postDoubleR: Post Double Selection with Double Machine Learning

Implements post double selection using double machine learning, see Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, Newey, Robins (2017) <doi:10.1111/ectj.12097>, for various models, using several back ends. Allows the user flexibility in specifying their own methods for estimation.

Getting started

Package details

AuthorJuraj Szitás [aut, cre]
MaintainerJuraj Szitás <szitas.juraj13@gmail.com>
LicenseGPL-3
Version1.4.12
URL https://github.com/JSzitas/postDoubleR
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("postDoubleR")

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postDoubleR documentation built on Oct. 7, 2019, 5:05 p.m.