SSM: nonignorable nuisance tuning aligned with estimation; update tests and manual tuning utils #352
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Description
This PR updates the nuisance tuning procedure for the Sample Selection Model (SSM) in the nonignorable case.
Previously, the nuisance tuning routine did not mirror the estimation logic:
However, the original tuning function bypassed this step and directly tuned m and g on the baseline covariates.
This led to an inconsistency between how nuisance functions were tuned vs. how they were actually estimated.
This PR aligns both procedures by applying the same foldwise π hat preliminary logic in the tuning stage.
In particular:
Tests and Utilities
test_ssm_tune.py
: Updated to validate the new tuning procedure for the nonignorable case._utils_ssm_manual.py
:tune_nuisance_ssm
helper was split into two functions:tune_nuisance_ssm_mar
: unchanged, reproduces the MAR case with the same behavior as before.tune_nuisance_ssm_nonignorable
: new routine implementing the updated foldwise π̂-preliminary logic for the nonignorable case.PR Checklist