Double/debiased machine learning for conditional average treatment-effect estimation

Miana Plesca
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Miana Plesca: University of Guelph

Carpathian Stata Conference 2026 from Stata Users Group

Abstract: I compare double/debiased machine learning (DDML) for estimating conditional average treatment effects (CATEs) in Stata and Python. The focus is practical: what Stata users can do directly with the community-contributed ddml package, official Stata CATE tools, and related commands; where Python or R can add value; and how these environments can be combined in applied work. I illustrate how partially linear and interactive DDML models can be used to estimate heterogeneous treatment effects, reducing regularization and overfitting bias through orthogonalization and cross-fitting. I then compare alternative approaches to estimating the treatment-effect function itself, including structured heterogeneous PLM specifications, R-learners, DR-learners, and causal forests. Empirical illustrations use random-assignment data from the Job Training Partnership Act (JTPA) and the National Supported Work (NSW) demonstration, as well as census-based wage applications. I emphasize that machine learning can improve the estimation of control functions and treatment effects, but this does not replace credible identification or careful choices about learners, tuning parameters, and interpretability. I argue that Stata is currently especially useful for transparent DDML estimation and reporting of heterogeneous treatment effects, while Python and R can be useful complements for implementing a broader set of more flexible DDML-CATE meta-learners.

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