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Sensitivity Analysis #142

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Merged
merged 16 commits into from
Jun 21, 2023
Merged

Sensitivity Analysis #142

merged 16 commits into from
Jun 21, 2023

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SvenKlaassen
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@SvenKlaassen SvenKlaassen commented Jun 12, 2023

This PR adds a new notebook to the example gallery, which demonstrates the sensitivity analysis four DoubleML.
The main reference is
Chernozhukov, V., Cinelli, C., Newey, W., Sharma, A. and Syrgkanis, V., 2022. Long story short: Omitted variable bias in causal machine learning (No. w30302). National Bureau of Economic Research. https://www.nber.org/papers/w30302

  • The notebook demonstrates the use of the sensitivity_analysis() method and the sensitivity_plot() method. Both for the PLR and 401(k) pensiona data as an application.

  • The implementation will be added to the package in this PR Add Sensitivity Analysis doubleml-for-py#201

Miscellaneous:

  • Most notebooks are executed now before the docu is built to speed up the building process.

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