DoubleML – An Object-Oriented Implementation of Double Machine Learning in R

03/17/2021
by   Philipp Bach, et al.
90

The R package DoubleML implements the double/debiased machine learning framework of Chernozhukov et al. (2018). It provides functionalities to estimate parameters in causal models based on machine learning methods. The double machine learning framework consist of three key ingredients: Neyman orthogonality, high-quality machine learning estimation and sample splitting. Estimation of nuisance components can be performed by various state-of-the-art machine learning methods that are available in the mlr3 ecosystem. DoubleML makes it possible to perform inference in a variety of causal models, including partially linear and interactive regression models and their extensions to instrumental variable estimation. The object-oriented implementation of DoubleML enables a high flexibility for the model specification and makes it easily extendable. This paper serves as an introduction to the double machine learning framework and the R package DoubleML. In reproducible code examples with simulated and real data sets, we demonstrate how DoubleML users can perform valid inference based on machine learning methods.

READ FULL TEXT
04/07/2021

DoubleML – An Object-Oriented Implementation of Double Machine Learning in Python

DoubleML is an open-source Python library implementing the double machin...
02/17/2020

Double/Debiased Machine Learning for Dynamic Treatment Effects

We consider the estimation of treatment effects in settings when multipl...
09/02/2019

SortedEffects: Sorted Causal Effects in R

Chernozhukov et al. (2018) proposed the sorted effect method for nonline...
01/11/2021

Distributed Double Machine Learning with a Serverless Architecture

This paper explores serverless cloud computing for double machine learni...
12/30/2019

A Consistently Oriented Basis for Eigenanalysis

Repeated application of machine-learning, eigen-centric methods to an ev...
10/25/2021

Mlr3spatiotempcv: Spatiotemporal resampling methods for machine learning in R

Spatial and spatiotemporal machine-learning models require a suitable fr...
02/17/2021

Big Data meets Causal Survey Research: Understanding Nonresponse in the Recruitment of a Mixed-mode Online Panel

Survey scientists increasingly face the problem of high-dimensionality i...

Code Repositories

doubleml-for-r

DoubleML - Double Machine Learning in R


view repo

DoubleML

:exclamation: This is a read-only mirror of the CRAN R package repository. DoubleML — Double Machine Learning in R. Homepage: https://docs.doubleml.org/stable/index.html, https://github.com/DoubleML/doubleml-for-r/ Report bugs for this package: https://github.com/DoubleML/doubleml-for-r/issues


view repo

DoubleMLReplicationCode

Replication of Simulations in Bach et al. (2020) - DoubleML - An Object-Oriented Implementation of Double Machine Learning in R, https://arxiv.org/abs/2103.09603


view repo