add IV-type score error for binary outcome

Author: SvenKlaassen

doubleml/plm/plr.py

@@ -96,6 +96,8 @@ def __init__(
         self._is_cluster_data = self._dml_data.is_cluster_data
         valid_scores = ["IV-type", "partialling out"]
         _check_score(self.score, valid_scores, allow_callable=True)
+        if self.score == "IV-type" and obj_dml_data.binary_outcome:
+            raise ValueError("For score = 'IV-type', additive probability models (binary outcomes) are not supported.")
 
         ml_l_is_classifier = self._check_learner(ml_l, "ml_l", regressor=True, classifier=True)
         ml_m_is_classifier = self._check_learner(ml_m, "ml_m", regressor=True, classifier=True)

doubleml/plm/tests/test_plr_binary_outcome.py

@@ -67,6 +67,12 @@ def test_dml_plr_binary_exceptions(generate_binary_data, learner_binary, score):
     with pytest.raises(ValueError, match=msg):
         _ = dml.DoubleMLPLR(obj_dml_data, clone(learner_binary), clone(learner_binary), score=score)
 
+    # IV-type not possible with binary outcome
+    obj_dml_data = dml.DoubleMLData(data, "y", ["d"])
+    msg = r"For score = 'IV-type', additive probability models \(binary outcomes\) are not supported."
+    with pytest.raises(ValueError, match=msg):
+        _ = dml.DoubleMLPLR(obj_dml_data, clone(learner_binary), clone(learner_binary), score="IV-type")
+
 
 @pytest.fixture(scope="module")
 def dml_plr_binary_fixture(generate_binary_data, learner_binary, score):