The simulations are based on the the make_heterogeneous_data-DGP with \(500\) observations. The groups are defined based on the first covariate, analogously to the GATE PLR 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).
Metadata
DoubleML Version 0.11.dev0
Script PLRGATECoverageSimulation
Date 2025-06-05 15:40
Total Runtime (minutes) 184.265365
Python Version 3.12.3
Config File scripts/plm/plr_gate_config.yml
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