DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R

arXiv:2103.09603v5 Announce Type: replace-cross
Abstract: The R package DoubleML implements the double/debiased machine learning framework of Chernozhukov et al. (2018). It provides functionalities to estimate parameters in causal models based on machine learning methods. The double machine learning framework consist of three key ingredients: Neyman orthogonality, high-quality machine learning estimation and sample splitting. Estimation of nuisance components can be performed by various state-of-the-art machine learning methods that are available in the mlr3 ecosystem. DoubleML makes it possible to perform inference …

abstract arxiv cs.lg econ.em framework implementation key machine machine learning object-oriented package parameters quality stat.ml type