Double/debiased machine learning in Stata

Achim Ahrens

Italian Stata Users' Group Meetings 2022 from Stata Users Group

Abstract: ddml implements algorithms for causal inference aided by supervised machine learning as proposed in "Double/ debiased machine learning for treatment and structural parameters" (Econometrics Journal 2018). Five different models are supported, allowing for binary or continuous treatment variables and endogeneity. ddml supports a variety of different ML programs, including lassopack and pystacked.

Date: 2022-07-03
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:isug22:06

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