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Description
Change variance aggregation to scaled level (scaled variances are aggregated instead of applying the rescaling afterwards).
Enable the option to apply different scalings at different repretitions in the utilities (not used in the current implementation).
Comments
The different scaling are not necessary in the
DoubleML
class since all the scalings are supposed to be of the same size.This might be relevant for future RDD implmentations.
PR Checklist