Error message with LinearDML about econml HOT 2 OPEN

What version of econml are you using? Can you provide a repro including some dummy data? This works for me, both in econml 0.14.1 and in our new 0.15.0b1 beta:

import numpy as np
from econml.dml import LinearDML

Y = np.random.normal(size=1000)
T = np.random.choice(4, 1000)
W = np.random.normal(size=(1000, 3))

dml = LinearDML(discrete_treatment=True, random_state=123).fit(Y=Y, T=T, X=None, W=W)

from econml.

Thanks for your reply.
I am using econml 0.14.1 and your example works fine in my setting.
I have removed from my dataset categories with too few observations and the LinearDML estimation is ok now.
I could send you data if you want to assess more precisely where the error came from.

from econml.