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TARGENE / TargeneCore.jl

Core Functionalities for TarGene
Apache License 2.0
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Variance of the TMLE estimates of the ATE #9

Closed olivierlabayle closed 3 years ago

olivierlabayle commented 3 years ago

On the example provided here if I run 100 times the estimation procedure for a dataset of size 100 000 samples the variance of my estimates is consistently ~4.5 bigger than the original implementation from the original package. I need to investigate the reason behind this.

Idea suggested by Sjoerd: see if the original package runs more than one iteration of TMLE updates even for this case as it may be reducing variance.

olivierlabayle commented 3 years ago

finally solved as not replicable, probably due to a problem in the memory of the R session