Double machine learning and Stata application

Chen Qiang
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Chen Qiang: Shandong University

Chinese Stata Conference 2023 from Stata Users Group

Abstract: Traditional methods for estimating treatment effects generally assume strong functional forms and are only applicable when the covariates are low-dimensional data. However, using machine learning methods directly often leads to "regularization bias". The recently emerging "double/debiased machine learning" provides an effective estimation method without assuming a functional form and is suitable for high-dimensional data. This presentation will introduce the principles of dual machine learning in a simple way and demonstrate the corresponding Stata operations with classic cases.

Date: 2024-10-02
New Economics Papers: this item is included in nep-big and nep-cmp
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Persistent link: https://EconPapers.repec.org/RePEc:boc:chin23:03

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