DDML: Stata module for Double/Debiased Machine Learning

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

Statistical Software Components from Boston College Department of Economics

Abstract: The package ddml implements Double/De-biased Machine Learning for Stata. Five different econometric models are supported, allowing for flexible estimation of causal effects of possibly endogenous variables in settings with unknown functional forms and/or many exogenous variables. ddml is compatible with many existing supervised machine learning programs in Stata.

Language: Stata
Requires: Stata version 14 and pystacked (v16) from SSC (q.v.)
Keywords: machine learning; double de-biased machine learning (search for similar items in EconPapers)
Date: 2023-01-25, Revised 2024-09-18
Note: This module should be installed from within Stata by typing "ssc install ddml". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://repec.org/bocode/d/DoubleML_repl.R program code (text/plain)
http://repec.org/bocode/d/DoubleML_repl.do program code (text/plain)
http://repec.org/bocode/d/DoubleML_results.csv sample data (text/plain)
http://repec.org/bocode/_/_ddml_allcombos.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_copy.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_crossfit.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_describe.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_drop.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_estimate_ate_late.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_estimate_linear.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_export.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_extract.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_nnls.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_nnls_p.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_overlap.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_sample.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_save.ado program code (text/plain)
http://repec.org/bocode/_/_ddml_use.ado program code (text/plain)
http://repec.org/bocode/c/crossfit.ado program code (text/plain)
http://repec.org/bocode/c/crossfit.sthlp program code (text/plain)
http://repec.org/bocode/d/ddml.ado program code (text/plain)
http://repec.org/bocode/d/ddml.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_cert.do program code (text/plain)
http://repec.org/bocode/d/ddml_extract.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_crossfit.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_examples.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_export.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_extract.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_fiv.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_init.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_install_ref_auth.ihlp help file (text/plain)
http://repec.org/bocode/d/ddml_interactive.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_interactiveiv.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_iv.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_late.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_overlap.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_overview.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_partial.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_sample.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_stacking.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_describe.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_export.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_extract.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_fcluster.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_flexiv_anylearner_basic.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_flexiv_anylearner_detailed.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_interactive_pystacked_basic.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_interactive_pystacked_detailed.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_interactiveiv_pystacked_basic.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_interactiveiv_pystacked_detailed.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_overlap.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_partial_anylearner_detailed.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_partial_pystacked_basic.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_partial_pystacked_detailed.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_partial_pystacked_multitreat.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_partialiv_anylearner_basic.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_partialiv_pystacked_basic.sthlp help file (text/plain)
http://repec.org/bocode/d/ddml_example_stacking.sthlp help file (text/plain)
http://repec.org/bocode/c/cert_ddml_export.csv sample data (text/plain)
http://repec.org/bocode/m/m_ddml_sip1991.csv sample data (text/plain)
http://repec.org/bocode/b/BLP.dta sample data (application/x-stata)
http://repec.org/bocode/c/cattaneo2.dta sample data (application/x-stata)
http://repec.org/bocode/j/jtpa.dta sample data (application/x-stata)
http://repec.org/bocode/s/sipp1991.dta sample data (application/x-stata)
http://repec.org/bocode/l/lddml.do program code (text/plain)
http://repec.org/bocode/l/lddml.mlib object library (application/octet-stream)
http://repec.org/bocode/q/qddml.ado program code (text/plain)
http://repec.org/bocode/q/qddml.sthlp help file (text/plain)
http://repec.org/bocode/q/qddml_cert.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_all.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_crossfit.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_fiv.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_helpfiles.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_interactive.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_interactiveiv.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_misc.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_partial_iv.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert_partial.do program code (text/plain)
http://repec.org/bocode/d/ddml_cert.do program code (text/plain)

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