ddml: Double/Debiased Machine Learning

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) <doi:10.1177/1536867X241233641>, which leverages multiple base learners to increase robustness to the underlying data generating process.

Package details

AuthorAchim Ahrens [aut], Christian B Hansen [aut], Mark E Schaffer [aut], Thomas Wiemann [aut, cre]
MaintainerThomas Wiemann <wiemann@uchicago.edu>
LicenseGPL (>= 3)
Version0.3.0
URL https://github.com/thomaswiemann/ddml https://thomaswiemann.com/ddml/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ddml")

Try the ddml package in your browser

Any scripts or data that you put into this service are public.

ddml documentation built on Oct. 3, 2024, 1:13 a.m.