DDL: Doubly Debiased Lasso (DDL)

Statistical inference for the regression coefficients in high-dimensional linear models with hidden confounders. The Doubly Debiased Lasso method was proposed in <arXiv:2004.03758>.

Getting started

Package details

AuthorDomagoj Ćevid [aut], Chengzhu Huang [aut], Zijian Guo [aut, cre], Peter Bühlmann [aut]
MaintainerZijian Guo <zijguo@stat.rutgers.edu>
LicenseMIT + file LICENSE
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DDL")

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DDL documentation built on April 9, 2023, 5:08 p.m.