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add dgp and update notebook
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doc/api/api.rst

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@@ -63,6 +63,7 @@ Dataset generators
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datasets.make_iivm_data
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datasets.make_plr_turrell2018
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datasets.make_pliv_multiway_cluster_CKMS2021
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datasets.make_did_SZ2020
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Score mixin classes for double machine learning models
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------------------------------------------------------

doc/examples/py_double_ml_learner.ipynb

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" rmses_ml_g1[i_rep, i_learners] = dml_irm.rmses['ml_g1']\n",
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"\n",
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" confint = dml_irm.confint()\n",
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" coverage[i_rep, i_learners] = (confint['2.5 %'].iloc[0] <= theta) & (confint['97.5 %'].iloc[0]s >= theta)\n",
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" coverage[i_rep, i_learners] = (confint['2.5 %'].iloc[0] <= theta) & (confint['97.5 %'].iloc[0] >= theta)\n",
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"\n",
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"print(f'\\nCoverage: {coverage.mean(0)}')"
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]
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.10.10"
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"version": "3.10.8"
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},
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"orig_nbformat": 4
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},

doc/shared/models/did.rst

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@@ -15,7 +15,7 @@ Target parameter of interest is the average treatment effect on the treated (ATT
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\theta_0 = \mathbb{E}[Y_{i1}(1)- Y_{i1}(0)|D_i=1].
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The corresponding identifying assumptions are the
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The corresponding identifying assumptions are
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- **(Cond.) Parallel Trends:** :math:`\mathbb{E}[Y_{i1}(0) - Y_{i0}(0)|X_i, D_i=1] = \mathbb{E}[Y_{i1}(0) - Y_{i0}(0)|X_i, D_i=0]\quad a.s.`
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- **Overlap:** :math:`\exists\epsilon > 0`: :math:`P(D_i=1) > \epsilon` and :math:`P(D_i=1|X_i) \le 1-\epsilon\quad a.s.`

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