1 Double / Debiased ML

Long Story Short: Omitted Variable Bias in Causal Machine Learning(Chernozhukov et al. 2022)

Double/debiased machine learning for treatment and structural parameters(Chernozhukov et al. 2018)

DoubleML The Python and R package DoubleML provide an implementation of the double / debiased machine learning framework of Chernozhukov et al. (2018)

Double Machine Learning for causal inference

TL;DR, Double-ML can be viewed as a derivative finder.

20 - Plug-and-Play Estimators

22 - Debiased/Orthogonal Machine Learning


Chernozhukov, Victor, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey, and James Robins. 2018. “Double/Debiased Machine Learning for Treatment and Structural Parameters.” The Econometrics Journal 21 (1): C1–68. https://doi.org/10.1111/ectj.12097.
Chernozhukov, Victor, Carlos Cinelli, Whitney Newey, Amit Sharma, and Vasilis Syrgkanis. 2022. “Long Story Short: Omitted Variable Bias in Causal Machine Learning.” Working {{Paper}}. Working Paper Series. National Bureau of Economic Research. https://doi.org/10.3386/w30302.