ddml (Q5978365): Difference between revisions

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.