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d65f443
update import paths for datasets
SvenKlaassen Sep 3, 2025
3bcd5c5
update for DoubleMLRDDData
SvenKlaassen Sep 8, 2025
fa6edbb
update for DoubleMLSSM data class
SvenKlaassen Sep 8, 2025
218a108
update plm imports
SvenKlaassen Sep 8, 2025
da70271
Update results from script: scripts/irm/iivm_late.py
invalid-email-address Sep 8, 2025
839c57f
Update results from script: scripts/irm/irm_ate_sensitivity.py
invalid-email-address Sep 8, 2025
e7043b8
Update results from script: scripts/irm/irm_atte_sensitivity.py
invalid-email-address Sep 8, 2025
f0e0f21
Update results from script: scripts/rdd/rdd_sharp.py
invalid-email-address Sep 8, 2025
3d5a5a9
Update results from script: scripts/irm/apos.py
invalid-email-address Sep 8, 2025
6855ea9
Update results from script: scripts/irm/apo.py
invalid-email-address Sep 8, 2025
4149216
Update results from script: scripts/irm/irm_gate.py
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50b0eee
Update results from script: scripts/irm/irm_cate.py
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ef59fe4
Update results from script: scripts/irm/cvar.py
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4ee3a17
Update results from script: scripts/irm/lpq.py
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47ebdee
Update results from script: scripts/irm/pq.py
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9a487e0
Update results from script: scripts/irm/irm_atte.py
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ddb9456
Update results from script: scripts/irm/irm_ate.py
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53ff408
Update results from script: scripts/ssm/ssm_nonig_ate.py
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7a386e9
Update results from script: scripts/plm/plr_cate.py
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9b9742b
Update results from script: scripts/plm/plr_gate.py
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956b048
Update results from script: scripts/did/did_pa_atte_coverage.py
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Update results from script: scripts/plm/plr_ate.py
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Update results from script: scripts/rdd/rdd_fuzzy.py
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Update results from script: scripts/did/did_cs_atte_coverage.py
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f152e81
Update results from script: scripts/plm/plr_ate_sensitivity.py
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81aaad9
Update results from script: scripts/did/did_pa_multi.py
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Update results from script: scripts/ssm/ssm_mar_ate.py
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d2a3372
Update results from script: scripts/plm/pliv_late.py
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Update results from script: scripts/did/did_cs_multi.py
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/apo.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
import doubleml as dml
import numpy as np
import pandas as pd
from doubleml.datasets import make_irm_data_discrete_treatments
from doubleml.irm.datasets import make_irm_data_discrete_treatments

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/apos.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
import doubleml as dml
import numpy as np
import pandas as pd
from doubleml.datasets import make_irm_data_discrete_treatments
from doubleml.irm.datasets import make_irm_data_discrete_treatments

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/iivm_late.py
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
from typing import Any, Dict, Optional

import doubleml as dml
from doubleml.datasets import make_iivm_data
from doubleml.irm.datasets import make_iivm_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/irm_ate.py
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
from typing import Any, Dict, Optional

import doubleml as dml
from doubleml.datasets import make_irm_data
from doubleml.irm.datasets import make_irm_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/irm_ate_sensitivity.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
import doubleml as dml
import numpy as np
import pandas as pd
from doubleml.datasets import make_confounded_irm_data
from doubleml.irm.datasets import make_confounded_irm_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/irm_atte.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@

import doubleml as dml
import numpy as np
from doubleml.datasets import make_irm_data
from doubleml.irm.datasets import make_irm_data
from scipy.linalg import toeplitz

from montecover.base import BaseSimulation
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/irm_atte_sensitivity.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
import doubleml as dml
import numpy as np
import pandas as pd
from doubleml.datasets import make_confounded_irm_data
from doubleml.irm.datasets import make_confounded_irm_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/irm_cate.py
Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@
import numpy as np
import pandas as pd
import patsy
from doubleml.datasets import make_heterogeneous_data
from doubleml.irm.datasets import make_heterogeneous_data
from sklearn.linear_model import LinearRegression

from montecover.base import BaseSimulation
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/irm/irm_gate.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
import doubleml as dml
import numpy as np
import pandas as pd
from doubleml.datasets import make_heterogeneous_data
from doubleml.irm.datasets import make_heterogeneous_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/plm/pliv_late.py
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
from typing import Any, Dict, Optional

import doubleml as dml
from doubleml.datasets import make_pliv_CHS2015
from doubleml.plm.datasets import make_pliv_CHS2015

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/plm/plr_ate.py
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
from typing import Any, Dict, Optional

import doubleml as dml
from doubleml.datasets import make_plr_CCDDHNR2018
from doubleml.plm.datasets import make_plr_CCDDHNR2018

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/plm/plr_ate_sensitivity.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
import doubleml as dml
import numpy as np
import pandas as pd
from doubleml.datasets import make_confounded_plr_data
from doubleml.plm.datasets import make_confounded_plr_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
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2 changes: 1 addition & 1 deletion monte-cover/src/montecover/plm/plr_cate.py
Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@
import numpy as np
import pandas as pd
import patsy
from doubleml.datasets import make_heterogeneous_data
from doubleml.irm.datasets import make_heterogeneous_data
from sklearn.linear_model import LinearRegression

from montecover.base import BaseSimulation
Expand Down
2 changes: 1 addition & 1 deletion monte-cover/src/montecover/plm/plr_gate.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
import doubleml as dml
import numpy as np
import pandas as pd
from doubleml.datasets import make_heterogeneous_data
from doubleml.irm.datasets import make_heterogeneous_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
Expand Down
17 changes: 11 additions & 6 deletions monte-cover/src/montecover/rdd/rdd.py
Original file line number Diff line number Diff line change
Expand Up @@ -108,7 +108,7 @@ def _rdrobust_benchmark(self, dml_data, dml_params, i_rep):
"""Run a benchmark using rdrobust for RDD."""

# Extract parameters
score = dml_data.data[dml_data.s_col]
score = dml_data.data[dml_data.score_col]
Y = dml_data.data[dml_data.y_col]
Z = dml_data.data[dml_data.x_cols]

Expand Down Expand Up @@ -230,10 +230,15 @@ def _generate_dml_data(self, dgp_params) -> dml.DoubleMLData:
cutoff=dgp_params["cutoff"],
)

score = data["score"]
Y = data["Y"]
X = data["X"].reshape(dgp_params["n_obs"], -1)
D = data["D"]
x_cols = ["x" + str(i) for i in range(data["X"].shape[1])]
columns = ["y", "d", "score"] + x_cols
df = pd.DataFrame(np.column_stack((data["Y"], data["D"], data["score"], data["X"])), columns=columns)

dml_data = dml.DoubleMLData.from_arrays(y=Y, d=D, x=X, s=score)
dml_data = dml.data.DoubleMLRDDData(
data=df,
y_col="y",
d_cols=["d"],
x_cols=x_cols,
score_col="score",
)
return dml_data
4 changes: 2 additions & 2 deletions monte-cover/src/montecover/ssm/ssm_mar_ate.py
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
from typing import Any, Dict, Optional

import doubleml as dml
from doubleml.datasets import make_ssm_data
from doubleml.irm.datasets import make_ssm_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
Expand Down Expand Up @@ -119,5 +119,5 @@ def _generate_dml_data(self, dgp_params: Dict[str, Any]) -> dml.DoubleMLData:
mar=True,
return_type="DataFrame",
)
dml_data = dml.DoubleMLData(data, "y", "d", s_col="s")
dml_data = dml.data.DoubleMLSSMData(data, "y", "d", s_col="s")
return dml_data
4 changes: 2 additions & 2 deletions monte-cover/src/montecover/ssm/ssm_nonig_ate.py
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
from typing import Any, Dict, Optional

import doubleml as dml
from doubleml.datasets import make_ssm_data
from doubleml.irm.datasets import make_ssm_data

from montecover.base import BaseSimulation
from montecover.utils import create_learner_from_config
Expand Down Expand Up @@ -121,5 +121,5 @@ def _generate_dml_data(self, dgp_params: Dict[str, Any]) -> dml.DoubleMLData:
mar=False,
return_type="DataFrame",
)
dml_data = dml.DoubleMLData(data, "y", "d", z_cols="z", s_col="s")
dml_data = dml.data.DoubleMLSSMData(data, "y", "d", z_cols="z", s_col="s")
return dml_data
48 changes: 24 additions & 24 deletions results/did/did_cs_atte_coverage.csv
Original file line number Diff line number Diff line change
@@ -1,16 +1,16 @@
Learner g,Learner m,Score,In-sample-norm.,DGP,level,Coverage,CI Length,Bias,repetition
LGBM,LGBM,experimental,False,1,0.9,0.714,10.421426989395727,3.905582429463871,1000
LGBM,LGBM,experimental,False,1,0.95,0.796,12.417896177537456,3.905582429463871,1000
LGBM,LGBM,experimental,False,2,0.9,0.747,11.153655901082034,3.716762206006709,1000
LGBM,LGBM,experimental,False,2,0.95,0.83,13.290400740757454,3.716762206006709,1000
LGBM,LGBM,experimental,False,3,0.9,0.826,10.129500599367143,2.9806910089316485,1000
LGBM,LGBM,experimental,False,3,0.95,0.9,12.070044428775317,2.9806910089316485,1000
LGBM,LGBM,experimental,False,4,0.9,0.709,10.248410164509226,3.911148948219506,1000
LGBM,LGBM,experimental,False,4,0.95,0.788,12.211733914865182,3.911148948219506,1000
LGBM,LGBM,experimental,False,5,0.9,0.897,11.953436462004694,2.904688869350282,1000
LGBM,LGBM,experimental,False,5,0.95,0.95,14.243398058730905,2.904688869350282,1000
LGBM,LGBM,experimental,False,6,0.9,0.901,10.409876930645252,2.475898589693061,1000
LGBM,LGBM,experimental,False,6,0.95,0.951,12.40413343366814,2.475898589693061,1000
LGBM,LGBM,experimental,False,1,0.9,0.715,10.421234124600447,3.9053554919818962,1000
LGBM,LGBM,experimental,False,1,0.95,0.796,12.417666364959342,3.9053554919818962,1000
LGBM,LGBM,experimental,False,2,0.9,0.746,11.1534791019021,3.716868972461292,1000
LGBM,LGBM,experimental,False,2,0.95,0.83,13.29019007154076,3.716868972461292,1000
LGBM,LGBM,experimental,False,3,0.9,0.826,10.129283998917318,2.9807419839606,1000
LGBM,LGBM,experimental,False,3,0.95,0.899,12.069786333420366,2.9807419839606,1000
LGBM,LGBM,experimental,False,4,0.9,0.709,10.248213641174399,3.911145887601952,1000
LGBM,LGBM,experimental,False,4,0.95,0.789,12.211499742868313,3.911145887601952,1000
LGBM,LGBM,experimental,False,5,0.9,0.897,11.95322581221267,2.905111352900416,1000
LGBM,LGBM,experimental,False,5,0.95,0.949,14.243147054022064,2.905111352900416,1000
LGBM,LGBM,experimental,False,6,0.9,0.9,10.409644052784493,2.475811487308378,1000
LGBM,LGBM,experimental,False,6,0.95,0.951,12.403855942581755,2.475811487308378,1000
LGBM,LGBM,experimental,True,1,0.9,0.695,10.441642571924747,3.98549935766534,1000
LGBM,LGBM,experimental,True,1,0.95,0.774,12.441984529859,3.98549935766534,1000
LGBM,LGBM,experimental,True,2,0.9,0.769,11.14737947150305,3.7228962496196263,1000
Expand All @@ -23,18 +23,18 @@ LGBM,LGBM,experimental,True,5,0.9,0.894,11.981860540543671,2.9439981898378322,10
LGBM,LGBM,experimental,True,5,0.95,0.949,14.277267437329282,2.9439981898378322,1000
LGBM,LGBM,experimental,True,6,0.9,0.894,10.42424549288115,2.562430198965583,1000
LGBM,LGBM,experimental,True,6,0.95,0.955,12.421254631585413,2.562430198965583,1000
LGBM,LGBM,observational,False,1,0.9,0.94,50.01837238134115,11.670635965681225,1000
LGBM,LGBM,observational,False,1,0.95,0.973,59.600566777747616,11.670635965681225,1000
LGBM,LGBM,observational,False,2,0.9,0.929,59.19235508827008,13.470175038952636,1000
LGBM,LGBM,observational,False,2,0.95,0.977,70.53204141217991,13.470175038952636,1000
LGBM,LGBM,observational,False,3,0.9,0.945,56.62260255116421,12.634763113659828,1000
LGBM,LGBM,observational,False,3,0.95,0.989,67.46999240102099,12.634763113659828,1000
LGBM,LGBM,observational,False,4,0.9,0.945,70.02798665966547,16.708878014378698,1000
LGBM,LGBM,observational,False,4,0.95,0.982,83.44349279101235,16.708878014378698,1000
LGBM,LGBM,observational,False,5,0.9,0.932,32.68395008367948,7.535531362351606,1000
LGBM,LGBM,observational,False,5,0.95,0.973,38.945328621880215,7.535531362351606,1000
LGBM,LGBM,observational,False,6,0.9,0.922,31.254676611393744,7.328062886784694,1000
LGBM,LGBM,observational,False,6,0.95,0.96,37.24224423562365,7.328062886784694,1000
LGBM,LGBM,observational,False,1,0.9,0.94,50.016950326053895,11.669744501027184,1000
LGBM,LGBM,observational,False,1,0.95,0.973,59.598872294359325,11.669744501027184,1000
LGBM,LGBM,observational,False,2,0.9,0.929,59.192241716928855,13.469752811318875,1000
LGBM,LGBM,observational,False,2,0.95,0.977,70.53190632189465,13.469752811318875,1000
LGBM,LGBM,observational,False,3,0.9,0.945,56.62183695590324,12.633898481806959,1000
LGBM,LGBM,observational,False,3,0.95,0.989,67.46908013800035,12.633898481806959,1000
LGBM,LGBM,observational,False,4,0.9,0.946,70.02795549101278,16.708529185685062,1000
LGBM,LGBM,observational,False,4,0.95,0.982,83.44345565127193,16.708529185685062,1000
LGBM,LGBM,observational,False,5,0.9,0.933,32.68491159413625,7.535384184190604,1000
LGBM,LGBM,observational,False,5,0.95,0.973,38.94647433225539,7.535384184190604,1000
LGBM,LGBM,observational,False,6,0.9,0.922,31.255938663097147,7.3282010953989065,1000
LGBM,LGBM,observational,False,6,0.95,0.96,37.24374806298236,7.3282010953989065,1000
LGBM,LGBM,observational,True,1,0.9,0.903,17.911052050251026,4.470376853620159,1000
LGBM,LGBM,observational,True,1,0.95,0.954,21.342334885309523,4.470376853620159,1000
LGBM,LGBM,observational,True,2,0.9,0.928,20.466840035852762,4.861276719991755,1000
Expand Down
2 changes: 1 addition & 1 deletion results/did/did_cs_atte_coverage_metadata.csv
Original file line number Diff line number Diff line change
@@ -1,2 +1,2 @@
DoubleML Version,Script,Date,Total Runtime (seconds),Python Version
0.11.dev0,did_cs_atte_coverage.py,2025-06-06 09:10:00,12688.770802021027,3.12.3
0.11.dev0,did_cs_atte_coverage.py,2025-09-08 10:19:25,13230.593134403229,3.12.3
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