Flexible covariate adjustments in RDD

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Sharp Design

The simulations are based on the make_simple_rdd_data-DGP with \(1000\) observations. The simulation considers data under a sharp regression discontinuity design.

Metadata

DoubleML Version                      0.9.dev0
Script                   rdd_sharp_coverage.py
Date                       2025-01-09 16:17:58
Total Runtime (seconds)            4084.605144
Python Version                          3.12.8

Table 1: Coverage for 95.0%-Confidence Interval over 500 Repetitions

Method	Learner g	fs specification	Bias	CI Length	Coverage
rdflex	Global linear	cutoff	0.553	2.623	0.922
rdflex	LGBM	cutoff	0.139	0.682	0.960
rdflex	Linear	cutoff	0.558	2.638	0.918
rdflex	Stacked	cutoff	0.130	0.666	0.964
rdflex	Global linear	cutoff and score	0.555	2.622	0.922
rdflex	LGBM	cutoff and score	0.145	0.713	0.950
rdflex	Linear	cutoff and score	0.558	2.637	0.922
rdflex	Stacked	cutoff and score	0.142	0.694	0.956
rdflex	Global linear	interacted cutoff and score	0.555	2.624	0.926
rdflex	LGBM	interacted cutoff and score	0.151	0.715	0.948
rdflex	Linear	interacted cutoff and score	0.554	2.652	0.916
rdflex	Stacked	interacted cutoff and score	0.142	0.690	0.962
rdrobust	linear	cutoff	0.555	2.597	0.916

Table 2: Coverage for 90.0%-Confidence Interval over 500 Repetitions

Method	Learner g	fs specification	Bias	CI Length	Coverage
rdflex	Global linear	cutoff	0.553	2.201	0.874
rdflex	LGBM	cutoff	0.139	0.572	0.914
rdflex	Linear	cutoff	0.558	2.214	0.874
rdflex	Stacked	cutoff	0.130	0.559	0.900
rdflex	Global linear	cutoff and score	0.555	2.201	0.876
rdflex	LGBM	cutoff and score	0.145	0.598	0.902
rdflex	Linear	cutoff and score	0.558	2.213	0.870
rdflex	Stacked	cutoff and score	0.142	0.582	0.880
rdflex	Global linear	interacted cutoff and score	0.555	2.202	0.878
rdflex	LGBM	interacted cutoff and score	0.151	0.600	0.886
rdflex	Linear	interacted cutoff and score	0.554	2.225	0.880
rdflex	Stacked	interacted cutoff and score	0.142	0.579	0.904
rdrobust	linear	cutoff	0.555	2.180	0.874

Fuzzy Design

The simulations are based on the make_simple_rdd_data-DGP with \(2000\) observations. The simulation considers data under a fuzzy regression discontinuity design.

Metadata

DoubleML Version                      0.9.dev0
Script                   rdd_fuzzy_coverage.py
Date                       2025-01-09 20:41:20
Total Runtime (seconds)           19885.911859
Python Version                          3.12.8

Table 3: Coverage for 95.0%-Confidence Interval over 217 Repetitions

Method	Learner g	Learner m	fs specification	Bias	CI Length	Coverage
rdflex	Global linear	Global linear	cutoff	2.536	12.547	0.977
rdflex	Global linear	LGBM	cutoff	2.608	12.744	0.982
rdflex	Global linear	Linear	cutoff	2.585	12.716	0.977
rdflex	Global linear	Stacked	cutoff	2.610	12.539	0.972
rdflex	LGBM	Global linear	cutoff	0.465	2.413	0.968
rdflex	LGBM	LGBM	cutoff	0.503	2.431	0.972
rdflex	LGBM	Linear	cutoff	0.484	2.475	0.991
rdflex	LGBM	Stacked	cutoff	0.472	2.399	0.968
rdflex	Linear	Global linear	cutoff	2.529	12.549	0.977
rdflex	Linear	LGBM	cutoff	2.618	12.794	0.977
rdflex	Linear	Linear	cutoff	2.591	12.777	0.977
rdflex	Linear	Stacked	cutoff	2.489	12.374	0.977
rdflex	Stacked	Global linear	cutoff	0.499	2.495	0.968
rdflex	Stacked	LGBM	cutoff	0.463	2.371	0.991
rdflex	Stacked	Linear	cutoff	0.451	2.503	0.982
rdflex	Stacked	Stacked	cutoff	0.445	2.401	0.972
rdflex	Global linear	Global linear	cutoff and score	2.543	12.537	0.977
rdflex	Global linear	LGBM	cutoff and score	2.619	12.850	0.982
rdflex	Global linear	Linear	cutoff and score	2.580	12.744	0.977
rdflex	Global linear	Stacked	cutoff and score	2.618	12.899	0.977
rdflex	LGBM	Global linear	cutoff and score	0.495	2.557	0.982
rdflex	LGBM	LGBM	cutoff and score	0.528	2.617	0.968
rdflex	LGBM	Linear	cutoff and score	0.477	2.610	0.977
rdflex	LGBM	Stacked	cutoff and score	0.506	2.535	0.982
rdflex	Linear	Global linear	cutoff and score	2.575	12.653	0.977
rdflex	Linear	LGBM	cutoff and score	2.678	12.900	0.986
rdflex	Linear	Linear	cutoff and score	2.565	12.749	0.977
rdflex	Linear	Stacked	cutoff and score	2.625	12.811	0.972
rdflex	Stacked	Global linear	cutoff and score	0.495	2.588	0.972
rdflex	Stacked	LGBM	cutoff and score	0.495	2.557	0.968
rdflex	Stacked	Linear	cutoff and score	0.501	2.629	0.991
rdflex	Stacked	Stacked	cutoff and score	0.488	2.674	0.982
rdflex	Global linear	Global linear	interacted cutoff and score	2.515	12.522	0.977
rdflex	Global linear	LGBM	interacted cutoff and score	2.643	12.944	0.982
rdflex	Global linear	Linear	interacted cutoff and score	2.562	12.701	0.977
rdflex	Global linear	Stacked	interacted cutoff and score	2.581	12.557	0.972
rdflex	LGBM	Global linear	interacted cutoff and score	0.496	2.544	0.977
rdflex	LGBM	LGBM	interacted cutoff and score	0.534	2.670	0.982
rdflex	LGBM	Linear	interacted cutoff and score	0.520	2.622	0.986
rdflex	LGBM	Stacked	interacted cutoff and score	0.522	2.529	0.986
rdflex	Linear	Global linear	interacted cutoff and score	2.593	12.699	0.977
rdflex	Linear	LGBM	interacted cutoff and score	2.723	13.189	0.982
rdflex	Linear	Linear	interacted cutoff and score	2.600	12.847	0.977
rdflex	Linear	Stacked	interacted cutoff and score	2.629	12.776	0.972
rdflex	Stacked	Global linear	interacted cutoff and score	0.528	2.647	0.972
rdflex	Stacked	LGBM	interacted cutoff and score	0.512	2.629	0.977
rdflex	Stacked	Linear	interacted cutoff and score	0.513	2.662	0.963
rdflex	Stacked	Stacked	interacted cutoff and score	0.483	2.594	0.986
rdrobust	linear	linear	cutoff	2.523	12.356	0.972

Table 4: Coverage for 90.0%-Confidence Interval over 217 Repetitions

Method	Learner g	Learner m	fs specification	Bias	CI Length	Coverage
rdflex	Global linear	Global linear	cutoff	2.536	10.530	0.945
rdflex	Global linear	LGBM	cutoff	2.608	10.695	0.945
rdflex	Global linear	Linear	cutoff	2.585	10.672	0.940
rdflex	Global linear	Stacked	cutoff	2.610	10.523	0.949
rdflex	LGBM	Global linear	cutoff	0.465	2.025	0.935
rdflex	LGBM	LGBM	cutoff	0.503	2.040	0.931
rdflex	LGBM	Linear	cutoff	0.484	2.077	0.954
rdflex	LGBM	Stacked	cutoff	0.472	2.013	0.908
rdflex	Linear	Global linear	cutoff	2.529	10.531	0.945
rdflex	Linear	LGBM	cutoff	2.618	10.737	0.945
rdflex	Linear	Linear	cutoff	2.591	10.723	0.935
rdflex	Linear	Stacked	cutoff	2.489	10.385	0.945
rdflex	Stacked	Global linear	cutoff	0.499	2.094	0.926
rdflex	Stacked	LGBM	cutoff	0.463	1.990	0.949
rdflex	Stacked	Linear	cutoff	0.451	2.100	0.940
rdflex	Stacked	Stacked	cutoff	0.445	2.015	0.935
rdflex	Global linear	Global linear	cutoff and score	2.543	10.521	0.945
rdflex	Global linear	LGBM	cutoff and score	2.619	10.784	0.945
rdflex	Global linear	Linear	cutoff and score	2.580	10.695	0.945
rdflex	Global linear	Stacked	cutoff and score	2.618	10.825	0.949
rdflex	LGBM	Global linear	cutoff and score	0.495	2.146	0.954
rdflex	LGBM	LGBM	cutoff and score	0.528	2.196	0.940
rdflex	LGBM	Linear	cutoff and score	0.477	2.190	0.945
rdflex	LGBM	Stacked	cutoff and score	0.506	2.128	0.963
rdflex	Linear	Global linear	cutoff and score	2.575	10.618	0.931
rdflex	Linear	LGBM	cutoff and score	2.678	10.826	0.954
rdflex	Linear	Linear	cutoff and score	2.565	10.699	0.926
rdflex	Linear	Stacked	cutoff and score	2.625	10.752	0.935
rdflex	Stacked	Global linear	cutoff and score	0.495	2.172	0.926
rdflex	Stacked	LGBM	cutoff and score	0.495	2.146	0.949
rdflex	Stacked	Linear	cutoff and score	0.501	2.206	0.945
rdflex	Stacked	Stacked	cutoff and score	0.488	2.244	0.959
rdflex	Global linear	Global linear	interacted cutoff and score	2.515	10.509	0.945
rdflex	Global linear	LGBM	interacted cutoff and score	2.643	10.863	0.949
rdflex	Global linear	Linear	interacted cutoff and score	2.562	10.659	0.949
rdflex	Global linear	Stacked	interacted cutoff and score	2.581	10.538	0.945
rdflex	LGBM	Global linear	interacted cutoff and score	0.496	2.135	0.935
rdflex	LGBM	LGBM	interacted cutoff and score	0.534	2.240	0.945
rdflex	LGBM	Linear	interacted cutoff and score	0.520	2.201	0.931
rdflex	LGBM	Stacked	interacted cutoff and score	0.522	2.123	0.945
rdflex	Linear	Global linear	interacted cutoff and score	2.593	10.657	0.935
rdflex	Linear	LGBM	interacted cutoff and score	2.723	11.068	0.949
rdflex	Linear	Linear	interacted cutoff and score	2.600	10.782	0.949
rdflex	Linear	Stacked	interacted cutoff and score	2.629	10.722	0.931
rdflex	Stacked	Global linear	interacted cutoff and score	0.528	2.222	0.926
rdflex	Stacked	LGBM	interacted cutoff and score	0.512	2.206	0.935
rdflex	Stacked	Linear	interacted cutoff and score	0.513	2.234	0.917
rdflex	Stacked	Stacked	interacted cutoff and score	0.483	2.177	0.949
rdrobust	linear	linear	cutoff	2.523	10.370	0.940