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DDML: Stata module for Double/Debiased Machine Learning

Author

Listed:
  • Achim Ahrens

    (ETH Zürich)

  • Christian B. Hansen

    (University of Chicago)

  • Mark E Schaffer

    (Heriot-Watt University)

  • Thomas Wiemann

    (University of Chicago)

Programming Language

Stata

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.

Suggested Citation

  • Achim Ahrens & Christian B. Hansen & Mark E Schaffer & Thomas Wiemann, 2023. "DDML: Stata module for Double/Debiased Machine Learning," Statistical Software Components S459175, Boston College Department of Economics, revised 30 Apr 2023.
    • Handle: RePEc:boc:bocode:s459175
    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.
    as

    Download full text from publisher

    File URL: http://repec.org/bocode/d/DoubleML_repl.R
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/d/DoubleML_repl.do
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/d/DoubleML_results.csv
    File Function: sample data
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_allcombos.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_copy.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_crossfit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_describe.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_drop.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_estimate_ate_late.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_estimate_linear.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_export.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_extract.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_nnls.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_nnls_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_overlap.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_sample.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_save.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/_/_ddml_use.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/c/crossfit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/c/crossfit.sthlp
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/d/ddml.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/d/ddml.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://repec.org/bocode/d/ddml_cert.do
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/d/ddml_extract.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://repec.org/bocode/d/doubleml_cert.log
    File Function: sample logfile
    Download Restriction: no
    File URL: http://repec.org/bocode/l/lddml.do
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/l/lddml.mlib
    File Function: object library
    Download Restriction: no
    File URL: http://repec.org/bocode/q/qddml.ado
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/q/qddml.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://repec.org/bocode/q/qddml_cert.do
    File Function: program code
    Download Restriction: no
    File URL: http://repec.org/bocode/q/qddml_cert.log
    File Function: sample logfile
    Download Restriction: no
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