ddml {ddml}

ddml: Double/Debiased Machine Learning in R

Description

Estimate common causal parameters using double/debiased machine learning as proposed by Chernozhukov et al. (2018). 'ddml' simplifies estimation based on (short-)stacking, which leverages multiple base learners to increase robustness to the underlying data generating process.

References

Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C B, Newey W, Robins J (2018). "Double/debiased machine learning for treatment and structural parameters." The Econometrics Journal, 21(1), C1-C68.