DoubleML

Double Machine Learning in R

Klaassen Sven, Philipp Bach, Malte S. Kurz, Victor Chernozhukov, Martin Spindler

Last update: 15 February 2024

Copyright license: MIT license, File License

Software version identifier: 0.5.3, 0.1.1, 0.1.2, 0.2.0, 0.2.1, 0.3.0, 0.3.1, 0.4.0, 0.4.1, 0.5.0, 0.5.1, 0.5.2, 1.0.0

Description

Implementation of the double/debiased machine learning framework of Chernozhukov et al. (2018) <doi:10.1111/ectj.12097> for partially linear regression models, partially linear instrumental variable regression models, interactive regression models and interactive instrumental variable regression models. 'DoubleML' allows estimation of the nuisance parts in these models by machine learning methods and computation of the Neyman orthogonal score functions. 'DoubleML' is built on top of 'mlr3' and the 'mlr3' ecosystem. The object-oriented implementation of 'DoubleML' based on the 'R6' package is very flexible. More information available in the publication in the Journal of Statistical Software: <doi:10.18637/jss.v108.i03>.

Cites work

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