API reference

Double machine learning data class

DoubleMLData(data, y_col, d_cols[, x_cols, …])

Double machine learning data-backend.

Double machine learning models

DoubleMLPLR(obj_dml_data, ml_g, ml_m[, …])

Double machine learning for partially linear regression models

DoubleMLPLIV(obj_dml_data, ml_g, ml_m, ml_r)

Double machine learning for partially linear IV regression models

DoubleMLIRM(obj_dml_data, ml_g, ml_m[, …])

Double machine learning for interactive regression models

DoubleMLIIVM(obj_dml_data, ml_g, ml_m, ml_r)

Double machine learning for interactive IV regression models

Datasets module

Dataset loaders

datasets.fetch_401K([return_type, …])

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

datasets.fetch_bonus([return_type, …])

Data set on the Pennsylvania Reemployment Bonus experiment.

Dataset generators

datasets.make_plr_CCDDHNR2018([n_obs, …])

Generates data from a partially linear regression model used in Chernozhukov et al. (2018) for Figure 1.

datasets.make_pliv_CHS2015(n_obs[, alpha, …])

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

datasets.make_irm_data([n_obs, dim_x, …])

Generates data from a interactive regression (IRM) model.

datasets.make_iivm_data([n_obs, dim_x, …])

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

datasets.make_plr_turrell2018([n_obs, …])

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

datasets.make_pliv_multiway_cluster_CKMS2019([…])

Generates data from a partially linear IV regression model with multiway cluster sample used in Chiang et al. (2019).