Repeated-outcome longitudinal IPSI#
This study validates IPSI with outcome=Repeated(["Y1", "Y2", "Y3"]). A repeated outcome is
measured at every node and is not absorbing. The parameter is the mean \(E[Y_h^{q}]\) at each
horizon \(h\) under each odds tilt \(\delta\) of the treatment.
Each horizon is the end-of-study fit of the panel truncated after node \(h\). The functional is Theorem 3.1 of Kim, Kennedy and Naimi (2021) at \(t = h\). The influence function is their Theorem 4.1 on the prefix. The section repeated outcomes states the estimator and its exact-law evidence.
The evidence is Python property evidence. No canonical implementation is compared, because no
maintained implementation fits this parameter. The npcausal package reads an end-of-study
outcome, has no dropout and pools its treatment fit over (id, time). A dropout-free pairing at
each horizon would repeat the pairing of the
incremental interventions study. The dropout claim
rests on the exact witnesses E5, E6 and the mutation N9 in
tests/unit/test_influence_gateaux_repeated.py.
What was fitted#
setting |
value |
|---|---|
datasets |
2,400 censored panels of 8,000 rows per scenario from |
fit |
one |
scenarios |
|
plans |
the odds tilts \(\delta\) = 0.5, 1 (the natural course, the reference) and 2 |
reported parameters |
the mean of each plan at \(t = 1, 2, 3\), and the contrasts of the two other plans against the natural course. That is nine means and six contrasts |
outcome regressions |
cell means with a backoff ( |
mechanisms |
main-terms quasibinomial GLMs for treatment and censoring, correctly specified on this law. The study declares no mechanism |
intervals |
pointwise 95% Wald from the influence curve |
initial estimate |
not published. |
Each truth is the forward composition of the law’s conditionals under the tilt
(RepeatedOutcomeLaw.tilt_counterfactual in tests/studies/ltmle_repeated_law.py). A fast test
shows that the observed-data functional of Theorem 3.1 gives the same numbers to 1e-14.
With correct mechanisms, Kim’s fourth condition holds for any consistent outcome regression. The sample size follows from that. The mechanisms are parametric, so the remainder \((\hat\pi - \pi)^2\) is of order \(p / n\) with \(p\) near 6. The primary pilot set \(n\) = 8,000 and 2,400 replications without a doubling of \(n\).
Accuracy against known truth#
law |
estimand |
what was tested |
implementation |
bias (99% interval) |
coverage |
SE ratio |
result |
|---|---|---|---|---|---|---|---|
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by 0.5” against “leave the observed treatment mechanism unchanged” at horizon t = 1 |
|
-0.000089 to 0.000075 |
0.9404 |
0.9866 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by 0.5” against “leave the observed treatment mechanism unchanged” at horizon t = 2 |
|
-0.000100 to 0.000138 |
0.9421 |
0.9764 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by 0.5” against “leave the observed treatment mechanism unchanged” at horizon t = 3 |
|
-0.000216 to 0.000100 |
0.9367 |
0.9805 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by two” against “leave the observed treatment mechanism unchanged” at horizon t = 1 |
|
-0.000066 to 0.000077 |
0.9413 |
0.9869 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by two” against “leave the observed treatment mechanism unchanged” at horizon t = 2 |
|
-0.000099 to 0.000122 |
0.9358 |
0.9797 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by two” against “leave the observed treatment mechanism unchanged” at horizon t = 3 |
|
-0.000110 to 0.000185 |
0.9504 |
0.9952 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan leave the observed treatment mechanism unchanged at horizon t = 1 |
|
-0.000289 to 0.000165 |
0.9492 |
0.9871 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan leave the observed treatment mechanism unchanged at horizon t = 2 |
|
-0.000274 to 0.000212 |
0.9537 |
1.0212 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan leave the observed treatment mechanism unchanged at horizon t = 3 |
|
-0.000347 to 0.000221 |
0.9492 |
0.9836 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan multiply the treatment odds by 0.5 at horizon t = 1 |
|
-0.000327 to 0.000189 |
0.9479 |
0.9836 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan multiply the treatment odds by 0.5 at horizon t = 2 |
|
-0.000300 to 0.000277 |
0.9546 |
1.0144 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan multiply the treatment odds by 0.5 at horizon t = 3 |
|
-0.000462 to 0.000221 |
0.9471 |
0.9834 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan multiply the treatment odds by two at horizon t = 1 |
|
-0.000278 to 0.000165 |
0.9542 |
0.9917 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan multiply the treatment odds by two at horizon t = 2 |
|
-0.000263 to 0.000225 |
0.9533 |
1.0105 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, in sample |
|
mean of the repeated outcome under the plan multiply the treatment odds by two at horizon t = 3 |
|
-0.000323 to 0.000273 |
0.9558 |
0.9823 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by 0.5” against “leave the observed treatment mechanism unchanged” at horizon t = 1 |
|
-0.000045 to 0.000118 |
0.9529 |
0.9968 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by 0.5” against “leave the observed treatment mechanism unchanged” at horizon t = 2 |
|
-0.000136 to 0.000102 |
0.9437 |
0.9781 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by 0.5” against “leave the observed treatment mechanism unchanged” at horizon t = 3 |
|
-0.000153 to 0.000152 |
0.9558 |
1.0361 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by two” against “leave the observed treatment mechanism unchanged” at horizon t = 1 |
|
-0.000103 to 0.000039 |
0.9517 |
0.9971 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by two” against “leave the observed treatment mechanism unchanged” at horizon t = 2 |
|
-0.000089 to 0.000134 |
0.9479 |
0.9736 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
difference in the mean of the repeated outcome between the plans “multiply the treatment odds by two” against “leave the observed treatment mechanism unchanged” at horizon t = 3 |
|
-0.000113 to 0.000178 |
0.9600 |
1.0220 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan leave the observed treatment mechanism unchanged at horizon t = 1 |
|
0.000039 to 0.000493 |
0.9442 |
0.9882 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan leave the observed treatment mechanism unchanged at horizon t = 2 |
|
-0.000375 to 0.000111 |
0.9533 |
1.0213 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan leave the observed treatment mechanism unchanged at horizon t = 3 |
|
-0.000077 to 0.000466 |
0.9517 |
1.0344 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan multiply the treatment odds by 0.5 at horizon t = 1 |
|
0.000048 to 0.000557 |
0.9529 |
0.9974 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan multiply the treatment odds by 0.5 at horizon t = 2 |
|
-0.000436 to 0.000138 |
0.9533 |
1.0185 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan multiply the treatment odds by 0.5 at horizon t = 3 |
|
-0.000133 to 0.000521 |
0.9575 |
1.0369 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan multiply the treatment odds by two at horizon t = 1 |
|
0.000009 to 0.000458 |
0.9450 |
0.9799 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan multiply the treatment odds by two at horizon t = 2 |
|
-0.000354 to 0.000135 |
0.9492 |
1.0090 |
pass |
three-time-point law with a repeated binary outcome and monotone censoring, five folds |
|
mean of the repeated outcome under the plan multiply the treatment odds by two at horizon t = 3 |
|
-0.000059 to 0.000513 |
0.9529 |
1.0299 |
pass |
Agreement with the canonical implementation#
No canonical implementation is compared. equivalence.csv records no row. The accuracy table
above and the theory properties below carry the evidence of this study.
Theory properties#
property |
cell |
role |
what was tested |
what must hold |
measured |
result |
|---|---|---|---|---|---|---|
|
|
diagnostic |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: five folds, a shallow regularized booster for both outcome learners, main-terms quasibinomial mechanisms, n = 8,000 |
reported, no verdict |
SE ratio 0.9767 to 1.0606 |
reported |
|
|
diagnostic |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: five folds, a shallow regularized booster for both outcome learners, main-terms quasibinomial mechanisms, n = 8,000 |
reported, no verdict |
SE ratio 0.9958 to 1.0822 |
reported |
|
|
diagnostic |
mean under the natural course at horizon t = 3, repeated binary outcome: five folds, a shallow regularized booster for both outcome learners, main-terms quasibinomial mechanisms, n = 8,000 |
reported, no verdict |
SE ratio 0.9781 to 1.0596 |
reported |
|
|
diagnostic |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: five folds, a shallow regularized booster for both outcome learners, main-terms quasibinomial mechanisms, n = 8,000 |
reported, no verdict |
SE ratio 0.9870 to 1.0678 |
reported |
|
|
diagnostic |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: five folds, a shallow regularized booster for both outcome learners, main-terms quasibinomial mechanisms, n = 8,000 |
reported, no verdict |
SE ratio 0.9889 to 1.0719 |
reported |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 1, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9439 to 0.9575, SE ratio 0.9815 to 1.0255 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 1, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8201 to 0.8436, SE ratio 0.6896 to 0.7207 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 1, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8165 to 0.8401, SE ratio 0.6870 to 0.7176 |
pass |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 2, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9420 to 0.9559, SE ratio 0.9727 to 1.0171 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 2, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8177 to 0.8413, SE ratio 0.6835 to 0.7147 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 2, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8202 to 0.8437, SE ratio 0.6805 to 0.7119 |
pass |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: the three-value outcome law, in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial mechanisms, outcome bounds (0, 1), n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9408 to 0.9548, SE ratio 0.9708 to 1.0150 |
pass |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: five folds, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9423 to 0.9562, SE ratio 0.9784 to 1.0232 |
pass |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9430 to 0.9567, SE ratio 0.9742 to 1.0179 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8183 to 0.8419, SE ratio 0.6894 to 0.7209 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8157 to 0.8394, SE ratio 0.6822 to 0.7118 |
pass |
|
|
positive |
contrast of the odds tilt 0.5 against the natural course at horizon t = 1, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9480 to 0.9611, SE ratio 0.9966 to 1.0424 |
pass |
|
|
control |
contrast of the odds tilt 0.5 against the natural course at horizon t = 1, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8270 to 0.8501, SE ratio 0.7011 to 0.7323 |
pass |
|
|
control |
contrast of the odds tilt 0.5 against the natural course at horizon t = 1, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8269 to 0.8500, SE ratio 0.6976 to 0.7302 |
pass |
|
|
positive |
contrast of the odds tilt 0.5 against the natural course at horizon t = 2, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9380 to 0.9523, SE ratio 0.9625 to 1.0050 |
pass |
|
|
control |
contrast of the odds tilt 0.5 against the natural course at horizon t = 2, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8198 to 0.8433, SE ratio 0.6950 to 0.7265 |
pass |
|
|
control |
contrast of the odds tilt 0.5 against the natural course at horizon t = 2, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8103 to 0.8343, SE ratio 0.6741 to 0.7038 |
pass |
|
|
positive |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: the three-value outcome law, in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial mechanisms, outcome bounds (0, 1), n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9353 to 0.9499, SE ratio 0.9533 to 0.9958 |
pass |
|
|
positive |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: five folds, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9425 to 0.9563, SE ratio 0.9804 to 1.0237 |
pass |
|
|
positive |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9430 to 0.9567, SE ratio 0.9720 to 1.0155 |
pass |
|
|
control |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8219 to 0.8453, SE ratio 0.6883 to 0.7192 |
pass |
|
|
control |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8171 to 0.8407, SE ratio 0.6801 to 0.7113 |
pass |
|
|
positive |
mean under the natural course at horizon t = 1, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9442 to 0.9578, SE ratio 0.9801 to 1.0240 |
pass |
|
|
control |
mean under the natural course at horizon t = 1, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8219 to 0.8453, SE ratio 0.6926 to 0.7240 |
pass |
|
|
control |
mean under the natural course at horizon t = 1, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8180 to 0.8416, SE ratio 0.6866 to 0.7163 |
pass |
|
|
positive |
mean under the natural course at horizon t = 2, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9411 to 0.9551, SE ratio 0.9741 to 1.0177 |
pass |
|
|
control |
mean under the natural course at horizon t = 2, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8246 to 0.8479, SE ratio 0.6973 to 0.7285 |
pass |
|
|
control |
mean under the natural course at horizon t = 2, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8178 to 0.8414, SE ratio 0.6816 to 0.7122 |
pass |
|
|
positive |
mean under the natural course at horizon t = 3, repeated binary outcome: the three-value outcome law, in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial mechanisms, outcome bounds (0, 1), n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9408 to 0.9548, SE ratio 0.9815 to 1.0263 |
pass |
|
|
positive |
mean under the natural course at horizon t = 3, repeated binary outcome: five folds, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9440 to 0.9577, SE ratio 0.9834 to 1.0271 |
pass |
|
|
positive |
mean under the natural course at horizon t = 3, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9423 to 0.9562, SE ratio 0.9765 to 1.0197 |
pass |
|
|
control |
mean under the natural course at horizon t = 3, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8310 to 0.8539, SE ratio 0.6994 to 0.7311 |
pass |
|
|
control |
mean under the natural course at horizon t = 3, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8137 to 0.8376, SE ratio 0.6837 to 0.7144 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 1, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9445 to 0.9581, SE ratio 0.9817 to 1.0254 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 1, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8222 to 0.8456, SE ratio 0.6927 to 0.7235 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 1, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8187 to 0.8423, SE ratio 0.6873 to 0.7178 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 2, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9392 to 0.9534, SE ratio 0.9700 to 1.0119 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 2, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8181 to 0.8417, SE ratio 0.6854 to 0.7159 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 2, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8112 to 0.8351, SE ratio 0.6788 to 0.7093 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: the three-value outcome law, in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial mechanisms, outcome bounds (0, 1), n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9439 to 0.9575, SE ratio 0.9760 to 1.0192 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: five folds, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9453 to 0.9588, SE ratio 0.9889 to 1.0324 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9423 to 0.9562, SE ratio 0.9716 to 1.0134 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8193 to 0.8429, SE ratio 0.6821 to 0.7129 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8125 to 0.8364, SE ratio 0.6795 to 0.7097 |
pass |
|
|
positive |
contrast of the odds tilt 2.0 against the natural course at horizon t = 1, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9473 to 0.9605, SE ratio 0.9984 to 1.0440 |
pass |
|
|
control |
contrast of the odds tilt 2.0 against the natural course at horizon t = 1, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8334 to 0.8561, SE ratio 0.7013 to 0.7326 |
pass |
|
|
control |
contrast of the odds tilt 2.0 against the natural course at horizon t = 1, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8310 to 0.8539, SE ratio 0.6985 to 0.7309 |
pass |
|
|
positive |
contrast of the odds tilt 2.0 against the natural course at horizon t = 2, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9456 to 0.9590, SE ratio 0.9788 to 1.0223 |
pass |
|
|
control |
contrast of the odds tilt 2.0 against the natural course at horizon t = 2, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8216 to 0.8450, SE ratio 0.6844 to 0.7148 |
pass |
|
|
control |
contrast of the odds tilt 2.0 against the natural course at horizon t = 2, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8160 to 0.8397, SE ratio 0.6849 to 0.7159 |
pass |
|
|
positive |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: the three-value outcome law, in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial mechanisms, outcome bounds (0, 1), n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9412 to 0.9552, SE ratio 0.9664 to 1.0099 |
pass |
|
|
positive |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: five folds, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9420 to 0.9559, SE ratio 0.9778 to 1.0228 |
pass |
|
|
positive |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: in sample, cell-mean outcome regressions with a backoff, main-terms quasibinomial treatment and censoring mechanisms, n = 8,000 |
SE-ratio and coverage intervals inside the calibration bands |
coverage 0.9466 to 0.9599, SE ratio 0.9759 to 1.0201 |
pass |
|
|
control |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: a declared scale of independent noise is added to each estimate |
the SE-ratio interval must fall below the calibration band |
coverage 0.8211 to 0.8446, SE ratio 0.6837 to 0.7148 |
pass |
|
|
control |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: the reported standard errors are multiplied by a declared factor below one |
the SE-ratio interval must fall below the calibration band |
coverage 0.8149 to 0.8387, SE ratio 0.6832 to 0.7139 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: an end-of-study fit with no earlier outcome in any history, cell-mean outcome regressions and mechanisms on the coarse key |
bias interval outside the margin, and inside it around the coarse tilt functional |
bias -0.0122 to -0.0110, margin 0.0016, bias around its limit -0.000702 to 0.000501, margin 0.0016 |
pass |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: the repeated-outcome fit, correctly specified mechanisms, cell-mean outcome regressions |
bias interval inside the equivalence margin |
bias -0.000655 to 0.000552, margin 0.0017 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: an end-of-study fit with no earlier outcome in any history, cell-mean outcome regressions and mechanisms on the coarse key |
bias interval outside the margin, and inside it around the coarse tilt functional |
bias 0.0045 to 0.0056, margin 0.0014, bias around its limit -0.000420 to 0.000627, margin 0.0014 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: the repeated-outcome fit, correctly specified mechanisms, cell-mean outcome regressions |
bias interval inside the equivalence margin |
bias -0.000464 to 0.000557, margin 0.0014 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 2, repeated binary outcome: an end-of-study fit of the maximum of the outcomes through the horizon, with the earlier outcomes in the history |
bias interval outside the margin, and inside it around the absorbing tilt functional |
bias 0.1259 to 0.1269, margin 0.0015, bias around its limit -0.000680 to 0.000330, margin 0.0015 |
pass |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 2, repeated binary outcome: the repeated-outcome fit, correctly specified mechanisms, cell-mean outcome regressions |
bias interval inside the equivalence margin |
bias -0.000668 to 0.000250, margin 0.0014 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: an end-of-study fit of the maximum of the outcomes through the horizon, with the earlier outcomes in the history |
bias interval outside the margin, and inside it around the absorbing tilt functional |
bias 0.1932 to 0.1943, margin 0.0017, bias around its limit -0.000644 to 0.000457, margin 0.0017 |
pass |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: the repeated-outcome fit, correctly specified mechanisms, cell-mean outcome regressions |
bias interval inside the equivalence margin |
bias -0.000693 to 0.000369, margin 0.0016 |
pass |
|
|
control |
mean under the natural course at horizon t = 2, repeated binary outcome: an end-of-study fit of the maximum of the outcomes through the horizon, with the earlier outcomes in the history |
bias interval outside the margin, and inside it around the absorbing tilt functional |
bias 0.1213 to 0.1222, margin 0.0014, bias around its limit -0.000612 to 0.000278, margin 0.0014 |
pass |
|
|
positive |
mean under the natural course at horizon t = 2, repeated binary outcome: the repeated-outcome fit, correctly specified mechanisms, cell-mean outcome regressions |
bias interval inside the equivalence margin |
bias -0.000552 to 0.000211, margin 0.0012 |
pass |
|
|
control |
mean under the natural course at horizon t = 3, repeated binary outcome: an end-of-study fit of the maximum of the outcomes through the horizon, with the earlier outcomes in the history |
bias interval outside the margin, and inside it around the absorbing tilt functional |
bias 0.1916 to 0.1925, margin 0.0015, bias around its limit -0.000540 to 0.000417, margin 0.0015 |
pass |
|
|
positive |
mean under the natural course at horizon t = 3, repeated binary outcome: the repeated-outcome fit, correctly specified mechanisms, cell-mean outcome regressions |
bias interval inside the equivalence margin |
bias -0.000423 to 0.000444, margin 0.0013 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 2, repeated binary outcome: an end-of-study fit of the maximum of the outcomes through the horizon, with the earlier outcomes in the history |
bias interval outside the margin, and inside it around the absorbing tilt functional |
bias 0.1178 to 0.1187, margin 0.0014, bias around its limit -0.000620 to 0.000284, margin 0.0014 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 2, repeated binary outcome: the repeated-outcome fit, correctly specified mechanisms, cell-mean outcome regressions |
bias interval inside the equivalence margin |
bias -0.000525 to 0.000221, margin 0.0011 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: an end-of-study fit of the maximum of the outcomes through the horizon, with the earlier outcomes in the history |
bias interval outside the margin, and inside it around the absorbing tilt functional |
bias 0.1862 to 0.1872, margin 0.0016, bias around its limit -0.000517 to 0.000505, margin 0.0016 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: the repeated-outcome fit, correctly specified mechanisms, cell-mean outcome regressions |
bias interval inside the equivalence margin |
bias -0.000233 to 0.000659, margin 0.0014 |
pass |
|
|
control |
every parameter the calibration fit reports: the pointwise 95% intervals of the same fits, read jointly |
joint coverage upper endpoint must fall below the nominal rate |
joint coverage 0.6288 to 0.6589 |
pass |
|
|
positive |
every parameter the calibration fit reports: the max-t multiplier band over every estimand the law reports, from the same-row centered influence curves |
joint coverage interval inside the calibration coverage band |
joint coverage 0.9415 to 0.9555 |
pass |
|
|
control |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: the tilt plug-in with the same wrong regression and the same fitted treatment mechanism, written without |
bias interval outside the margin, and inside it around the plug-in’s exact limit |
bias -0.0291 to -0.0270, margin 0.0029, coverage 0.4350 |
pass |
|
|
positive |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: the outcome regression reads the baseline covariate and the current arm alone, which is wrong for the history, with the correctly specified mechanisms, n = 2,000 |
bias interval inside the equivalence margin |
bias -0.0012 to 0.0012, margin 0.0033, coverage 0.9600 |
pass |
|
|
control |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: the tilt plug-in with the same wrong regression and the same fitted treatment mechanism, written without |
bias interval outside the margin, and inside it around the plug-in’s exact limit |
bias -0.0263 to -0.0257, margin 0.000847, coverage 0.0000 |
pass |
|
|
positive |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: the outcome regression reads the baseline covariate and the current arm alone, which is wrong for the history, with the correctly specified mechanisms, n = 2,000 |
bias interval inside the equivalence margin |
bias -0.000858 to 0.000236, margin 0.0015, coverage 0.9625 |
pass |
|
|
control |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: the tilt plug-in with the same wrong regression and the same fitted treatment mechanism, written without |
bias interval outside the margin, and inside it around the plug-in’s exact limit |
bias 0.0208 to 0.0228, margin 0.0028, coverage 0.5125 |
pass |
|
|
positive |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: the outcome regression reads the baseline covariate and the current arm alone, which is wrong for the history, with the correctly specified mechanisms, n = 2,000 |
bias interval inside the equivalence margin |
bias -0.000696 to 0.0013, margin 0.0028, coverage 0.9537 |
pass |
|
|
control |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: the tilt plug-in with the same wrong regression and the same fitted treatment mechanism, written without |
bias interval outside the margin, and inside it around the plug-in’s exact limit |
bias 0.0235 to 0.0242, margin 0.000948, coverage 0.0025 |
pass |
|
|
positive |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: the outcome regression reads the baseline covariate and the current arm alone, which is wrong for the history, with the correctly specified mechanisms, n = 2,000 |
bias interval inside the equivalence margin |
bias -0.000502 to 0.000530, margin 0.0014, coverage 0.9600 |
pass |
|
|
diagnostic |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: the continuous calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9169 to 0.9920 |
reported |
|
|
diagnostic |
mean under the odds tilt 0.5 at horizon t = 3, repeated binary outcome: the in-sample binary calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9462 to 1.0256 |
reported |
|
|
diagnostic |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: the continuous calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.8884 to 0.9612 |
reported |
|
|
diagnostic |
contrast of the odds tilt 0.5 against the natural course at horizon t = 3, repeated binary outcome: the in-sample binary calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9163 to 0.9898 |
reported |
|
|
diagnostic |
mean under the natural course at horizon t = 3, repeated binary outcome: the continuous calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9454 to 1.0250 |
reported |
|
|
diagnostic |
mean under the natural course at horizon t = 3, repeated binary outcome: the in-sample binary calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9738 to 1.0568 |
reported |
|
|
diagnostic |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: the continuous calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9388 to 1.0187 |
reported |
|
|
diagnostic |
mean under the odds tilt 2 at horizon t = 3, repeated binary outcome: the in-sample binary calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9589 to 1.0406 |
reported |
|
|
diagnostic |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: the continuous calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9086 to 0.9863 |
reported |
|
|
diagnostic |
contrast of the odds tilt 2.0 against the natural course at horizon t = 3, repeated binary outcome: the in-sample binary calibration arm at n = 2,000 |
reported, no verdict |
SE ratio 0.9179 to 0.9956 |
reported |
The property families draw from their own streams of make_longitudinal_repeated. The
continuous arm draws the three-value law CONTINUOUS. The table above lists every cell. This
section states what each family tests.
family |
what it tests |
size |
|---|---|---|
|
pointwise coverage and SE ratio inside the calibration bands. The cells are in sample for all 15 parameters, cross-fitted at five folds and continuous for the five parameters at \(t = 3\). A shrunken-SE control and a noise control read each in-sample cell |
\(n\) = 8,000, 6,800 replications |
|
the default band over all 15 reported parameters, against its pointwise control |
\(n\) = 8,000, 6,800 replications |
|
the cross-fitted fit with a shallow regularized booster for both outcome learners. The role is |
\(n\) = 8,000, 2,000 replications |
|
the in-sample and continuous arms refitted at \(n\) = 2,000. The role is |
\(n\) = 2,000, 2,000 replications |
|
bias inside the margin when the outcome regression reads \(W\) and the current arm alone and the mechanisms are correct. The control is the tilt plug-in with the same regression and propensity. It must miss the truth and reach its exact limit |
\(n\) = 2,000, 800 replications |
|
an absorbing reading of the outcome, which fits \(\max_{s \le h} Y_s\) with the earlier outcomes in the history. The control must miss the truth and reach the absorbing tilt functional |
\(n\) = 8,000, 1,000 replications |
|
a fit that leaves every \(Y_s\) out of every history. Every nuisance is the coarse projection. The control must miss the truth and reach the coarse tilt functional |
\(n\) = 8,000, 800 replications |
There is no double-robustness family. IPSI is singly robust. It needs the treatment and
censoring mechanisms. A wrong treatment mechanism with a correct outcome regression leaves a
bias (witness E7).
In sample, the cell-means regression reproduces every seen cell. The outcome-residual correction
of the one-step estimator is then zero on seen cells. The in-sample cells test the plug-in and the
mechanism terms. Only the cross-fitted cells and single_robustness exercise the residual term
with a nonzero residual. The tests E5, E6, N9 and W1 cover that term exactly.
Sizing#
Every size is a rule of tests/studies/repeated_sizing.py applied to a pilot table in
tests/studies/ipsi_repeated_properties.py. The pilots draw from streams that no published cell
reads. The pilot tables record the commands in tests/canonical/ipsi_repeated/README.md.
pilot |
draws |
sets |
|---|---|---|
P4 primary, two scenarios |
2,000 each |
the primary \(n\) and the primary replications |
P5 calibration arms |
8,000 each |
the calibration replications |
P6 every property family |
2,000 each |
the size of each family and the \(n\) of the two necessity families |
The study fixed every size, replication count, margin, law, learner, fold count and seed before the run.
Measured values and declared margins#
Names beginning margin: are thresholds declared before the run. Everything else is measured from
the committed results and checked at the precision printed.
quantity |
value |
source |
|---|---|---|
|
2400 |
primary replications per scenario |
|
8000 |
observations per primary replication |
|
30 |
implementation-estimand tests against the truth |
|
30 |
of those, passing |
|
81 |
repeated-sampling property cells, reported cells excluded |
|
81 |
cells whose own and family verdicts pass |
|
15 |
cells reported and not gated, as the |
|
0.0625 |
largest absolute primary bias in empirical standard deviations |
|
0.9358 |
lowest measured primary-study coverage |
|
0.9393 |
lowest bootstrap primary SE-ratio endpoint |
|
1.0769 |
highest bootstrap primary SE-ratio endpoint |
|
0.0500 |
nominal size of the reported intervals, and the family level of the rule |
|
10000 |
resamples behind every bootstrap interval |
|
0.9200 |
calibration-cell coverage band, lower limit |
|
0.9800 |
calibration-cell coverage band, upper limit |
|
0.0500 |
largest external-comparison calibration excess bound |
|
0.9300 |
calibration-cell SE-ratio band, lower limit |
|
1.0700 |
calibration-cell SE-ratio band, upper limit |
|
0.9900 |
confidence level of every Monte Carlo interval |
|
0.9000 |
validity floor the coverage lower endpoint must clear |
|
-0.0250 |
smallest external-comparison coverage difference bound |
|
-0.2500 |
slower rate a root-n interval must exclude. No cell of this study reads it |
|
0.8000 |
rejection lower bound a power cell must clear. No cell of this study reads it |
|
0.9500 |
nominal coverage those intervals claim |
|
0.9900 |
above this, coverage is conservative rather than invalid |
|
0.1500 |
paired similarity margin, in pooled empirical standard deviations |
|
1.1000 |
largest external-comparison RMSE ratio bound |
|
-0.5000 |
contraction rate root-n asymptotics predict. No cell of this study reads it |
|
-0.6250 |
accepted root-n slope band, lower limit. No cell of this study reads it |
|
-0.3750 |
accepted root-n slope band, upper limit. No cell of this study reads it |
|
0.8000 |
SE-ratio screen, lower limit |
|
1.2000 |
SE-ratio screen, upper limit |
|
0.2500 |
bias equivalence margin, in empirical standard deviations |
|
0.1000 |
the rate a positive cell must bound and a control must exceed. No cell of this study reads it |
|
0.7000 |
factor the shrunken-SE control multiplies the standard error by |
|
0.2500 |
smallest paired displacement of a necessity control, in empirical standard deviations |
|
0.0100 |
declared share of replications a cell may lose to a recordable fitting failure |
|
24 |
the same bound, in primary replications |
Limits#
limit |
what it means for use |
|---|---|
one law with three nodes and a binary outcome |
the continuous outcome has one calibration arm, and the rate in \(n\) is not measured |
the study has no comparator |
the claim rests on exact truths, exact-law witnesses and the controls. No other implementation fits this parameter |
the in-sample interval runs below nominal at \(n\) = 2,000 for the continuous arm |
the |
cell-mean outcome regressions and one booster |
the study does not cover a larger learner library or another fold count than five |
the mechanisms are correctly specified |
the study covers no wrong treatment or censoring mechanism. |
the band covers the declared tilts and horizons |
the study does not test a band over values of \(\delta\) between the declared ones |
the absorbing and history-free controls read exact limits of this law |
they show that the repeated reading and the earlier outcomes matter here. They do not bound the difference on another law |
the second-order dependence acts at node 3 only |
the law has three nodes, so the depth-two terms act at the last node. No cell reads a longer history |
no weights, clusters, working model or survival outcome in this study |
the dropout study measures them for the end-of-study and survival outcomes |
The causal interpretation requires consistency, sequential exchangeability, longitudinal positivity, and conditionally independent censoring.
Reproduction#
The fixture README gives the regeneration and pilot commands. The manifest records the seeds, the pinned learners and the artifact hashes.