ddml: Double/debiased machine learning in Stata

Christian Hansen, Mark Schaffer (), Thomas Wiemann and Achim Ahrens
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Thomas Wiemann: University of Chicago

Swiss Stata Conference 2022 from Stata Users Group

Abstract: We introduce the Stata package ddml, which implements double/debiased machine learning (DDML) for causal inference aided by supervised machine learning. Five different models are supported, allowing for multiple treatment variables in the presence of high-dimensional controls and instrumental variables. ddml is compatible with many existing supervised machine learning programs in Stata.

Date: 2022-11-30
New Economics Papers: this item is included in nep-big and nep-cmp
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http://repec.org/csug2022/Ahrens-Bern2022-ddml.pdf

Related works:
Journal Article: ddml: Double/debiased machine learning in Stata (2024)
Working Paper: ddml: Double/debiased machine learning in Stata (2024)
Working Paper: ddml: Double/Debiased Machine Learning in Stata (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:csug22:02

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