add example for sensitivity

Author: SvenKlaassen

doc/examples/index.rst

@@ -35,6 +35,7 @@ These are case studies with the Python package :ref:`DoubleML <doubleml_package>
     py_double_ml_pq.ipynb
     py_double_ml_cvar.ipynb
     py_double_ml_learner.ipynb
+    py_double_ml_sensitivity.ipynb
 
 |start-h3| Sandbox |end-h3|
 

doc/examples/py_double_ml_sensitivity.ipynb

@@ -5,7 +5,7 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "# Python: DoubleSensitivity Analysis\n",
+    "# Python: Sensitivity Analysis\n",
     "\n",
     "This notebook illustrates the sensitivity analysis tools with the partiallly linear regression model (PLR)."
    ]
@@ -31,6 +31,19 @@
     "from doubleml.datasets import make_confounded_plr_data"
    ]
   },
+  {
+   "attachments": {},
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Data\n",
+    "\n",
+    "For illustration purposes, we will work with generated data. This enables us to set the counfounding strength, such that we can correctly access quality of e.g. the robustness values.\n",
+    "The data will be generated via `make_confounded_plr_data` and set the confounding values to `cf_y=0.1` and `cf_d`.\n",
+    "\n",
+    "In"
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": null,

doc/literature/literature.rst

@@ -135,6 +135,12 @@ Double machine learning literature
           :opticon:`link` :link-badge:`https://doi.org/10.1016/j.jeconom.2020.06.003,"URL",cls=badge-dark`
           |hr|
 
+        - Victor Chernozhukov, Carlos Cinelli, Whitney Newey, Amit Sharma, Vasilis Syrgkanis |br|
+          **Long Story Short: Omitted Variable Bias in Causal Machine Learning** |br|
+          *No. w30302. National Bureau of Economic Research, 2022* |br|
+          :opticon:`link` :link-badge:`https://doi.org/10.3386/w30302,"URL",cls=badge-dark`
+          |hr|
+
         - Vira Semenova, Victor Chernozhukov |br|
           **Debiased machine learning of conditional average treatment effects and other causal functions** |br|
           *The Econometrics Journal, 24(2), Pages 264-289, 2021* |br|