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Use the right propensities in DoubleMLPQ's preliminary estimate with external ml_m - #436
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SvenKlaassen merged 2 commits intoNov 2, 2026
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SvenKlaassen
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Thanks @AsadGudzevic94, |
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Description
With external
ml_mpredictions, the preliminary IPW step now takes the propensities of the units intrain_inds_1(m_hat["preds"][train_inds_1]), in the same order asd_train_1andy_train_1.New test in
test_pq_external_predictions.py: with a propensity model that ignores its training data, external predictions of it give the same estimate as the model itself (to 1e-9). It fails onmainfortreatment=1.Reference to Issues or PRs
Fixes #431
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