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Latest revision as of 20:10, 12 March 2024
Double/Debiased Machine Learning
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ddml |
Double/Debiased Machine Learning |
Statements
Estimate common causal parameters using double/debiased machine learning as proposed by Chernozhukov et al. (2018) <doi:10.1111/ectj.12097>. 'ddml' simplifies estimation based on (short-)stacking as discussed in Ahrens et al. (2024) <arXiv:2401.01645>, which leverages multiple base learners to increase robustness to the underlying data generating process.
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9 January 2024
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