Inference for heterogeneous treatment effects with efficient instruments and machine learning

DOI10.1214/26-EJS2498MaRDI QIDQ6842114zbMATH OpenFDO

Authors Cyrill Scheidegger, Zi-Jian Guo, Peter Bühlmann

Publication date 20 March 2026

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-20/issue-1/Inference-for-heterogeneous-treatment-effects-with-efficient-instruments-and-machine/10.1214/26-EJS2498.full

zbMATH Keywords

double/debiased machine learningendogeneityheterogeneous treatment effectinstrumental variableskernel smoothingpartially linear model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05)

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