ddml (Q5978365): Difference between revisions
From MaRDI portal
Removed claims |
Added link to MaRDI item. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / programmed in | |||
Property / programmed in: R / rank | |||
Normal rank | |||
Property / depends on software | |||
Property / depends on software: R / rank | |||
Normal rank | |||
Property / depends on software: R / qualifier | |||
software version identifier: ≥ 3.6 | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 19:10, 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.
0 references
9 January 2024
0 references