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Double/debiased machine learning in Stata

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  • Achim Ahrens

    (ETH Zürich)

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.

Suggested Citation

  • Achim Ahrens, 2022. "Double/debiased machine learning in Stata," Italian Stata Users' Group Meetings 2022 06, Stata Users Group.
    • Handle: RePEc:boc:isug22:06
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