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)
Version0.2.2
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")

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ddml documentation built on June 27, 2024, 1:07 a.m.