Double/Debiased Machine Learning


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Documentation for package ‘ddml’ version 0.2.1

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AE98 Random subsample from the data of Angrist & Evans (1991).
crosspred Cross-Predictions using Stacking.
crossval Estimator of the Mean Squared Prediction Error using Cross-Validation.
ddml ddml: Double/Debiased Machine Learning in R
ddml_ate Estimators of Average Treatment Effects.
ddml_att Estimators of Average Treatment Effects.
ddml_fpliv Estimator for the Flexible Partially Linear IV Model.
ddml_late Estimator of the Local Average Treatment Effect.
ddml_pliv Estimator for the Partially Linear IV Model.
ddml_plm Estimator for the Partially Linear Model.
mdl_glm Wrapper for 'stats::glm()'.
mdl_glmnet Wrapper for 'glmnet::glmnet()'.
mdl_ranger Wrapper for 'ranger::ranger()'.
mdl_xgboost Wrapper for 'xgboost::xgboost()'.
ols Ordinary least squares.
shortstacking Predictions using Short-Stacking.
summary.ddml_ate Inference Methods for Treatment Effect Estimators.
summary.ddml_att Inference Methods for Treatment Effect Estimators.
summary.ddml_fpliv Inference Methods for Partially Linear Estimators.
summary.ddml_late Inference Methods for Treatment Effect Estimators.
summary.ddml_pliv Inference Methods for Partially Linear Estimators.
summary.ddml_plm Inference Methods for Partially Linear Estimators.