invalid inference
Nobody has claimed this yet.
- Dominant language
- Jupyter Notebook
- Stars
- 4.8k
- Forks
- 827
- PR merge metrics
- No merged PRs in 30d
Description
I'm using bootstrap inference method when I fit the dml model but I get the following error with the following command.
dml.fit(Y=y, T=t, X=x , W =w, inference='bootstrap')
Not sure what kind of co-variance matrix it can't determine but it still gives me confidence interval when I get effect interval.
~\anaconda3\lib\site-packages\econml\utilities.py:961: UserWarning: Co-variance matrix is undertermined. Inference will be invalid!
warnings.warn("Co-variance matrix is undertermined. Inference will be invalid!")
- Why does it give this error ?
- Can I trust my CI?
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the reported dml.fit(..., inference='bootstrap') call and inspect econml/utilities.py around line 961, where the covariance warning is emitted. Reproduce the warning with the issue's inputs if available, then trace the effect interval calculation to determine whether the confidence interval is intended to remain usable when covariance is undetermined. Done means documenting the cause and whether the interval should be trusted or the behavior needs correction.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100