IVDML-package: IVDML: Double Machine Learning with Instrumental Variables...

In IVDML: Double Machine Learning with Instrumental Variables and Heterogeneity

IVDML: Double Machine Learning with Instrumental Variables and Heterogeneity

Description

Instrumental variable (IV) estimators for homogeneous and heterogeneous treatment effects with efficient machine learning instruments. The estimators are based on double/debiased machine learning allowing for nonlinear and potentially high-dimensional control variables. Details can be found in Scheidegger, Guo and Bühlmann (2025) "Inference for heterogeneous treatment effects with efficient instruments and machine learning" \Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2503.03530")}.

Author(s)

Maintainer: Cyrill Scheidegger [e-mail] (ORCID) [copyright holder]

See Also

Useful links:

• https://github.com/cyrillsch/IVDML

IVDML documentation built on April 3, 2025, 9:31 p.m.