doubleml.datasets.fetch_401K

doubleml.datasets.fetch_401K(return_type='DoubleMLData', polynomial_features=False)

Data set on financial wealth and 401(k) plan participation.

Parameters:

• return_type –

  If 'DoubleMLData' or DoubleMLData, returns a DoubleMLData object.

  If 'DataFrame', 'pd.DataFrame' or pd.DataFrame, returns a pd.DataFrame.

• polynomial_features – If True polynomial features are added (see replication files of Chernozhukov et al. (2018)).

References

Abadie, A. (2003), Semiparametric instrumental variable estimation of treatment response models. Journal of Econometrics, 113(2): 231-263.

Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W. and Robins, J. (2018), Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21: C1-C68. doi:10.1111/ectj.12097.