Bootstrap tests are flaky, unprincipled
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@vasilismsr is already working on this.
Since Oct 31, 2019.
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Description
The test_bootstrap.TestBootstrap.test_internal_options test fails sporadically due to its random data generation.
We could fix a single random seed so that the test is deterministic. However, the test itself is also bad for a few reasons:
- It tests that the estimated effect is "usually" within the lower and upper bounds of the confidence interval; we should also be testing that the ground truth is within the bounds
- It is not averaging over several instances of the problem, but over several X, T1, T2 tuples for a single instance.
- The numerical values were set arbitrarily so that the test usually passes; they should instead be set to a number grounded in theory.
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