exact	0.859	0.028	0.000	5.543	3.815
LassoCV	LassoCV	dgp1	wg_approx	0.008	0.041	0.950	1.061	0.949
LassoCV	LassoCV	dgp2	wg_approx	0.007	0.034	0.946	1.128	1.160
LassoCV	LassoCV	dgp3	wg_approx	0.859	0.024	0.000	3.718	2.560
Coverage for 95%-Confidence Interval over 500 Repetitions

^ⓘLearner l	Learner m	DGP	Approach	Bias	CI Length	Coverage	Loss l	Loss m
LGBM Regr.	LGBM Regr.	dgp1	cre_general	0.009	0.036	0.884	1.759	0.983
LGBM Regr.	LGBM Regr.	dgp2	cre_general	0.015	0.035	0.638	1.753	0.973
LGBM Regr.	LGBM Regr.	dgp3	cre_general	0.130	0.066	0.000	1.949	1.062
LGBM Regr.	LGBM Regr.	dgp1	cre_normal	0.038	0.045	0.092	1.758	0.999
LGBM Regr.	LGBM Regr.	dgp2	cre_normal	0.011	0.046	0.902	1.751	0.996
LGBM Regr.	LGBM Regr.	dgp3	cre_normal	0.040	0.069	0.426	1.947	1.292
LGBM Regr.	LGBM Regr.	dgp1	fd_exact	0.011	0.042	0.868	1.672	1.477
LGBM Regr.	LGBM Regr.	dgp2	fd_exact	0.015	0.041	0.706	1.624	1.456
LGBM Regr.	LGBM Regr.	dgp3	fd_exact	0.151	0.069	0.000	1.989	1.633
LGBM Regr.	LGBM Regr.	dgp1	wg_approx	0.009	0.035	0.872	1.094	0.975
LGBM Regr.	LGBM Regr.	dgp2	wg_approx	0.012	0.031	0.716	1.115	1.074
LGBM Regr.	LGBM Regr.	dgp3	wg_approx	0.632	0.036	0.000	2.305	1.663
LassoCV	LassoCV	dgp1	cre_general	0.008	0.035	0.910	1.675	0.949
LassoCV	LassoCV	dgp2	cre_general	0.007	0.029	0.890	1.729	1.160
LassoCV	LassoCV	dgp3	cre_general	0.859	0.020	0.000	4.177	2.560
LassoCV	LassoCV	dgp1	cre_normal	0.010	0.035	0.806	1.675	0.949
LassoCV	LassoCV	dgp2	cre_normal	0.009	0.029	0.804	1.729	1.161
LassoCV	LassoCV	dgp3	cre_normal	0.862	0.020	0.000	4.177	2.560
LassoCV	LassoCV	dgp1	fd_exact	0.010	0.042	0.904	1.582	1.415
LassoCV	LassoCV	dgp2	fd_exact	0.008	0.035	0.896	1.682	1.730
LassoCV	LassoCV	dgp3	fd_exact	0.859	0.024	0.000	5.543	3.815
LassoCV	LassoCV	dgp1	wg_approx	0.008	0.035	0.910	1.061	0.949
LassoCV	LassoCV	dgp2	wg_approx	0.007	0.029	0.892	1.128	1.160
LassoCV	LassoCV	dgp3	wg_approx	0.859	0.020	0.000	3.718	2.560
Coverage for 90%-Confidence Interval over 500 Repetitions

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	DGP	Approach	Bias	CI Length	Coverage	Loss g	Loss m
LGBM Regr.	LGBM Regr.	dgp1	cre_general	0.012	0.042	0.822	1.492	0.983
LGBM Regr.	LGBM Regr.	dgp2	cre_general	0.008	0.042	0.942	1.487	0.973
LGBM Regr.	LGBM Regr.	dgp3	cre_general	0.147	0.051	0.000	1.572	1.062
LGBM Regr.	LGBM Regr.	dgp1	cre_normal	0.027	0.046	0.364	1.484	0.999
LGBM Regr.	LGBM Regr.	dgp2	cre_normal	0.011	0.050	0.924	1.486	0.996
LGBM Regr.	LGBM Regr.	dgp3	cre_normal	0.104	0.059	0.000	1.594	1.292
LGBM Regr.	LGBM Regr.	dgp1	fd_exact	0.018	0.049	0.732	1.477	1.477
LGBM Regr.	LGBM Regr.	dgp2	fd_exact	0.010	0.050	0.934	1.449	1.456
LGBM Regr.	LGBM Regr.	dgp3	fd_exact	0.171	0.052	0.000	1.605	1.632
LGBM Regr.	LGBM Regr.	dgp1	wg_approx	0.010	0.042	0.910	0.975	0.975
LGBM Regr.	LGBM Regr.	dgp2	wg_approx	0.008	0.038	0.940	0.977	1.074
LGBM Regr.	LGBM Regr.	dgp3	wg_approx	0.653	0.037	0.000	1.255	1.663
LassoCV	LassoCV	dgp1	cre_general	0.008	0.039	0.936	1.425	0.949
LassoCV	LassoCV	dgp2	cre_general	0.007	0.034	0.942	1.439	1.160
LassoCV	LassoCV	dgp3	cre_general	0.859	0.024	0.000	1.814	2.560
LassoCV	LassoCV	dgp1	cre_normal	0.008	0.041	0.942	1.423	0.949
LassoCV	LassoCV	dgp2	cre_normal	0.007	0.034	0.934	1.438	1.161
LassoCV	LassoCV	dgp3	cre_normal	0.858	0.024	0.000	1.815	2.560
LassoCV	LassoCV	dgp1	fd_exact	0.010	0.048	0.936	1.415	1.415
LassoCV	LassoCV	dgp2	fd_exact	0.008	0.041	0.944	1.442	1.730
LassoCV	LassoCV	dgp3	fd_exact	0.859	0.028	0.000	1.956	3.816
LassoCV	LassoCV	dgp1	wg_approx	0.008	0.040	0.942	0.949	0.949
LassoCV	LassoCV	dgp2	wg_approx	0.007	0.034	0.946	0.967	1.160
LassoCV	LassoCV	dgp3	wg_approx	0.859	0.024	0.000	1.312	2.560
Coverage for 95%-Confidence Interval over 500 Repetitions

^ⓘLearner g	Learner m	DGP	Approach	Bias	CI Length	Coverage	Loss g	Loss m
LGBM Regr.	LGBM Regr.	dgp1	cre_general	0.012	0.035	0.760	1.492	0.983
LGBM Regr.	LGBM Regr.	dgp2	cre_general	0.008	0.035	0.902	1.487	0.973
LGBM Regr.	LGBM Regr.	dgp3	cre_general	0.147	0.043	0.000	1.572	1.062
LGBM Regr.	LGBM Regr.	dgp1	cre_normal	0.027	0.038	0.232	1.484	0.999
LGBM Regr.	LGBM Regr.	dgp2	cre_normal	0.011	0.042	0.860	1.486	0.996
LGBM Regr.	LGBM Regr.	dgp3	cre_normal	0.104	0.049	0.000	1.594	1.292
LGBM Regr.	LGBM Regr.	dgp1	fd_exact	0.018	0.041	0.620	1.477	1.477
LGBM Regr.	LGBM Regr.	dgp2	fd_exact	0.010	0.042	0.882	1.449	1.456
LGBM Regr.	LGBM Regr.	dgp3	fd_exact	0.171	0.044	0.000	1.605	1.632
LGBM Regr.	LGBM Regr.	dgp1	wg_approx	0.010	0.036	0.860	0.975	0.975
LGBM Regr.	LGBM Regr.	dgp2	wg_approx	0.008	0.032	0.900	0.977	1.074
LGBM Regr.	LGBM Regr.	dgp3	wg_approx	0.653	0.031	0.000	1.255	1.663
LassoCV	LassoCV	dgp1	cre_general	0.008	0.033	0.896	1.425	0.949
LassoCV	LassoCV	dgp2	cre_general	0.007	0.029	0.890	1.439	1.160
LassoCV	LassoCV	dgp3	cre_general	0.859	0.020	0.000	1.814	2.560
LassoCV	LassoCV	dgp1	cre_normal	0.008	0.034	0.912	1.423	0.949
LassoCV	LassoCV	dgp2	cre_normal	0.007	0.029	0.890	1.438	1.161
LassoCV	LassoCV	dgp3	cre_normal	0.858	0.020	0.000	1.815	2.560
LassoCV	LassoCV	dgp1	fd_exact	0.010	0.040	0.894	1.415	1.415
LassoCV	LassoCV	dgp2	fd_exact	0.008	0.035	0.890	1.442	1.730
LassoCV	LassoCV	dgp3	fd_exact	0.859	0.024	0.000	1.956	3.816
LassoCV	LassoCV	dgp1	wg_approx	0.008	0.034	0.904	0.949	0.949
LassoCV	LassoCV	dgp2	wg_approx	0.007	0.029	0.894	0.967	1.160
LassoCV	LassoCV	dgp3	wg_approx	0.859	0.020	0.000	1.312	2.560
Coverage for 90%-Confidence Interval over 500 Repetitions

Tuning

The simulations are based on the the make_plpr_CP2025-DGP with \(1000\) units and \(10\) time periods. The following DGPs are considered:

DGP 1: Linear in the nuisance parameters
DGP 3: Non-linear and discontinuous in the nuisance parameters

This is only an example as the untuned version just relies on the default configuration.

Metadata

DoubleML Version                                 0.11.2.dev96
Script                        PLPRATETuningCoverageSimulation
Date                                         2026-01-16 16:54
Total Runtime (minutes)                             76.147265
Python Version                                         3.12.9
Config File              scripts/plm/plpr_ate_tune_config.yml

Partialling out

^ⓘLearner l	Learner m	Tuned	DGP	Approach	Bias	CI Length	Coverage	Loss l	Loss m
LGBM Regr.	LGBM Regr.	False	dgp1	cre_general	0.010	0.042	0.880	1.759	0.983
LGBM Regr.	LGBM Regr.	True	dgp1	cre_general	0.020	0.042	0.600	1.795	1.007
LGBM Regr.	LGBM Regr.	False	dgp3	cre_general	0.135	0.082	0.000	1.952	1.065
LGBM Regr.	LGBM Regr.	True	dgp3	cre_general	0.062	0.076	0.110	1.930	1.066
LGBM Regr.	LGBM Regr.	False	dgp1	cre_normal	0.038	0.054	0.190	1.760	1.000
LGBM Regr.	LGBM Regr.	True	dgp1	cre_normal	0.054	0.055	0.060	1.796	0.995
LGBM Regr.	LGBM Regr.	False	dgp3	cre_normal	0.041	0.084	0.500	1.951	1.293
LGBM Regr.	LGBM Regr.	True	dgp3	cre_normal	0.025	0.087	0.850	1.933	1.270
LGBM Regr.	LGBM Regr.	False	dgp1	fd_exact	0.010	0.049	0.940	1.671	1.478
LGBM Regr.	LGBM Regr.	True	dgp1	fd_exact	0.011	0.049	0.920	1.657	1.467
LGBM Regr.	LGBM Regr.	False	dgp3	fd_exact	0.153	0.083	0.000	1.993	1.634
LGBM Regr.	LGBM Regr.	True	dgp3	fd_exact	0.090	0.083	0.000	1.963	1.643
LGBM Regr.	LGBM Regr.	False	dgp1	wg_approx	0.010	0.041	0.890	1.094	0.975
LGBM Regr.	LGBM Regr.	True	dgp1	wg_approx	0.009	0.041	0.930	1.088	0.969
LGBM Regr.	LGBM Regr.	False	dgp3	wg_approx	0.632	0.043	0.000	2.306	1.664
LGBM Regr.	LGBM Regr.	True	dgp3	wg_approx	0.611	0.043	0.000	2.364	1.709
Coverage for 95%-Confidence Interval over 100 Repetitions

^ⓘLearner l	Learner m	Tuned	DGP	Approach	Bias	CI Length	Coverage	Loss l	Loss m
LGBM Regr.	LGBM Regr.	False	dgp1	cre_general	0.010	0.035	0.850	1.759	0.983
LGBM Regr.	LGBM Regr.	True	dgp1	cre_general	0.020	0.035	0.430	1.795	1.007
LGBM Regr.	LGBM Regr.	False	dgp3	cre_general	0.135	0.069	0.000	1.952	1.065
LGBM Regr.	LGBM Regr.	True	dgp3	cre_general	0.062	0.064	0.020	1.930	1.066
LGBM Regr.	LGBM Regr.	False	dgp1	cre_normal	0.038	0.045	0.130	1.760	1.000
LGBM Regr.	LGBM Regr.	True	dgp1	cre_normal	0.054	0.046	0.050	1.796	0.995
LGBM Regr.	LGBM Regr.	False	dgp3	cre_normal	0.041	0.070	0.380	1.951	1.293
LGBM Regr.	LGBM Regr.	True	dgp3	cre_normal	0.025	0.073	0.750	1.933	1.270
LGBM Regr.	LGBM Regr.	False	dgp1	fd_exact	0.010	0.041	0.900	1.671	1.478
LGBM Regr.	LGBM Regr.	True	dgp1	fd_exact	0.011	0.041	0.850	1.657	1.467
LGBM Regr.	LGBM Regr.	False	dgp3	fd_exact	0.153	0.070	0.000	1.993	1.634
LGBM Regr.	LGBM Regr.	True	dgp3	fd_exact	0.090	0.070	0.000	1.963	1.643
LGBM Regr.	LGBM Regr.	False	dgp1	wg_approx	0.010	0.035	0.840	1.094	0.975
LGBM Regr.	LGBM Regr.	True	dgp1	wg_approx	0.009	0.035	0.860	1.088	0.969
LGBM Regr.	LGBM Regr.	False	dgp3	wg_approx	0.632	0.036	0.000	2.306	1.664
LGBM Regr.	LGBM Regr.	True	dgp3	wg_approx	0.611	0.036	0.000	2.364	1.709
Coverage for 90%-Confidence Interval over 100 Repetitions