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Update Sensitivity Operations #295

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Update Sensitivity Operations #295

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SvenKlaassen
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Update Sensitivity Operations

Update the sensitivity calculations in the DoubleMLFramework:

  • Remove sigma2, nu2, psi_sigma2 and psi_nu2 from sensitivity_elements (still contained in DoubleML)
  • Add max_bias and psi_max_bias to sensitivity_elements
  • Update operations +, - and *

PR Checklist

  • The title of the pull request summarizes the changes made.
  • The PR contains a detailed description of all changes and additions.
  • References to related issues or PRs are added.
  • The code passes all (unit) tests.
  • Enhancements or new feature are equipped with unit tests.
  • The changes adhere to the PEP8 standards.

@SvenKlaassen
remove nu2, sigma2 and scores from input checks
ea1e2da
@SvenKlaassen
add bias and score bias to sensitivity elements
5c184af
@SvenKlaassen
Merge remote-tracking branch 'origin/main' into s-update-sensitivity
0decafc
@SvenKlaassen
add bias and bias score to framework
e21f17e
@SvenKlaassen
add bias and bias score to framework
4d870b9
@SvenKlaassen
add error handling for negative nu2
b7e7c4c
@SvenKlaassen
rename to max_bias and psi_max_bias
10e9648
@SvenKlaassen
update sensitivity_calculation to bias formula
badf543
@SvenKlaassen
fix warning
b33b4c0
@SvenKlaassen
fix bias score scaling
635e6b4
@SvenKlaassen
update framework sensitivity calculations
9e4e6e5
@SvenKlaassen
fix tests
287355f
@SvenKlaassen
remove max_bias and psi_max_bias from doubleml class
7179a56
@SvenKlaassen
fix test
33cb705
@SvenKlaassen
remove nu2, sigma2 and scores from framework
b3ec350
@SvenKlaassen
fix sensitivity input test
c413e0f
@SvenKlaassen
remove sigma2, nu2 and scores from the input
7ed5e8c
@SvenKlaassen
remove nu2, sigma2 and scores from the framework operations
a614728
@SvenKlaassen
fix sensitivity shape tests
1bcd451
@SvenKlaassen
update gain statistics
f72fc69
@SvenKlaassen
add benchmark variables to framework
382ad70
@SvenKlaassen
add shape and input tests for sigma2 and nu2
3a828c5
@SvenKlaassen
update nu2 reestimation
dbb4045
@SvenKlaassen
fix sensitivity validation
b1d1fee
@SvenKlaassen
add treatment names to construct_framework
f62c345
github-advanced-security[bot]
github-advanced-security bot found potential problems Feb 5, 2025
View reviewed changes
doubleml/double_ml.py Fixed Show fixed Hide fixed
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@SvenKlaassen