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SvenKlaassenSvenKlaassen
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extend sensitivity guide
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‎doc/examples/py_double_ml_sensitivity.ipynb

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"cell_type": "code",
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},
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"d 3.23674 5.023089"
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]
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},
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"execution_count": 25,
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"metadata": {},
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"output_type": "execute_result"
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},
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{
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"cell_type": "code",
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"execution_count": 26,
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"metadata": {},
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{
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"================== Sensitivity Analysis ==================\n",
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"\n",
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"------------------ Scenario ------------------\n",
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"Null Hypothesis: theta=0.0\n",
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"Significance Level: level=0.95\n",
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"Sensitivity parameters: cf_y=0.03; cf_d=0.03, rho=1.0\n",
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"\n",
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"------------------ Robustness Values ------------------\n",
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" RV (%) RVa (%)\n",
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"d 34.277832 29.773191\n",
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"\n",
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"------------------ Bounds with CI ------------------\n",
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" CI lower theta lower theta theta upper CI upper\n",
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"d 3.097583 3.832391 4.129914 4.427438 5.192852\n"
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"d 3.097583 3.832391 4.129914 4.427438 5.192852\n",
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"\n",
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"------------------ Robustness Values ------------------\n",
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" H_0 RV (%) RVa (%)\n",
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"d 0.0 34.277832 29.773191\n"
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]
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}
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],
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},
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"cell_type": "code",
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"execution_count": 27,
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{
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" 'cf_d': 0.03,\n",
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" 'rho': 1.0,\n",
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" 'level': 0.95,\n",
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" 'theta': 0.0}}"
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" 'null_hypothesis': array([0.])}}"
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]
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},
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"execution_count": 27,
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"metadata": {},
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}
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},
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{
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"cell_type": "code",
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"To consider a different null hypothesis and add a different scenario to the the contour plot, we can adjust the parameter `theta`."
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"To consider a different null hypothesis and add a different scenario to the the contour plot, we can adjust the parameter `null_hypothesis`."
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]
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},
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"cell_type": "code",
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"execution_count": 29,
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"metadata": {},
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"outputs": [
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{
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"================== Sensitivity Analysis ==================\n",
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"\n",
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"------------------ Scenario ------------------\n",
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"Null Hypothesis: theta=5.0\n",
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"Significance Level: level=0.95\n",
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"Sensitivity parameters: cf_y=0.1; cf_d=0.1, rho=1.0\n",
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"\n",
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"------------------ Robustness Values ------------------\n",
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" RV (%) RVa (%)\n",
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"d 8.520003 1.16567\n",
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"\n",
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"------------------ Bounds with CI ------------------\n",
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" CI lower theta lower theta theta upper CI upper\n",
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"d 2.396879 3.100324 4.129914 5.159504 5.96804\n"
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"d 2.396879 3.100324 4.129914 5.159504 5.96804\n",
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"\n",
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"------------------ Robustness Values ------------------\n",
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" H_0 RV (%) RVa (%)\n",
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"d 5.0 8.520003 1.16567\n"
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]
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}
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],
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"source": [
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"dml_obj.sensitivity_analysis(cf_y=cf_y, cf_d=cf_d, theta=theta)\n",
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"dml_obj.sensitivity_analysis(cf_y=cf_y, cf_d=cf_d, null_hypothesis=theta)\n",
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"print(dml_obj.sensitivity_summary)"
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]
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},
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"metadata": {},
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"outputs": [
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{
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}
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],
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"source": [
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"dml_obj.sensitivity_plot(theta=theta)"
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"dml_obj.sensitivity_plot()"
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]
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},
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},
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"execution_count": 31,
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},
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},
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},
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{
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"================== Sensitivity Analysis ==================\n",
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"\n",
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"------------------ Scenario ------------------\n",
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"Null Hypothesis: theta=0.0\n",
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"Significance Level: level=0.95\n",
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"Sensitivity parameters: cf_y=0.04; cf_d=0.03, rho=1.0\n",
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"\n",
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"------------------ Robustness Values ------------------\n",
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" RV (%) RVa (%)\n",
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"e401 7.142167 5.344182\n",
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"\n",
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"------------------ Bounds with CI ------------------\n",
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" CI lower theta lower theta theta upper CI upper\n",
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"e401 2466.628749 4688.643738 8923.15163 13157.659522 15368.317475\n"
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"e401 2466.628749 4688.643738 8923.15163 13157.659522 15368.317475\n",
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"\n",
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"------------------ Robustness Values ------------------\n",
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" H_0 RV (%) RVa (%)\n",
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"e401 0.0 7.142167 5.344182\n"
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]
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}
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],
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},
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{
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},
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"outputs": [
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},
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{
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"================== Sensitivity Analysis ==================\n",
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"\n",
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"------------------ Scenario ------------------\n",
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"Null Hypothesis: theta=0.0\n",
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"Significance Level: level=0.95\n",
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"Sensitivity parameters: cf_y=0.04; cf_d=0.03, rho=1.0\n",
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"\n",
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"------------------ Robustness Values ------------------\n",
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" RV (%) RVa (%)\n",
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"e401 5.921927 4.52499\n",
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"\n",
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"------------------ Bounds with CI ------------------\n",
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" CI lower theta lower theta theta upper CI upper\n",
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"e401 1557.650883 3467.844007 8180.537217 12893.230427 14796.611327\n"
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"e401 1557.650883 3467.844007 8180.537217 12893.230427 14796.611327\n",
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"\n",
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"------------------ Robustness Values ------------------\n",
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" H_0 RV (%) RVa (%)\n",
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"e401 0.0 5.921927 4.52499\n"
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]
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}
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],
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},
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"outputs": [
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{

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