Package index

Double machine learning data class

DoubleMLData

Double machine learning data-backend

DoubleMLClusterData

Double machine learning data-backend for data with cluster variables

double_ml_data_from_data_frame()

Wrapper for Double machine learning data-backend initialization from data.frame.

double_ml_data_from_matrix()

Wrapper for Double machine learning data-backend initialization from matrix.

Abstract base class for double machine learning models

DoubleML

Abstract class DoubleML

Double machine learning models

DoubleMLPLR

Double machine learning for partially linear regression models

DoubleMLPLIV

Double machine learning for partially linear IV regression models

DoubleMLIRM

Double machine learning for interactive regression models

DoubleMLIIVM

Double machine learning for interactive IV regression models

DoubleMLSSM

Double machine learning for sample selection models

Datasets module

fetch_401k()

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

fetch_bonus()

Data set on the Pennsylvania Reemployment Bonus experiment.

Datasets generators

make_plr_CCDDHNR2018()

Generates data from a partially linear regression model used in Chernozhukov et al. (2018)

make_pliv_CHS2015()

Generates data from a partially linear IV regression model used in Chernozhukov, Hansen and Spindler (2015).

make_irm_data()

Generates data from a interactive regression (IRM) model.

make_iivm_data()

Generates data from a interactive IV regression (IIVM) model.

make_plr_turrell2018()

Generates data from a partially linear regression model used in a blog article by Turrell (2018).

make_pliv_multiway_cluster_CKMS2021()

Generates data from a partially linear IV regression model with multiway cluster sample used in Chiang et al. (2021).

make_ssm_data()

Generates data from a sample selection model (SSM).