remove boot_coef from qte

Author: SvenKlaassen

doubleml/irm/tests/_utils_qte_manual.py

@@ -90,7 +90,6 @@ def fit_qte(y, x, d, quantiles, learner_g, learner_m, all_smpls, n_rep=1,
 
 def boot_qte(scaled_scores, ses, quantiles, all_smpls, n_rep, bootstrap, n_rep_boot):
     n_quantiles = len(quantiles)
-    boot_qte = np.zeros((n_quantiles, n_rep_boot * n_rep))
     boot_t_stat = np.zeros((n_quantiles, n_rep_boot * n_rep))
     for i_rep in range(n_rep):
         n_obs = scaled_scores.shape[0]
@@ -99,11 +98,10 @@ def boot_qte(scaled_scores, ses, quantiles, all_smpls, n_rep, bootstrap, n_rep_b
             i_start = i_rep * n_rep_boot
             i_end = (i_rep + 1) * n_rep_boot
 
-            boot_qte[i_quant, i_start:i_end] = np.matmul(weights, scaled_scores[:, i_quant, i_rep]) / n_obs
             boot_t_stat[i_quant, i_start:i_end] = np.matmul(weights, scaled_scores[:, i_quant, i_rep]) / \
                 (n_obs * ses[i_quant, i_rep])
 
-    return boot_qte, boot_t_stat
+    return boot_t_stat
 
 
 def confint_qte(coef, se, quantiles, boot_t_stat=None, joint=True, level=0.95):

doubleml/irm/tests/test_qte.py

@@ -90,15 +90,13 @@ def dml_qte_fixture(generate_data_quantiles, learner, normalize_ipw, kde):
 
     for bootstrap in boot_methods:
         np.random.seed(42)
-        boot_qte_coef, boot_t_stat = boot_qte(res_manual['scaled_scores'], res_manual['ses'], quantiles,
-                                              all_smpls, n_rep, bootstrap, n_rep_boot)
+        boot_t_stat = boot_qte(res_manual['scaled_scores'], res_manual['ses'], quantiles,
+                               all_smpls, n_rep, bootstrap, n_rep_boot)
 
         np.random.seed(42)
         dml_qte_obj.bootstrap(method=bootstrap, n_rep_boot=n_rep_boot)
 
-        res_dict['boot_qte_' + bootstrap] = dml_qte_obj.boot_coef
         res_dict['boot_t_stat_' + bootstrap] = dml_qte_obj.boot_t_stat
-        res_dict['boot_qte_' + bootstrap + '_manual'] = boot_qte_coef
         res_dict['boot_t_stat_' + bootstrap + '_manual'] = boot_t_stat
 
         ci = dml_qte_obj.confint(joint=True, level=0.95)
@@ -126,9 +124,6 @@ def test_dml_qte_se(dml_qte_fixture):
 @pytest.mark.ci
 def test_dml_qte_boot(dml_qte_fixture):
     for bootstrap in dml_qte_fixture['boot_methods']:
-        assert np.allclose(dml_qte_fixture['boot_qte_' + bootstrap],
-                           dml_qte_fixture['boot_qte_' + bootstrap + '_manual'],
-                           rtol=1e-9, atol=1e-4)
         assert np.allclose(dml_qte_fixture['boot_t_stat_' + bootstrap],
                            dml_qte_fixture['boot_t_stat_' + bootstrap + '_manual'],
                            rtol=1e-9, atol=1e-4)