Related papers: ddml: Double/debiased machine learning in Stata
A common issue in learning decision-making policies in data-rich settings is spurious correlations in the offline dataset, which can be caused by hidden confounders. Instrumental variable (IV) regression, which utilises a key unconfounded…
Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in…
Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) provide a generic double/de-biased machine learning (DML) approach for obtaining valid inferential statements about focal parameters, using Neyman-orthogonal scores and…
Uncovering causal mediation effects is of significant value to practitioners seeking to isolate the direct treatment effect from the potential mediated effect. We propose a double machine learning (DML) algorithm for mediation analysis that…
Solving conditional moment restrictions (CMRs) is a key problem considered in statistics, causal inference, and econometrics, where the aim is to solve for a function of interest that satisfies some conditional moment equalities.…
This paper proposes a simple, novel, and fully-Bayesian approach for causal inference in partially linear models with high-dimensional control variables. Off-the-shelf machine learning methods can introduce biases in the causal parameter…
We propose a method to debias estimators based on U-statistics with Machine Learning (ML) first-steps. Standard plug-in estimators often suffer from regularization and model-selection biases, producing invalid inferences. We show that…
Differential machine learning (DML) is a recently proposed technique that uses samplewise state derivatives to regularize least square fits to learn conditional expectations of functionals of stochastic processes as functions of state…
We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…
As multi-agent AI systems evolve from simple chatbots to autonomous swarms, debugging semantic failures requires reasoning about knowledge, belief, causality, and obligation, precisely what modal logic was designed to formalize. However,…
In a changing climate, sustainable agriculture is essential for food security and environmental health. However, it is challenging to understand the complex interactions among its biophysical, social, and economic components. Predictive…
In this paper, we introduce and prove asymptotic normality for a new nonparametric estimator of continuous treatment effects. Specifically, we estimate the average dose-response function - the expected value of an outcome of interest at a…
We introduce the Pricing Engine package to enable the use of Double ML estimation techniques in general panel data settings. Customization allows the user to specify first-stage models, first-stage featurization, second stage treatment…
This paper develops an asymptotic theory for two-step debiased machine learning (DML) estimators in generalised method of moments (GMM) models with general multiway clustered dependence, without relying on cross-fitting. While cross-fitting…
Propensity score matching has been a long-standing tradition for handling confounding in causal inference, however requiring stringent model assumptions. In this article, we propose double score matching(DSM) for general causal estimands…
We present two related Stata modules, r_ml_stata and c_ml_stata, for fitting popular Machine Learning (ML) methods both in regression and classification settings. Using the recent Stata/Python integration platform (sfi) of Stata 16, these…
Current clinical decision support systems (CDSSs) typically base their predictions on correlation, not causation. In recent years, causal machine learning (ML) has emerged as a promising way to improve decision-making with CDSSs by offering…
This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…
The analysis of tabular datasets is highly prevalent both in scientific research and real-world applications of Machine Learning (ML). Unlike many other ML tasks, Deep Learning (DL) models often do not outperform traditional methods in this…
Double/debiased machine learning (DML) provides a general framework for inference with high-dimensional or otherwise complex nuisance parameters by combining Neyman-orthogonal scores with cross-fitting, thereby circumventing classical…