Stacked arm-indexed missing-outcome CV-TMLE#

This study validates the stacked CV-TMLE of arm-indexed means and contrasts under MAR. Stacked CV-TMLE for arm-indexed targets states the contract. The table gives the studied construction. Every fit declares it through the public TMLEMethod, CrossFitting, Targeting, and Inference API.

component

studied setting

partition

one package-generated, unstratified ten-fold split

outcome regression

fitted on the respondents in each training complement

treatment and response mechanisms

fitted separately on each training complement

targeting

one pooled logistic fluctuation with one column for each arm

evaluation

plug-in and influence curve over the whole sample

inference

pointwise Wald intervals from the centered influence-curve variance; ratios on the log scale

primary learners

separate depth-five trees with minimum leaf size 25 for each nuisance

Laws#

tests/studies/mar_arm_indexed_laws.py declares four laws. Each law has a three-level covariate W, and each nuisance is a table indexed by W and the arm. The smallest product g_a pi_a is 0.12 in L1 and L2, and 0.1125 in L3 and L4.

law

arms

outcome

estimands

L1

2

binary

ey0, ey1, ate, rr, and or

L2

2

-2 + 10 B, with B Beta-distributed about the L1 mean

ey0, ey1, and ate

L3

3

binary

ey[a] for each arm; ate, rr, and or against high

L4

3

-2 + 10 B, with B Beta-distributed about the L3 mean

ey[a] for each arm; ate against high

A continuous fit declares q_bounds=(-2, 8), the known support. Each law has nine or fewer covariate cells for the outcome regression. Each depth-five tree can therefore fit the saturated model, and that model is correct. The primary and calibration rows thus do not test calibration under a misspecified data-adaptive learner. The paired overfitting cells supply that evidence.

Comparator#

The study compares R tmle 2.1.1. The adapter supplies the same stitched out-of-fold outcome, treatment, and response predictions that cleverly targets. L1 and L2 use the native two-arm path. L3 and L4 use the population-mean path once for each arm. For arm a, the adapter passes a constant A, the indicator 1{A = a} Delta as Delta, and NA for every other outcome. It builds the joint covariance and each reference contrast from the three returned IC.EY1 curves.

R takes a continuous outcome scale from every non-NA Y (tmle.R line 1120). A continuous fit therefore sets Y to -2 and 8 on two rows whose response indicator is zero. Those rows leave the fluctuation and the curves. probe_scale_workaround.R checks the workaround on replication 0 of each continuous law, and it writes scale-probe.csv.

probe check

requirement

scale with the planted rows

equal to q_bounds exactly

scale without the planted rows

different from q_bounds, so the workaround does work

planted rows moved to two other eligible rows

every point and curve value bitwise unchanged

independent rebuild at the q_bounds scale

points and curves within 1e-12

The regeneration refuses publication when a probe row fails. Every committed probe row passes.

This comparison conditions on the supplied nuisance predictions. It validates the pooled targeting, plug-in, influence curves, and joint covariance. It does not validate R-native cross-fit training. docs/references.md records the locator for each candidate below.

The paired tests alone cannot show that cleverly targets. The saturated trees leave the initial plug-in almost unbiased, so an estimate without its targeting step still passes every paired test and every truth test. The claim that cleverly reproduces the R targeting step rests on a separate check over the committed replications.

check

requirement

targeting move, estimate - initial_estimate

nonzero in every replication and estimand

abs(cleverly - R) / abs(targeting move)

below 1e-2 in every replication and estimand

initial estimates of the two implementations

equal to 1e-12

mutation: cleverly reports its initial estimate

the ratio exceeds 0.9 in every row, so the check fails

R tmle stops its fluctuation glm at a relative deviance change of 1e-8. That stop resolves the fluctuation coefficient to about 1e-4 of its scale, and the bound allows a hundredfold over that. tests/unit/test_arm_indexed_cvtmle_method_study.py runs the check and the mutation.

candidate

disposition

R tmle 2.1.1

compared through its two-arm path for L1 and L2, and its population-mean path for each arm of L3 and L4

tmle3 at commit ed72f8a

its generic treatment-specific outcome fit can use the Delta = 0 pseudo-outcomes when it predicts under Delta = 1. cleverly fits that regression on respondents only

zEpid 0.9.1

its cross-fit TMLE targets inside each fold rather than with one pooled fluctuation

Newey and Robins (2018)

the construction fits the outcome and inverse response regressions on distinct subsamples. That is a different estimator

source

locator

what it supplies

Díaz and van der Laan (2017)

Section 2.1 and Equation (1)

the per-arm curve with missing outcomes

Gruber and van der Laan (2012)

Section 2.3

the clever covariate for a generic arm with a treatment mechanism conditional on W

Gruber and van der Laan (2012)

Appendix A

the delta-method form of each contrast

Zheng and van der Laan (2011)

Section 2 and Theorem 2

the vector parameter, the training-complement fits, and the joint expansion

Levy (2018)

Section 3.1

the stacked update and the whole-sample plug-in

Accuracy against known truth#

law

estimand

what was tested

implementation

bias (99% interval)

coverage

SE ratio

result

L3: three-arm binary-outcome law with MAR outcomes

ate[low vs high]

difference in counterfactual means, low versus high

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0041 to 0.0027

0.9550

1.0352

pass

L3: three-arm binary-outcome law with MAR outcomes

ate[low vs high]

difference in counterfactual means, low versus high

R tmle two-arm path, or its population-mean path once per arm

-0.0041 to 0.0027

0.9550

1.0352

pass

L3: three-arm binary-outcome law with MAR outcomes

ate[mid vs high]

difference in counterfactual means, mid versus high

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0044 to 0.0021

0.9613

1.0268

pass

L3: three-arm binary-outcome law with MAR outcomes

ate[mid vs high]

difference in counterfactual means, mid versus high

R tmle two-arm path, or its population-mean path once per arm

-0.0044 to 0.0021

0.9613

1.0268

pass

L3: three-arm binary-outcome law with MAR outcomes

ey[high]

counterfactual mean under treatment arm ‘high’

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0012 to 0.0036

0.9575

1.0236

pass

L3: three-arm binary-outcome law with MAR outcomes

ey[high]

counterfactual mean under treatment arm ‘high’

R tmle two-arm path, or its population-mean path once per arm

-0.0012 to 0.0036

0.9575

1.0236

pass

L3: three-arm binary-outcome law with MAR outcomes

ey[low]

counterfactual mean under treatment arm ‘low’

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0020 to 0.0029

0.9450

1.0318

pass

L3: three-arm binary-outcome law with MAR outcomes

ey[low]

counterfactual mean under treatment arm ‘low’

R tmle two-arm path, or its population-mean path once per arm

-0.0020 to 0.0029

0.9450

1.0318

pass

L3: three-arm binary-outcome law with MAR outcomes

ey[mid]

counterfactual mean under treatment arm ‘mid’

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0022 to 0.0022

0.9437

1.0215

pass

L3: three-arm binary-outcome law with MAR outcomes

ey[mid]

counterfactual mean under treatment arm ‘mid’

R tmle two-arm path, or its population-mean path once per arm

-0.0022 to 0.0022

0.9437

1.0215

pass

L3: three-arm binary-outcome law with MAR outcomes

or[low vs high]

marginal odds ratio, low versus high, reported on the log scale

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0229 to 0.0074

0.9613

1.0329

pass

L3: three-arm binary-outcome law with MAR outcomes

or[low vs high]

marginal odds ratio, low versus high, reported on the log scale

R tmle two-arm path, or its population-mean path once per arm

-0.0229 to 0.0074

0.9613

1.0329

pass

L3: three-arm binary-outcome law with MAR outcomes

or[mid vs high]

marginal odds ratio, mid versus high, reported on the log scale

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0223 to 0.0065

0.9613

1.0244

pass

L3: three-arm binary-outcome law with MAR outcomes

or[mid vs high]

marginal odds ratio, mid versus high, reported on the log scale

R tmle two-arm path, or its population-mean path once per arm

-0.0223 to 0.0065

0.9613

1.0244

pass

L3: three-arm binary-outcome law with MAR outcomes

rr[low vs high]

marginal risk ratio, low versus high, reported on the log scale

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0095 to 0.0050

0.9537

1.0360

pass

L3: three-arm binary-outcome law with MAR outcomes

rr[low vs high]

marginal risk ratio, low versus high, reported on the log scale

R tmle two-arm path, or its population-mean path once per arm

-0.0095 to 0.0050

0.9537

1.0360

pass

L3: three-arm binary-outcome law with MAR outcomes

rr[mid vs high]

marginal risk ratio, mid versus high, reported on the log scale

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0073 to 0.0034

0.9550

1.0305

pass

L3: three-arm binary-outcome law with MAR outcomes

rr[mid vs high]

marginal risk ratio, mid versus high, reported on the log scale

R tmle two-arm path, or its population-mean path once per arm

-0.0073 to 0.0034

0.9550

1.0305

pass

L1: two-arm binary-outcome law with MAR outcomes

ate

average treatment effect

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0037 to 0.0023

0.9500

1.0345

pass

L1: two-arm binary-outcome law with MAR outcomes

ate

average treatment effect

R tmle two-arm path, or its population-mean path once per arm

-0.0037 to 0.0023

0.9500

1.0345

pass

L1: two-arm binary-outcome law with MAR outcomes

ey0

counterfactual mean under no treatment

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0017 to 0.0028

0.9437

0.9731

pass

L1: two-arm binary-outcome law with MAR outcomes

ey0

counterfactual mean under no treatment

R tmle two-arm path, or its population-mean path once per arm

-0.0017 to 0.0028

0.9437

0.9731

pass

L1: two-arm binary-outcome law with MAR outcomes

ey1

counterfactual mean under treatment

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0023 to 0.0020

0.9425

1.0062

pass

L1: two-arm binary-outcome law with MAR outcomes

ey1

counterfactual mean under treatment

R tmle two-arm path, or its population-mean path once per arm

-0.0023 to 0.0020

0.9425

1.0062

pass

L1: two-arm binary-outcome law with MAR outcomes

or

marginal odds ratio, reported on the log scale

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0132 to 0.0119

0.9525

1.0341

pass

L1: two-arm binary-outcome law with MAR outcomes

or

marginal odds ratio, reported on the log scale

R tmle two-arm path, or its population-mean path once per arm

-0.0132 to 0.0119

0.9525

1.0341

pass

L1: two-arm binary-outcome law with MAR outcomes

rr

marginal risk ratio, reported on the log scale

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0070 to 0.0064

0.9500

1.0230

pass

L1: two-arm binary-outcome law with MAR outcomes

rr

marginal risk ratio, reported on the log scale

R tmle two-arm path, or its population-mean path once per arm

-0.0070 to 0.0064

0.9500

1.0230

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ate[low vs high]

difference in counterfactual means, low versus high

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0237 to 0.0095

0.9387

0.9653

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ate[low vs high]

difference in counterfactual means, low versus high

R tmle two-arm path, or its population-mean path once per arm

-0.0237 to 0.0095

0.9387

0.9653

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ate[mid vs high]

difference in counterfactual means, mid versus high

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0148 to 0.0180

0.9475

0.9939

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ate[mid vs high]

difference in counterfactual means, mid versus high

R tmle two-arm path, or its population-mean path once per arm

-0.0148 to 0.0180

0.9475

0.9939

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[high]

counterfactual mean under treatment arm ‘high’

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0056 to 0.0171

0.9425

0.9927

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[high]

counterfactual mean under treatment arm ‘high’

R tmle two-arm path, or its population-mean path once per arm

-0.0056 to 0.0171

0.9425

0.9927

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[low]

counterfactual mean under treatment arm ‘low’

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0133 to 0.0106

0.9300

0.9565

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[low]

counterfactual mean under treatment arm ‘low’

R tmle two-arm path, or its population-mean path once per arm

-0.0133 to 0.0106

0.9300

0.9565

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[mid]

counterfactual mean under treatment arm ‘mid’

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0032 to 0.0178

0.9487

1.0190

pass

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[mid]

counterfactual mean under treatment arm ‘mid’

R tmle two-arm path, or its population-mean path once per arm

-0.0032 to 0.0178

0.9487

1.0190

pass

L2: two-arm bounded continuous-outcome law with MAR outcomes

ate

average treatment effect

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0114 to 0.0191

0.9413

0.9797

pass

L2: two-arm bounded continuous-outcome law with MAR outcomes

ate

average treatment effect

R tmle two-arm path, or its population-mean path once per arm

-0.0114 to 0.0191

0.9413

0.9797

pass

L2: two-arm bounded continuous-outcome law with MAR outcomes

ey0

counterfactual mean under no treatment

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0142 to 0.0057

0.9537

1.0180

pass

L2: two-arm bounded continuous-outcome law with MAR outcomes

ey0

counterfactual mean under no treatment

R tmle two-arm path, or its population-mean path once per arm

-0.0142 to 0.0057

0.9537

1.0180

pass

L2: two-arm bounded continuous-outcome law with MAR outcomes

ey1

counterfactual mean under treatment

cleverly stacked arm-indexed missing-outcome CV-TMLE

-0.0112 to 0.0104

0.9487

0.9806

pass

L2: two-arm bounded continuous-outcome law with MAR outcomes

ey1

counterfactual mean under treatment

R tmle two-arm path, or its population-mean path once per arm

-0.0112 to 0.0104

0.9487

0.9806

pass

Agreement with the canonical implementation#

Comparator-backed: a paired comparison with tmle-r-stitched-arm-indexed on the same samples. Each row reports estimate equivalence within the declared margin, the RMSE ratio and the coverage difference, and names its comparison kind.

law

estimand

what was compared

paired difference

share of margin used

RMSE ratio bound

coverage difference

comparison kind

calibration resolution

result

L3: three-arm binary-outcome law with MAR outcomes

ate[low vs high]

difference in counterfactual means, low versus high

-4.105e-10

7.373e-08

1.0000

0

related target

1.793e-09 vs 0.0500

equivalent

L3: three-arm binary-outcome law with MAR outcomes

ate[mid vs high]

difference in counterfactual means, mid versus high

-1.973e-10

3.676e-08

1.0000

0

related target

2.471e-09 vs 0.0500

equivalent

L3: three-arm binary-outcome law with MAR outcomes

ey[high]

counterfactual mean under treatment arm ‘high’

2.215e-10

5.617e-08

1.0000

0

matching implementation

3.387e-09 vs 0.0500

equivalent

L3: three-arm binary-outcome law with MAR outcomes

ey[low]

counterfactual mean under treatment arm ‘low’

-1.890e-10

4.745e-08

1.0000

0

matching implementation

1.410e-09 vs 0.0500

equivalent

L3: three-arm binary-outcome law with MAR outcomes

ey[mid]

counterfactual mean under treatment arm ‘mid’

2.416e-11

6.736e-09

1.0000

0

matching implementation

1.773e-09 vs 0.0500

equivalent

L3: three-arm binary-outcome law with MAR outcomes

or[low vs high]

marginal odds ratio, low versus high, reported on the log scale

-5.201e-10

7.413e-08

1.0000

0

related target

2.123e-09 vs 0.0500

equivalent

L3: three-arm binary-outcome law with MAR outcomes

or[mid vs high]

marginal odds ratio, mid versus high, reported on the log scale

-4.952e-10

3.866e-08

1.0000

0

related target

2.855e-09 vs 0.0500

equivalent

L3: three-arm binary-outcome law with MAR outcomes

rr[low vs high]

marginal risk ratio, low versus high, reported on the log scale

-4.554e-10

6.914e-08

1.0000

0

related target

1.803e-09 vs 0.0500

equivalent

L3: three-arm binary-outcome law with MAR outcomes

rr[mid vs high]

marginal risk ratio, mid versus high, reported on the log scale

-2.176e-10

3.121e-08

1.0000

0

related target

2.082e-09 vs 0.0500

equivalent

L1: two-arm binary-outcome law with MAR outcomes

ate

average treatment effect

9.460e-10

1.924e-07

1.0000

0

matching implementation

4.979e-09 vs 0.0500

equivalent

L1: two-arm binary-outcome law with MAR outcomes

ey0

counterfactual mean under no treatment

-3.362e-10

9.074e-08

1.0000

0

matching implementation

4.969e-09 vs 0.0500

equivalent

L1: two-arm binary-outcome law with MAR outcomes

ey1

counterfactual mean under treatment

6.099e-10

1.727e-07

1.0000

0

matching implementation

4.987e-09 vs 0.0500

equivalent

L1: two-arm binary-outcome law with MAR outcomes

or

marginal odds ratio, reported on the log scale

8.961e-09

1.837e-07

1.0000

0

matching implementation

4.783e-09 vs 0.0500

equivalent

L1: two-arm binary-outcome law with MAR outcomes

rr

marginal risk ratio, reported on the log scale

2.948e-09

1.713e-07

1.0000

0

matching implementation

4.019e-09 vs 0.0500

equivalent

L4: three-arm bounded continuous-outcome law with MAR outcomes

ate[low vs high]

difference in counterfactual means, low versus high

-5.692e-10

2.083e-08

1.0000

0

related target

1.011e-09 vs 0.0500

equivalent

L4: three-arm bounded continuous-outcome law with MAR outcomes

ate[mid vs high]

difference in counterfactual means, mid versus high

3.131e-10

1.162e-08

1.0000

0

related target

1.915e-10 vs 0.0500

equivalent

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[high]

counterfactual mean under treatment arm ‘high’

-4.417e-13

2.375e-11

1.0000

0

matching implementation

5.510e-13 vs 0.0500

equivalent

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[low]

counterfactual mean under treatment arm ‘low’

-5.697e-10

2.898e-08

1.0000

0

matching implementation

1.762e-09 vs 0.0500

equivalent

L4: three-arm bounded continuous-outcome law with MAR outcomes

ey[mid]

counterfactual mean under treatment arm ‘mid’

3.126e-10

1.808e-08

1.0000

0

matching implementation

4.701e-09 vs 0.0500

equivalent

L2: two-arm bounded continuous-outcome law with MAR outcomes

ate

average treatment effect

1.598e-09

6.375e-08

1.0000

0

matching implementation

1.537e-08 vs 0.0500

equivalent

L2: two-arm bounded continuous-outcome law with MAR outcomes

ey0

counterfactual mean under no treatment

-7.787e-10

4.754e-08

1.0000

0

matching implementation

9.779e-10 vs 0.0500

equivalent

L2: two-arm bounded continuous-outcome law with MAR outcomes

ey1

counterfactual mean under treatment

8.193e-10

4.628e-08

1.0000

0

matching implementation

7.143e-09 vs 0.0500

equivalent

In this comparator-backed study, both implementations use the centered, n - 1 divisor variance var(IC) / n. The R two-arm path bounds a binary mean interval to [0, 1] and an ATE interval to [-1, 1]. These laws stay away from those bounds. For L3 and L4 the adapter forms Wald intervals from the per-arm curves.

Theory properties#

property

cell

role

what was tested

what must hold

measured

result

crossfit_overfitting

l1_ate__in_sample_control

control

L1 average treatment effect: the same flexible learner fitted in sample, with no cross-fitting

SE ratio must fall below the overfitting ceiling

SE ratio 0.1100 to 0.1371

pass

crossfit_overfitting

l1_ate__stacked_arm_indexed_cvtmle

positive

L1 average treatment effect: stacked arm-indexed MAR CV-TMLE with a fully grown outcome tree

SE ratio clears the overfitting floor and stays inside the sanity band

SE ratio 0.8724 to 1.0501

pass

crossfit_overfitting

l2_ate__in_sample_control

control

L2 average treatment effect: the same flexible learner fitted in sample, with no cross-fitting

SE ratio must fall below the overfitting ceiling

SE ratio 0.1666 to 0.2116

pass

crossfit_overfitting

l2_ate__stacked_arm_indexed_cvtmle

positive

L2 average treatment effect: stacked arm-indexed MAR CV-TMLE with a fully grown outcome tree

SE ratio clears the overfitting floor and stays inside the sanity band

SE ratio 0.8550 to 1.0245

pass

crossfit_overfitting

l3_ate_low__in_sample_control

control

L3 difference, low versus high: the same flexible learner fitted in sample, with no cross-fitting

SE ratio must fall below the overfitting ceiling

SE ratio 0.1454 to 0.1820

pass

crossfit_overfitting

l3_ate_low__stacked_arm_indexed_cvtmle

positive

L3 difference, low versus high: stacked arm-indexed MAR CV-TMLE with a fully grown outcome tree

SE ratio clears the overfitting floor and stays inside the sanity band

SE ratio 0.9195 to 1.1130

pass

crossfit_overfitting

l4_ate_low__in_sample_control

control

L4 difference, low versus high: the same flexible learner fitted in sample, with no cross-fitting

SE ratio must fall below the overfitting ceiling

SE ratio 0.2333 to 0.3088

pass

crossfit_overfitting

l4_ate_low__stacked_arm_indexed_cvtmle

positive

L4 difference, low versus high: stacked arm-indexed MAR CV-TMLE with a fully grown outcome tree

SE ratio clears the overfitting floor and stays inside the sanity band

SE ratio 0.8759 to 1.0735

pass

interval_calibration

l1_ate__learned_nuisances

positive

L1 average treatment effect: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9361 to 0.9617, SE ratio 0.9413 to 1.0198

pass

interval_calibration

l1_ate__shrunken_se_control

control

L1 average treatment effect: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8058 to 0.8497, SE ratio 0.6594 to 0.7139

pass

interval_calibration

l1_ey0__learned_nuisances

positive

L1 mean under arm 0: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9311 to 0.9578, SE ratio 0.9465 to 1.0261

pass

interval_calibration

l1_ey0__shrunken_se_control

control

L1 mean under arm 0: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.7943 to 0.8392, SE ratio 0.6620 to 0.7170

pass

interval_calibration

l1_ey1__learned_nuisances

positive

L1 mean under arm 1: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9316 to 0.9582, SE ratio 0.9549 to 1.0399

pass

interval_calibration

l1_ey1__shrunken_se_control

control

L1 mean under arm 1: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.7953 to 0.8402, SE ratio 0.6681 to 0.7282

pass

interval_calibration

l1_or__learned_nuisances

positive

L1 log odds ratio: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9361 to 0.9617, SE ratio 0.9416 to 1.0195

pass

interval_calibration

l1_or__shrunken_se_control

control

L1 log odds ratio: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8047 to 0.8487, SE ratio 0.6596 to 0.7136

pass

interval_calibration

l1_rr__learned_nuisances

positive

L1 log risk ratio: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9322 to 0.9586, SE ratio 0.9396 to 1.0186

pass

interval_calibration

l1_rr__shrunken_se_control

control

L1 log risk ratio: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8005 to 0.8449, SE ratio 0.6581 to 0.7130

pass

interval_calibration

l2_ate__learned_nuisances

positive

L2 average treatment effect: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9383 to 0.9635, SE ratio 0.9684 to 1.0485

pass

interval_calibration

l2_ate__shrunken_se_control

control

L2 average treatment effect: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8131 to 0.8563, SE ratio 0.6786 to 0.7348

pass

interval_calibration

l2_ey0__learned_nuisances

positive

L2 mean under arm 0: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9428 to 0.9670, SE ratio 0.9800 to 1.0614

pass

interval_calibration

l2_ey0__shrunken_se_control

control

L2 mean under arm 0: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8152 to 0.8582, SE ratio 0.6855 to 0.7429

pass

interval_calibration

l2_ey1__learned_nuisances

positive

L2 mean under arm 1: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9422 to 0.9665, SE ratio 0.9806 to 1.0627

pass

interval_calibration

l2_ey1__shrunken_se_control

control

L2 mean under arm 1: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8173 to 0.8601, SE ratio 0.6862 to 0.7442

pass

interval_calibration

l3_ate_low__learned_nuisances

positive

L3 difference, low versus high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9383 to 0.9635, SE ratio 0.9835 to 1.0666

pass

interval_calibration

l3_ate_low__shrunken_se_control

control

L3 difference, low versus high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8162 to 0.8591, SE ratio 0.6877 to 0.7468

pass

interval_calibration

l3_ate_mid__learned_nuisances

positive

L3 difference, mid versus high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9406 to 0.9652, SE ratio 0.9718 to 1.0570

pass

interval_calibration

l3_ate_mid__shrunken_se_control

control

L3 difference, mid versus high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8110 to 0.8544, SE ratio 0.6798 to 0.7413

pass

interval_calibration

l3_ey_high__learned_nuisances

positive

L3 mean under arm high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9294 to 0.9564, SE ratio 0.9517 to 1.0417

pass

interval_calibration

l3_ey_high__shrunken_se_control

control

L3 mean under arm high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8068 to 0.8506, SE ratio 0.6676 to 0.7280

pass

interval_calibration

l3_ey_low__learned_nuisances

positive

L3 mean under arm low: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9372 to 0.9626, SE ratio 0.9820 to 1.0616

pass

interval_calibration

l3_ey_low__shrunken_se_control

control

L3 mean under arm low: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8173 to 0.8601, SE ratio 0.6880 to 0.7442

pass

interval_calibration

l3_ey_mid__learned_nuisances

positive

L3 mean under arm mid: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9394 to 0.9643, SE ratio 0.9724 to 1.0565

pass

interval_calibration

l3_ey_mid__shrunken_se_control

control

L3 mean under arm mid: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8168 to 0.8596, SE ratio 0.6808 to 0.7400

pass

interval_calibration

l3_or_low__learned_nuisances

positive

L3 log odds ratio, low versus high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9389 to 0.9639, SE ratio 0.9826 to 1.0648

pass

interval_calibration

l3_or_low__shrunken_se_control

control

L3 log odds ratio, low versus high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8152 to 0.8582, SE ratio 0.6883 to 0.7452

pass

interval_calibration

l3_or_mid__learned_nuisances

positive

L3 log odds ratio, mid versus high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9445 to 0.9683, SE ratio 0.9693 to 1.0571

pass

interval_calibration

l3_or_mid__shrunken_se_control

control

L3 log odds ratio, mid versus high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8100 to 0.8534, SE ratio 0.6789 to 0.7411

pass

interval_calibration

l3_rr_low__learned_nuisances

positive

L3 log risk ratio, low versus high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9456 to 0.9691, SE ratio 0.9877 to 1.0688

pass

interval_calibration

l3_rr_low__shrunken_se_control

control

L3 log risk ratio, low versus high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8194 to 0.8619, SE ratio 0.6928 to 0.7493

pass

interval_calibration

l3_rr_mid__learned_nuisances

positive

L3 log risk ratio, mid versus high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9411 to 0.9657, SE ratio 0.9738 to 1.0627

pass

interval_calibration

l3_rr_mid__shrunken_se_control

control

L3 log risk ratio, mid versus high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8189 to 0.8615, SE ratio 0.6823 to 0.7432

pass

interval_calibration

l4_ate_low__learned_nuisances

positive

L4 difference, low versus high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9344 to 0.9604, SE ratio 0.9672 to 1.0461

pass

interval_calibration

l4_ate_low__shrunken_se_control

control

L4 difference, low versus high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8021 to 0.8463, SE ratio 0.6763 to 0.7331

pass

interval_calibration

l4_ate_mid__learned_nuisances

positive

L4 difference, mid versus high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9394 to 0.9643, SE ratio 0.9807 to 1.0590

pass

interval_calibration

l4_ate_mid__shrunken_se_control

control

L4 difference, mid versus high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8126 to 0.8558, SE ratio 0.6865 to 0.7419

pass

interval_calibration

l4_ey_high__learned_nuisances

positive

L4 mean under arm high: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9316 to 0.9582, SE ratio 0.9740 to 1.0564

pass

interval_calibration

l4_ey_high__shrunken_se_control

control

L4 mean under arm high: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8079 to 0.8515, SE ratio 0.6823 to 0.7382

pass

interval_calibration

l4_ey_low__learned_nuisances

positive

L4 mean under arm low: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9327 to 0.9591, SE ratio 0.9625 to 1.0433

pass

interval_calibration

l4_ey_low__shrunken_se_control

control

L4 mean under arm low: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8162 to 0.8591, SE ratio 0.6739 to 0.7320

pass

interval_calibration

l4_ey_mid__learned_nuisances

positive

L4 mean under arm mid: separate depth-five trees fit the outcome, treatment and observation nuisances out of fold; each law has nine or fewer covariate cells, so each tree can fit the saturated model

SE ratio and coverage intervals both inside their calibration bands

coverage 0.9411 to 0.9657, SE ratio 0.9783 to 1.0615

pass

interval_calibration

l4_ey_mid__shrunken_se_control

control

L4 mean under arm mid: the reported standard errors are multiplied by a declared factor below one

the SE-ratio interval must fall below the calibration band

coverage 0.8126 to 0.8558, SE ratio 0.6854 to 0.7427

pass

mar_robustness

l1_ate__only_outcome_wrong

positive

L1 average treatment effect: only the outcome regression is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0036 to 0.0025, margin 0.0101, SE ratio 0.9953

pass

mar_robustness

l1_ate__only_response_wrong

positive

L1 average treatment effect: only the observation mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0026 to 0.0010, margin 0.0060, SE ratio 1.6416

pass

mar_robustness

l1_ate__only_treatment_wrong

positive

L1 average treatment effect: only the treatment mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0025 to 0.0020, margin 0.0075, SE ratio 1.4196

pass

mar_robustness

l1_ate__outcome_and_response_wrong

control

L1 average treatment effect: the outcome regression and the observation mechanism are both wrong

bias interval must fall entirely outside the margin, SE ratio must remain between 0.1 and 10.0

bias -0.4808 to -0.4769, margin 0.0066, SE ratio 1.7487

pass

mar_robustness

l2_ate__only_outcome_wrong

positive

L2 average treatment effect: only the outcome regression is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0437 to -0.0013, margin 0.0711, SE ratio 0.9797

pass

mar_robustness

l2_ate__only_response_wrong

positive

L2 average treatment effect: only the observation mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0174 to 0.0015, margin 0.0316, SE ratio 1.4776

pass

mar_robustness

l2_ate__only_treatment_wrong

positive

L2 average treatment effect: only the treatment mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0074 to 0.0154, margin 0.0382, SE ratio 1.3065

pass

mar_robustness

l2_ate__outcome_and_response_wrong

control

L2 average treatment effect: the outcome regression and the observation mechanism are both wrong

bias interval must fall entirely outside the margin, SE ratio must remain between 0.1 and 10.0

bias -4.8100 to -4.7846, margin 0.0425, SE ratio 1.7963

pass

mar_robustness

l3_ate_low__only_outcome_wrong

positive

L3 difference, low versus high: only the outcome regression is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0039 to 0.0025, margin 0.0109, SE ratio 0.9868

pass

mar_robustness

l3_ate_low__only_response_wrong

positive

L3 difference, low versus high: only the observation mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0027 to 0.0022, margin 0.0082, SE ratio 1.7628

pass

mar_robustness

l3_ate_low__only_treatment_wrong

positive

L3 difference, low versus high: only the treatment mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0021 to 0.0026, margin 0.0079, SE ratio 1.4943

pass

mar_robustness

l3_ate_low__outcome_and_response_wrong

control

L3 difference, low versus high: the outcome regression and the observation mechanism are both wrong

bias interval must fall entirely outside the margin, SE ratio must remain between 0.1 and 10.0

bias 0.2911 to 0.2969, margin 0.0098, SE ratio 1.7518

pass

mar_robustness

l3_ate_mid__only_outcome_wrong

positive

L3 difference, mid versus high: only the outcome regression is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0035 to 0.0029, margin 0.0108, SE ratio 0.9779

pass

mar_robustness

l3_ate_mid__only_response_wrong

positive

L3 difference, mid versus high: only the observation mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0030 to 0.0021, margin 0.0086, SE ratio 1.5259

pass

mar_robustness

l3_ate_mid__only_treatment_wrong

positive

L3 difference, mid versus high: only the treatment mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0030 to 0.0012, margin 0.0072, SE ratio 1.3532

pass

mar_robustness

l3_ate_mid__outcome_and_response_wrong

control

L3 difference, mid versus high: the outcome regression and the observation mechanism are both wrong

bias interval must fall entirely outside the margin, SE ratio must remain between 0.1 and 10.0

bias 0.1499 to 0.1558, margin 0.0100, SE ratio 1.4921

pass

mar_robustness

l4_ate_low__only_outcome_wrong

positive

L4 difference, low versus high: only the outcome regression is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0219 to 0.0187, margin 0.0681, SE ratio 0.9865

pass

mar_robustness

l4_ate_low__only_response_wrong

positive

L4 difference, low versus high: only the observation mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0130 to 0.0087, margin 0.0365, SE ratio 1.7824

pass

mar_robustness

l4_ate_low__only_treatment_wrong

positive

L4 difference, low versus high: only the treatment mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0183 to 0.0030, margin 0.0359, SE ratio 1.4934

pass

mar_robustness

l4_ate_low__outcome_and_response_wrong

control

L4 difference, low versus high: the outcome regression and the observation mechanism are both wrong

bias interval must fall entirely outside the margin, SE ratio must remain between 0.1 and 10.0

bias 2.9086 to 2.9477, margin 0.0656, SE ratio 1.7332

pass

mar_robustness

l4_ate_mid__only_outcome_wrong

positive

L4 difference, mid versus high: only the outcome regression is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0101 to 0.0313, margin 0.0694, SE ratio 1.0074

pass

mar_robustness

l4_ate_mid__only_response_wrong

positive

L4 difference, mid versus high: only the observation mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0238 to 0.0019, margin 0.0432, SE ratio 1.4191

pass

mar_robustness

l4_ate_mid__only_treatment_wrong

positive

L4 difference, mid versus high: only the treatment mechanism is wrong

bias interval inside the equivalence margin, SE ratio must remain between 0.1 and 10.0

bias -0.0122 to 0.0101, margin 0.0373, SE ratio 1.2520

pass

mar_robustness

l4_ate_mid__outcome_and_response_wrong

control

L4 difference, mid versus high: the outcome regression and the observation mechanism are both wrong

bias interval must fall entirely outside the margin, SE ratio must remain between 0.1 and 10.0

bias 1.4891 to 1.5278, margin 0.0648, SE ratio 1.4437

pass

simultaneous_coverage

l1__pointwise_joint_control

control

L1, two arms and a binary outcome: the pointwise 95% intervals of the same fits, read jointly

joint coverage upper endpoint must fall below the nominal rate

joint coverage 0.8575 to 0.8957

pass

simultaneous_coverage

l1__simultaneous_band

positive

L1, two arms and a binary outcome: 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 0.9255 to 0.9533

pass

simultaneous_coverage

l2__pointwise_joint_control

control

L2, two arms and a bounded continuous outcome: the pointwise 95% intervals of the same fits, read jointly

joint coverage upper endpoint must fall below the nominal rate

joint coverage 0.8761 to 0.9119

pass

simultaneous_coverage

l2__simultaneous_band

positive

L2, two arms and a bounded continuous outcome: 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 0.9422 to 0.9665

pass

simultaneous_coverage

l3__pointwise_joint_control

control

L3, three arms and a binary outcome: the pointwise 95% intervals of the same fits, read jointly

joint coverage upper endpoint must fall below the nominal rate

joint coverage 0.8047 to 0.8487

pass

simultaneous_coverage

l3__simultaneous_band

positive

L3, three arms and a binary outcome: 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 0.9344 to 0.9604

pass

simultaneous_coverage

l4__pointwise_joint_control

control

L4, three arms and a bounded continuous outcome: the pointwise 95% intervals of the same fits, read jointly

joint coverage upper endpoint must fall below the nominal rate

joint coverage 0.8021 to 0.8463

pass

simultaneous_coverage

l4__simultaneous_band

positive

L4, three arms and a bounded continuous outcome: 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 0.9372 to 0.9626

pass

The table below states what each family checks.

family

fits

cells

interval_calibration

2,000 samples of 2,000 rows for each law, with the primary trees

one positive cell for each of the 22 estimands, and a control that multiplies each standard error by margin:shrunken_se_factor

simultaneous_coverage

the same fits, which also declare Inference(simultaneous=True)

the default multiplier band over each law’s estimands, and a control that reads the same fits’ pointwise intervals jointly

mar_robustness

1,200 samples of 2,000 rows for each law and configuration, with exact or deliberately wrong nuisance tables

only Q, only g, or only pi wrong for each ATE contrast, and a control with Q and pi both wrong

crossfit_overfitting

400 samples of 500 rows for each law, with eight noise covariates

a fully grown outcome tree beside the exact mechanisms, fitted out of fold and in sample on the same draws

A ratio row is on the log scale, which is the scale its interval uses. A joint cell has no scalar estimand. Its row records the largest standardized deviation over the law’s estimands, so the table quotes its joint coverage alone.

The pointwise joint control is designed to under-cover. In the Gaussian limit, the pointwise intervals of one law cover every truth at once in less than 90% of samples (tests/unit/test_arm_indexed_cvtmle_method_study.py). The band cell therefore shows that the band’s wider critical value restores the nominal joint rate.

The control cannot fail a wrong band. A Šidák or Bonferroni band ignores the correlation between the estimands. Each one is wider than the max-t band and passes three of the four coverage cells. A second check reads the committed critical values of each law.

check

requirement

target

the limiting max-t quantile, from each law’s exact influence-curve correlation, at the level that np.quantile of 1,000 multiplier draws reaches on average (0.94910)

mean committed critical value

within 0.005 of the target for each law

mutation: a Šidák or a Bonferroni critical value

at least 0.08 from the target for each law, so the check fails

Each critical value has a Monte Carlo standard deviation near 0.054 from its 1,000 draws. The tolerance is four standard errors of a mean over 2,000 replications. tests/unit/test_arm_indexed_cvtmle_method_study.py runs the check and both mutations.

A wrong outcome regression is 1 - mu on the [0, 1] scale. Each wrong mechanism is a fixed table that tests/studies/mar_arm_indexed_laws.py declares. The large-sample limit of each single-wrong fit equals the truth to 1e-12. The limit of the control moves each ATE contrast by more than a tenth of the outcome range. The unit tests above check both statements.

The four overfitting pairs share one resampling label for their coverage-gain intervals. Their bootstrap draws are therefore correlated across the pairs.

Measured values and declared margins#

quantity

value

source

replicates

800

primary replications

n

2000

observations per primary replication

independent_tests_passed

44

truth tests passing

independent_tests_total

44

truth tests reported

paired_tests_passed

22

paired comparisons passing

paired_tests_total

22

paired comparisons reported

property_cells_passed

84

property cells passing

property_cells_total

84

property cells reported

max_standardized_bias

0.0636

largest primary standardized bias

min_coverage

0.9300

lowest primary coverage

max_margin_utilization

1.924e-07

largest share of the paired margin used

properties[simultaneous_coverage/l1__simultaneous_band]:coverage

0.9405

L1 band joint coverage

properties[simultaneous_coverage/l2__simultaneous_band]:coverage

0.9555

L2 band joint coverage

properties[simultaneous_coverage/l3__simultaneous_band]:coverage

0.9485

L3 band joint coverage

properties[simultaneous_coverage/l4__simultaneous_band]:coverage

0.9510

L4 band joint coverage

properties[simultaneous_coverage/l3__pointwise_joint_control]:coverage

0.8275

L3 pointwise joint coverage

properties[mar_robustness/l1_ate__outcome_and_response_wrong]:bias

-0.4788

L1 ATE bias of the control

properties[mar_robustness/l3_ate_mid__outcome_and_response_wrong]:bias

0.1529

L3 mid-versus-high bias of the control

margin:confidence_level

0.9900

Monte Carlo confidence level

margin:alpha

0.0500

nominal test size

margin:nominal_coverage

0.9500

nominal interval coverage

margin:bootstrap_replicates

10000

bootstrap replications

margin:standardized_bias

0.2500

standardized-bias margin

margin:coverage_floor

0.9000

primary coverage floor

margin:over_coverage_ceiling

0.9900

descriptive overcoverage threshold

margin:se_ratio_sanity_lower

0.8000

primary SE-ratio lower screen

margin:se_ratio_sanity_upper

1.2000

primary SE-ratio upper screen

margin:calibration_se_ratio_lower

0.9300

calibration SE-ratio lower bound

margin:calibration_se_ratio_upper

1.0700

calibration SE-ratio upper bound

margin:calibration_coverage_lower

0.9200

calibration and band coverage lower bound

margin:calibration_coverage_upper

0.9800

calibration and band coverage upper bound

margin:type_i_ceiling

0.1000

type-I upper bound

margin:paired_difference

0.1500

paired similarity margin in pooled SDs

margin:rmse_noninferiority

1.1000

RMSE-ratio noninferiority bound

margin:coverage_noninferiority

-0.0250

coverage-difference noninferiority bound

margin:calibration_noninferiority

0.0500

calibration-excess noninferiority bound

margin:minimum_power

0.8000

minimum power lower bound

margin:root_n_slope

-0.5000

expected root-n slope

margin:root_n_slope_lower

-0.6250

root-n slope lower bound

margin:root_n_slope_upper

-0.3750

root-n slope upper bound

margin:excluded_slope

-0.2500

slower rate the interval must exclude

margin:overfit_se_floor

0.8500

cross-fit SE-ratio floor

margin:overfit_control_ceiling

0.7500

in-sample SE-ratio ceiling

margin:overfit_coverage_gain

0.1500

paired coverage-gain floor

margin:union_model_se_lower

0.1000

union-model SE-ratio screen, lower limit

margin:union_model_se_upper

10

union-model SE-ratio screen, upper limit

margin:shrunken_se_factor

0.7000

negative-control SE multiplier

bound:l1_ey0_standard_error

0.0238

exact EIF standard error at primary n

bound:l1_ey1_standard_error

0.0233

exact EIF standard error at primary n

bound:l1_ate_standard_error

0.0335

exact EIF standard error at primary n

bound:l1_rr_standard_error

0.0743

exact EIF standard error at primary n

bound:l1_or_standard_error

0.1403

exact EIF standard error at primary n

bound:l2_ey0_standard_error

0.1100

exact EIF standard error at primary n

bound:l2_ey1_standard_error

0.1144

exact EIF standard error at primary n

bound:l2_ate_standard_error

0.1619

exact EIF standard error at primary n

bound:l3_ey_high_standard_error

0.0265

exact EIF standard error at primary n

bound:l3_ey_low_standard_error

0.0269

exact EIF standard error at primary n

bound:l3_ey_mid_standard_error

0.0241

exact EIF standard error at primary n

bound:l3_ate_low_standard_error

0.0378

exact EIF standard error at primary n

bound:l3_ate_mid_standard_error

0.0362

exact EIF standard error at primary n

bound:l3_rr_low_standard_error

0.0807

exact EIF standard error at primary n

bound:l3_rr_mid_standard_error

0.0596

exact EIF standard error at primary n

bound:l3_or_low_standard_error

0.1677

exact EIF standard error at primary n

bound:l3_or_mid_standard_error

0.1580

exact EIF standard error at primary n

bound:l4_ey_high_standard_error

0.1214

exact EIF standard error at primary n

bound:l4_ey_low_standard_error

0.1237

exact EIF standard error at primary n

bound:l4_ey_mid_standard_error

0.1156

exact EIF standard error at primary n

bound:l4_ate_low_standard_error

0.1734

exact EIF standard error at primary n

bound:l4_ate_mid_standard_error

0.1760

exact EIF standard error at primary n

Limits#

  • The evidence covers four finite laws with one three-level baseline covariate. Two laws have two arms and two have three. Two have a binary outcome and two a Beta outcome on a known support.

  • It covers one package-generated unstratified ten-fold draw, pooled targeting, whole-sample evaluation, and fixed q_bounds.

  • The primary fits refuse a treatment prediction that reaches g_bounds=(0.01, 0.99) at either end, and a response prediction below nuisance_bound=0.01. The R runner also refuses a product g_a pi_a below its gbound of 0.001. No check covers the outcome-regression predictions or the property fits. The study does not show that those predictions stay clear of every bound.

  • Every fit declares Runtime(random_state=0), and an unstratified fold draw depends only on the row count and the seed. Every replication of one size therefore uses the same assignment of rows to ten equal folds. The rows are iid, so that fixed assignment has the distribution of a random partition of each sample. The study does not measure how the estimate varies across fold draws of one sample.

  • The primary and calibration rows use depth-five trees that can fit the saturated, correct model. Those rows do not test calibration under nuisance misspecification. The overfitting pairs are the data-adaptive evidence, and they use the exact mechanisms. The study does not establish performance for every learner library or tuning procedure.

  • The exact efficient standard errors describe the finite laws. No calibration cell claims efficiency-bound attainment.

  • The band cells measure the default Rademacher multiplier band over one law’s reported estimands. They do not cover other multiplier kinds, other estimand sets, or bands across laws.

  • The external comparison conditions on the stitched nuisance predictions from cleverly. It does not compare nuisance training. The continuous comparison rests on the planted-row scale workaround, which the probe checks on replication 0 only.

  • The study excludes repeated splits, stratified or supplied folds, fold targeting or evaluation, att and atc, continuous rr and or, weights, clusters, baseline strata, bootstrap intervals, intermediates, missing treatment, MNAR outcomes, and C-TMLE or DR-TMLE fits.

Reproduction#

The fixture README, manifest, replications, scale probe, performance decisions, and property results carry the protocol, provenance, and every published row.