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CRAN: Package ddml

ddml: Double/Debiased Machine Learning

Estimate common causal parameters using double/debiased machine learning as proposed by Chernozhukov et al. (2018) <doi:10.1111/ectj.12097>. 'ddml' simplifies estimation based on (short-)stacking as discussed in Ahrens et al. (2024) <doi:10.1177/1536867X241233641>, which leverages multiple base learners to increase robustness to the underlying data generating process.

Version: 0.3.0 Depends: R (≥ 3.6) Imports: methods, stats, AER, MASS, Matrix, nnls, quadprog, glmnet, ranger, xgboost Suggests: sandwich, covr, testthat (≥ 3.0.0), knitr, rmarkdown Published: 2024-10-02 DOI: 10.32614/CRAN.package.ddml Author: Achim Ahrens [aut], Christian B Hansen [aut], Mark E Schaffer [aut], Thomas Wiemann [aut, cre] Maintainer: Thomas Wiemann <wiemann at uchicago.edu> BugReports: https://github.com/thomaswiemann/ddml/issues License: GPL (≥ 3) URL: https://github.com/thomaswiemann/ddml, https://thomaswiemann.com/ddml/ NeedsCompilation: no Materials: README NEWS CRAN checks: ddml results Documentation: Downloads: Linking:

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