P extensions iv #116
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P extensions iv #116
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PhilippBach
commented
Jul 23, 2021
PhilippBach
commented
- Add DGP according to Belloni et al. (2012)
- Update PartialZ case with/without covariates
add dgp for high-dimensional instruments as in Belloni et al.(2012)
add BCCH2012 to references index
use partialled out versions of D and Y (based on OLS) in score, case DoubleMLPLIVpartialZ
fix DGP BCCH2012
fix bug in BCCH2012
1st Draft for PartialZ with low-dim Xs
fix case PLIVpartialZ case with covariates
set up tests for PLIV case partialZ with covariates
fct implementation PLIV, partial Z case with Xs
tests for PartialZ with Xs
adjust test for param passing (PLIV with partialZ, case with / without Xs)
tuning for PartialZ case with/without Xs and adjust tests
add tests for BCCH2012 DGP
merge master into p-extensions-iv
fix test for partial Z case without covariates, apply styler
fix doubleml data test
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