Merge pull request #226 from DoubleML/s-add-dml-framework

Add a DoubleML Framework Class

Author: SvenKlaassen

doubleml/__init__.py

@@ -1,5 +1,7 @@
 from pkg_resources import get_distribution
 
+from .double_ml_framework import concat
+from .double_ml_framework import DoubleMLFramework
 from .plm.plr import DoubleMLPLR
 from .plm.pliv import DoubleMLPLIV
 from .irm.irm import DoubleMLIRM
@@ -15,7 +17,9 @@
 from .utils.blp import DoubleMLBLP
 from .utils.policytree import DoubleMLPolicyTree
 
-__all__ = ['DoubleMLPLR',
+__all__ = ['concat',
+           'DoubleMLFramework',
+           'DoubleMLPLR',
            'DoubleMLPLIV',
            'DoubleMLIRM',
            'DoubleMLIIVM',

doubleml/did/tests/test_did.py

@@ -92,7 +92,7 @@ def dml_did_fixture(generate_data_did, learner, score, in_sample_normalization,
         np.random.seed(3141)
         dml_did_obj.bootstrap(method=bootstrap, n_rep_boot=n_rep_boot)
         res_dict['boot_t_stat' + bootstrap] = dml_did_obj.boot_t_stat
-        res_dict['boot_t_stat' + bootstrap + '_manual'] = boot_t_stat
+        res_dict['boot_t_stat' + bootstrap + '_manual'] = boot_t_stat.reshape(-1, 1, 1)
 
     # sensitivity tests
     res_dict['sensitivity_elements'] = dml_did_obj.sensitivity_elements

doubleml/did/tests/test_did_cs.py

@@ -94,7 +94,7 @@ def dml_did_cs_fixture(generate_data_did_cs, learner, score, in_sample_normaliza
         np.random.seed(3141)
         dml_did_cs_obj.bootstrap(method=bootstrap, n_rep_boot=n_rep_boot)
         res_dict['boot_t_stat' + bootstrap] = dml_did_cs_obj.boot_t_stat
-        res_dict['boot_t_stat' + bootstrap + '_manual'] = boot_t_stat
+        res_dict['boot_t_stat' + bootstrap + '_manual'] = boot_t_stat.reshape(-1, 1, 1)
 
     # sensitivity tests
     res_dict['sensitivity_elements'] = dml_did_cs_obj.sensitivity_elements

doubleml/did/tests/test_did_cs_tune.py

@@ -140,7 +140,7 @@ def dml_did_cs_fixture(generate_data_did_cs, learner_g, learner_m, score, in_sam
         np.random.seed(3141)
         dml_did_cs_obj.bootstrap(method=bootstrap, n_rep_boot=n_rep_boot)
         res_dict['boot_t_stat' + bootstrap] = dml_did_cs_obj.boot_t_stat
-        res_dict['boot_t_stat' + bootstrap + '_manual'] = boot_t_stat
+        res_dict['boot_t_stat' + bootstrap + '_manual'] = boot_t_stat.reshape(-1, 1, 1)
 
     return res_dict
 

doubleml/did/tests/test_did_tune.py

@@ -132,7 +132,7 @@ def dml_did_fixture(generate_data_did, learner_g, learner_m, score, in_sample_no
         np.random.seed(3141)
         dml_did_obj.bootstrap(method=bootstrap, n_rep_boot=n_rep_boot)
         res_dict['boot_t_stat' + bootstrap] = dml_did_obj.boot_t_stat
-        res_dict['boot_t_stat' + bootstrap + '_manual'] = boot_t_stat
+        res_dict['boot_t_stat' + bootstrap + '_manual'] = boot_t_stat.reshape(-1, 1, 1)
 
     return res_dict