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Add a DoubleML Framework Class #226

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Merged
merged 116 commits into from
Apr 2, 2024
Merged

Add a DoubleML Framework Class #226

merged 116 commits into from
Apr 2, 2024

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SvenKlaassen
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@SvenKlaassen SvenKlaassen commented Jan 19, 2024

Description

Add DoubleMLFramework class, which is able to concatenate or add DoubleML objects and compute the corresponding confidence intervals.
The class only operates on scaled scores $J^{-1}\psi$ and the estimates.
Aggregation of estimates, bootstrap and CI procedures are moved to the DoubleMLFramework class.
Add basic coverage tests for DoubleMLFramework

Comments

Update var_scaling_factors to a vector valued scaling for each treatment.

Open points

  • Extended Exceptions with tests
  • Move and test p-value adjustments
  • Move Confidence Interval calculation of DoubleML and DoubleMLQTE to DoubleMLFramework

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 SvenKlaassen marked this pull request as ready for review March 26, 2024 06:39
@SvenKlaassen SvenKlaassen merged commit 8bc3d94 into main Apr 2, 2024
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