GATEs

Coverage

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).

DoubleML Version                            0.11.5.dev55
Script                         PLRGATECoverageSimulation
Date                                    2026-08-10 13:34
Total Runtime (minutes)                       180.685025
Python Version                                    3.12.3
Config File              scripts/plm/plr_gate_config.yml

Partialling out

ⓘLearner l Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM Regr. LGBM Regr. 0.142 0.494 0.816 0.602 0.731
LGBM Regr. LassoCV 0.157 0.660 0.909 0.804 0.864
LassoCV LGBM Regr. 0.486 0.577 0.189 0.702 0.000
LassoCV LassoCV 0.092 0.440 0.940 0.536 0.939
LassoCV RF Regr. 0.137 0.482 0.821 0.587 0.747
RF Regr. LassoCV 0.110 0.493 0.928 0.600 0.927
RF Regr. RF Regr. 0.094 0.440 0.934 0.536 0.931
Coverage for 95%-Confidence Interval over 1000 Repetitions
ⓘLearner l Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM Regr. LGBM Regr. 0.142 0.415 0.729 0.602 0.730
LGBM Regr. LassoCV 0.157 0.554 0.835 0.804 0.870
LassoCV LGBM Regr. 0.486 0.484 0.136 0.702 0.001
LassoCV LassoCV 0.092 0.369 0.894 0.536 0.936
LassoCV RF Regr. 0.137 0.405 0.733 0.588 0.754
RF Regr. LassoCV 0.110 0.413 0.859 0.599 0.923
RF Regr. RF Regr. 0.094 0.370 0.875 0.536 0.932
Coverage for 90%-Confidence Interval over 1000 Repetitions

IV-type

ⓘLearner l Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM Regr. LGBM Regr. 0.110 0.407 0.866 0.495 0.814
LGBM Regr. LassoCV 0.092 0.428 0.933 0.521 0.923
LassoCV LGBM Regr. 0.124 0.423 0.821 0.514 0.742
LassoCV LassoCV 0.087 0.427 0.947 0.519 0.947
LassoCV RF Regr. 0.087 0.425 0.946 0.517 0.948
RF Regr. LassoCV 0.089 0.414 0.936 0.504 0.928
RF Regr. RF Regr. 0.089 0.411 0.935 0.501 0.932
Coverage for 95%-Confidence Interval over 1000 Repetitions
ⓘLearner l Learner m Bias CI Length Coverage Uniform CI Length Uniform Coverage
LGBM Regr. LGBM Regr. 0.110 0.341 0.794 0.495 0.814
LGBM Regr. LassoCV 0.092 0.359 0.880 0.521 0.919
LassoCV LGBM Regr. 0.124 0.355 0.735 0.514 0.747
LassoCV LassoCV 0.087 0.358 0.889 0.520 0.947
LassoCV RF Regr. 0.087 0.357 0.895 0.518 0.945
RF Regr. LassoCV 0.089 0.348 0.879 0.504 0.928
RF Regr. RF Regr. 0.089 0.345 0.879 0.501 0.930
Coverage for 90%-Confidence Interval over 1000 Repetitions