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update did sim
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8 files changed

+199
-196
lines changed

8 files changed

+199
-196
lines changed

monte-cover/src/montecover/did/did_pa_multi.py

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -180,7 +180,7 @@ def summarize_results(self):
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def _generate_dml_data(self, dgp_params) -> dml.data.DoubleMLPanelData:
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"""Generate data for the simulation."""
183-
data = make_did_CS2021(n_obs=dgp_params["n_obs"], dgp_type=dgp_params["DGP"])
183+
data = make_did_CS2021(n_obs=dgp_params["n_obs"], dgp_type=dgp_params["DGP"], xi=dgp_params["xi"])
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dml_data = dml.data.DoubleMLPanelData(
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data,
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y_col="y",

results/did/did_pa_multi_config.yml

Lines changed: 3 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -9,7 +9,9 @@ dgp_parameters:
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- 4
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- 6
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n_obs:
12-
- 2000
12+
- 500
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xi:
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- 0.5
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learner_definitions:
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linear: &id001
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name: Linear
Lines changed: 48 additions & 48 deletions
Original file line numberDiff line numberDiff line change
@@ -1,49 +1,49 @@
11
Learner g,Learner m,Score,In-sample-norm.,DGP,level,Coverage,CI Length,Bias,Uniform Coverage,Uniform CI Length,repetition
2-
LGBM Regr.,LGBM Clas.,experimental,False,1,0.9,0.376,0.6652875963255455,0.4788685058327714,0.058,0.9917345689606342,500
3-
LGBM Regr.,LGBM Clas.,experimental,False,1,0.95,0.466,0.7927390661356161,0.4788685058327714,0.108,1.1006737210796154,500
4-
LGBM Regr.,LGBM Clas.,experimental,False,4,0.9,0.4028333333333333,0.6375143991809316,0.4598493354870683,0.062,0.9707190331373089,500
5-
LGBM Regr.,LGBM Clas.,experimental,False,4,0.95,0.4835,0.7596452605549572,0.4598493354870683,0.116,1.0714847122758369,500
6-
LGBM Regr.,LGBM Clas.,experimental,False,6,0.9,0.9068333333333334,0.6319876715013313,0.1496835272788454,0.902,0.961159835023131,500
7-
LGBM Regr.,LGBM Clas.,experimental,False,6,0.95,0.9545,0.7530597583395087,0.1496835272788454,0.948,1.0612651757550962,500
8-
LGBM Regr.,LGBM Clas.,experimental,True,1,0.9,0.3695,0.665112888834881,0.4796254225591018,0.056,0.9918017057736429,500
9-
LGBM Regr.,LGBM Clas.,experimental,True,1,0.95,0.4643333333333333,0.7925308893204144,0.4796254225591018,0.096,1.100765040608417,500
10-
LGBM Regr.,LGBM Clas.,experimental,True,4,0.9,0.40166666666666667,0.637529211762134,0.45941817473447466,0.066,0.9704822467049042,500
11-
LGBM Regr.,LGBM Clas.,experimental,True,4,0.95,0.48483333333333334,0.7596629108341059,0.45941817473447466,0.13,1.0709769244654075,500
12-
LGBM Regr.,LGBM Clas.,experimental,True,6,0.9,0.9086666666666666,0.6320226929328787,0.15100923938299782,0.908,0.9611707119460113,500
13-
LGBM Regr.,LGBM Clas.,experimental,True,6,0.95,0.956,0.753101488949087,0.15100923938299782,0.958,1.0617636267630723,500
14-
LGBM Regr.,LGBM Clas.,observational,False,1,0.9,0.9413333333333334,0.8473750602173274,0.18142333577766562,0.966,1.2982618812879472,500
15-
LGBM Regr.,LGBM Clas.,observational,False,1,0.95,0.9783333333333334,1.0097096618265964,0.18142333577766562,0.982,1.4306891717715393,500
16-
LGBM Regr.,LGBM Clas.,observational,False,4,0.9,0.9361666666666666,1.1805935901738753,0.24311470255923542,0.928,1.7694514143349136,500
17-
LGBM Regr.,LGBM Clas.,observational,False,4,0.95,0.972,1.4067640300664292,0.24311470255923542,0.968,1.9613167333492803,500
18-
LGBM Regr.,LGBM Clas.,observational,False,6,0.9,0.9445,0.799473826966886,0.16836783892060214,0.964,1.219530440156558,500
19-
LGBM Regr.,LGBM Clas.,observational,False,6,0.95,0.9765,0.9526318219218256,0.16836783892060214,0.992,1.3465373276978427,500
20-
LGBM Regr.,LGBM Clas.,observational,True,1,0.9,0.9318333333333334,0.765793532602588,0.1690667393317399,0.948,1.174708291209629,500
21-
LGBM Regr.,LGBM Clas.,observational,True,1,0.95,0.9693333333333334,0.9124992758635622,0.1690667393317399,0.968,1.2944261985939705,500
22-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,0.9073333333333333,1.047664796626265,0.23641189001223264,0.884,1.5765116310810836,500
23-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,0.9526666666666667,1.2483696029923643,0.23641189001223264,0.934,1.745518490751232,500
24-
LGBM Regr.,LGBM Clas.,observational,True,6,0.9,0.9201666666666666,0.7385460777856706,0.1670517636117764,0.93,1.1302692286733522,500
25-
LGBM Regr.,LGBM Clas.,observational,True,6,0.95,0.966,0.8800319309056294,0.1670517636117764,0.978,1.2470377584840033,500
26-
Linear,Logistic,experimental,False,1,0.9,0.8501666666666666,0.29479284945056916,0.08086572239335096,0.796,0.45995374878119605,500
27-
Linear,Logistic,experimental,False,1,0.95,0.913,0.3512673458330162,0.08086572239335096,0.88,0.5050979956516887,500
28-
Linear,Logistic,experimental,False,4,0.9,0.3168333333333333,0.9760437330904909,0.7983186878119084,0.044,1.4125036246810794,500
29-
Linear,Logistic,experimental,False,4,0.95,0.3938333333333333,1.1630278420207578,0.7983186878119084,0.092,1.5753820426798095,500
30-
Linear,Logistic,experimental,False,6,0.9,0.899,0.9860085683861257,0.23991010091979903,0.906,1.4243822820823935,500
31-
Linear,Logistic,experimental,False,6,0.95,0.9505,1.1749016756381088,0.23991010091979903,0.954,1.5890926429460632,500
32-
Linear,Logistic,experimental,True,1,0.9,0.8493333333333334,0.2947743766527007,0.08084058304773781,0.788,0.4596544541257168,500
33-
Linear,Logistic,experimental,True,1,0.95,0.912,0.35124533413670317,0.08084058304773781,0.88,0.5047647602299501,500
34-
Linear,Logistic,experimental,True,4,0.9,0.317,0.9760523203780584,0.7984727949426184,0.044,1.4128372852042128,500
35-
Linear,Logistic,experimental,True,4,0.95,0.3943333333333333,1.1630380744050146,0.7984727949426184,0.094,1.5751667127652091,500
36-
Linear,Logistic,experimental,True,6,0.9,0.8991666666666667,0.9859626233262315,0.23979371890526563,0.904,1.4232291798853027,500
37-
Linear,Logistic,experimental,True,6,0.95,0.951,1.1748469287225265,0.23979371890526563,0.958,1.588215494542204,500
38-
Linear,Logistic,observational,False,1,0.9,0.8988333333333334,0.3184881107577261,0.07719182324721395,0.896,0.4952541062417649,500
39-
Linear,Logistic,observational,False,1,0.95,0.9508333333333334,0.37950199115666555,0.07719182324721395,0.948,0.5441088991747411,500
40-
Linear,Logistic,observational,False,4,0.9,0.4406666666666667,1.250117333215647,0.7652605925915565,0.216,1.785617101702533,500
41-
Linear,Logistic,observational,False,4,0.95,0.5483333333333333,1.489606679527487,0.7652605925915565,0.318,1.996557839151422,500
42-
Linear,Logistic,observational,False,6,0.9,0.9001666666666667,1.0281899856954657,0.25243845779943025,0.906,1.4837296477899995,500
43-
Linear,Logistic,observational,False,6,0.95,0.9523333333333334,1.2251639344728882,0.25243845779943025,0.952,1.6552087227571348,500
44-
Linear,Logistic,observational,True,1,0.9,0.896,0.3165397630599274,0.07742883162791457,0.9,0.4922063338438365,500
45-
Linear,Logistic,observational,True,1,0.95,0.9476666666666667,0.37718039168150475,0.07742883162791457,0.948,0.5406640569497208,500
46-
Linear,Logistic,observational,True,4,0.9,0.4401666666666667,1.2510817907762226,0.7665003000548748,0.212,1.7865647514529477,500
47-
Linear,Logistic,observational,True,4,0.95,0.5455,1.4907559015934337,0.7665003000548748,0.314,1.9973361166282748,500
48-
Linear,Logistic,observational,True,6,0.9,0.8968333333333334,1.0226493025529169,0.2537626388753708,0.904,1.4768520252885453,500
49-
Linear,Logistic,observational,True,6,0.95,0.9493333333333334,1.2185618032976842,0.2537626388753708,0.954,1.6473969037298655,500
2+
LGBM Regr.,LGBM Clas.,experimental,False,1,0.9,0.8043290043290043,2.1154639149911363,0.6712389430932117,0.7584415584415585,3.0637822426820147,385
3+
LGBM Regr.,LGBM Clas.,experimental,False,1,0.95,0.8807359307359307,2.520730730102257,0.6712389430932117,0.8363636363636363,3.4177267443343715,385
4+
LGBM Regr.,LGBM Clas.,experimental,False,4,0.9,0.8034632034632034,1.8291244336921813,0.6041960287714497,0.7116883116883117,2.71039040553167,385
5+
LGBM Regr.,LGBM Clas.,experimental,False,4,0.95,0.867965367965368,2.179536193699663,0.6041960287714497,0.787012987012987,3.007554855387085,385
6+
LGBM Regr.,LGBM Clas.,experimental,False,6,0.9,0.8893939393939394,1.8257020486735736,0.44752934085767393,0.8883116883116883,2.707519362778072,385
7+
LGBM Regr.,LGBM Clas.,experimental,False,6,0.95,0.9448051948051948,2.175458170422824,0.44752934085767393,0.9454545454545454,3.0075896607904156,385
8+
LGBM Regr.,LGBM Clas.,experimental,True,1,0.9,0.8071428571428572,2.1148169549072917,0.6707362296867863,0.7610389610389611,3.0605005947552457,385
9+
LGBM Regr.,LGBM Clas.,experimental,True,1,0.95,0.8854978354978356,2.5199598296142174,0.6707362296867863,0.8441558441558441,3.4181544310707612,385
10+
LGBM Regr.,LGBM Clas.,experimental,True,4,0.9,0.7995670995670995,1.8291099222669245,0.6033888997071747,0.7220779220779221,2.7150600016749284,385
11+
LGBM Regr.,LGBM Clas.,experimental,True,4,0.95,0.8653679653679655,2.179518902269957,0.6033888997071747,0.7948051948051948,3.0116514045981106,385
12+
LGBM Regr.,LGBM Clas.,experimental,True,6,0.9,0.8937229437229437,1.8257141365773557,0.44537299217374354,0.8857142857142857,2.7092473439110907,385
13+
LGBM Regr.,LGBM Clas.,experimental,True,6,0.95,0.9454545454545454,2.1754725740485776,0.44537299217374354,0.9454545454545454,3.008230540619637,385
14+
LGBM Regr.,LGBM Clas.,observational,False,1,0.9,0.9489177489177488,3.3780772759634896,0.7142541776813691,0.9792207792207792,5.082011424397294,385
15+
LGBM Regr.,LGBM Clas.,observational,False,1,0.95,0.9844155844155844,4.025227345093697,0.7142541776813691,0.9974025974025974,5.627575365907088,385
16+
LGBM Regr.,LGBM Clas.,observational,False,4,0.9,0.9538961038961039,3.519295318915969,0.7359334377526993,0.9896103896103896,5.2665100781579035,385
17+
LGBM Regr.,LGBM Clas.,observational,False,4,0.95,0.9854978354978355,4.19349902204958,0.7359334377526993,0.9974025974025974,5.841193446081957,385
18+
LGBM Regr.,LGBM Clas.,observational,False,6,0.9,0.9454545454545454,3.1483035795674947,0.6767752484396196,0.9766233766233766,4.747908900283863,385
19+
LGBM Regr.,LGBM Clas.,observational,False,6,0.95,0.98008658008658,3.751435098688493,0.6767752484396196,0.9922077922077922,5.262023845685624,385
20+
LGBM Regr.,LGBM Clas.,observational,True,1,0.9,0.9331168831168831,2.5599864117950224,0.5713483111856282,0.9454545454545454,3.8785099511414365,385
21+
LGBM Regr.,LGBM Clas.,observational,True,1,0.95,0.9744588744588745,3.0504119550925832,0.5713483111856282,0.987012987012987,4.28751230026561,385
22+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,0.9261904761904761,2.660460210319742,0.5850989388215212,0.9376623376623376,4.00926620005508,385
23+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,0.9660173160173161,3.170133870326683,0.5850989388215212,0.9662337662337662,4.436828570343085,385
24+
LGBM Regr.,LGBM Clas.,observational,True,6,0.9,0.9261904761904761,2.430345436062365,0.5478049794043753,0.961038961038961,3.681668145505504,385
25+
LGBM Regr.,LGBM Clas.,observational,True,6,0.95,0.9712121212121213,2.895935204582226,0.5478049794043753,0.987012987012987,4.070315551436677,385
26+
Linear,Logistic,experimental,False,1,0.9,0.8928571428571429,0.5958015928819104,0.14735676505027825,0.8675324675324675,0.9290161774308499,385
27+
Linear,Logistic,experimental,False,1,0.95,0.9441558441558442,0.7099413861793991,0.14735676505027825,0.9298701298701298,1.0199383079846263,385
28+
Linear,Logistic,experimental,False,4,0.9,0.8207792207792208,1.9950903004798792,0.6186584129648592,0.7792207792207793,2.888433262389066,385
29+
Linear,Logistic,experimental,False,4,0.95,0.8924242424242423,2.37729672158915,0.6186584129648592,0.8701298701298701,3.2216922506273877,385
30+
Linear,Logistic,experimental,False,6,0.9,0.8917748917748918,1.9944484318438003,0.48521126112397106,0.8909090909090909,2.885720665062955,385
31+
Linear,Logistic,experimental,False,6,0.95,0.9435064935064935,2.376531887935318,0.48521126112397106,0.9376623376623376,3.2152180998682556,385
32+
Linear,Logistic,experimental,True,1,0.9,0.8911255411255411,0.5957584206014344,0.1475167250669668,0.8701298701298701,0.9280770829858069,385
33+
Linear,Logistic,experimental,True,1,0.95,0.9422077922077922,0.7098899432342779,0.1475167250669668,0.9246753246753247,1.01863511467428,385
34+
Linear,Logistic,experimental,True,4,0.9,0.8181818181818182,1.996565803297952,0.619044613633029,0.7766233766233767,2.8893261603562537,385
35+
Linear,Logistic,experimental,True,4,0.95,0.8922077922077922,2.379054891638524,0.619044613633029,0.8779220779220779,3.2223505657008977,385
36+
Linear,Logistic,experimental,True,6,0.9,0.8928571428571429,1.994285170658814,0.4829024360407689,0.8831168831168831,2.885296008308423,385
37+
Linear,Logistic,experimental,True,6,0.95,0.9465367965367966,2.3763373502345746,0.4829024360407689,0.948051948051948,3.2146891755544647,385
38+
Linear,Logistic,observational,False,1,0.9,0.9084415584415585,0.651047481265278,0.15460037996396975,0.8961038961038961,1.012928418259376,385
39+
Linear,Logistic,observational,False,1,0.95,0.9573593073593073,0.7757709224682926,0.15460037996396975,0.9428571428571428,1.1125407988676193,385
40+
Linear,Logistic,observational,False,4,0.9,0.8783549783549784,2.6187631247466285,0.6831234339681971,0.8597402597402597,3.763815686238565,385
41+
Linear,Logistic,observational,False,4,0.95,0.9344155844155844,3.120448728351434,0.6831234339681971,0.9012987012987013,4.203029465166157,385
42+
Linear,Logistic,observational,False,6,0.9,0.906060606060606,2.460487205314058,0.6140040179922013,0.8935064935064935,3.5481383284064587,385
43+
Linear,Logistic,observational,False,6,0.95,0.9495670995670995,2.931851337905971,0.6140040179922013,0.9558441558441558,3.9617803407070853,385
44+
Linear,Logistic,observational,True,1,0.9,0.8991341991341992,0.6343489502817904,0.15456765906211642,0.8779220779220779,0.9886958950892513,385
45+
Linear,Logistic,observational,True,1,0.95,0.9506493506493506,0.7558733955479063,0.15456765906211642,0.9298701298701298,1.085345045267086,385
46+
Linear,Logistic,observational,True,4,0.9,0.8649350649350649,2.5285239811503497,0.6770114533721119,0.8389610389610389,3.6363487240424908,385
47+
Linear,Logistic,observational,True,4,0.95,0.9261904761904761,3.012922156657487,0.6770114533721119,0.8935064935064935,4.061818455668399,385
48+
Linear,Logistic,observational,True,6,0.9,0.8911255411255411,2.3351788134176266,0.5868722006646642,0.8909090909090909,3.3759849141023595,385
49+
Linear,Logistic,observational,True,6,0.95,0.9465367965367966,2.7825371794584357,0.5868722006646642,0.9298701298701298,3.7707743738627992,385

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