ddml

CRANddmlMaRDI QIDQ5978365

Double/Debiased Machine Learning

Achim Ahrens, Christian B. Hansen, Thomas Wiemann, Mark E. Schaffer

Last update: 9 January 2024

Copyright license: GNU General Public License

Software version identifier: 0.1.0, 0.2.0

Description

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.

Cites work

• Double/debiased machine learning for treatment and structural parameters
• Model Averaging and Double Machine Learning