Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments

no code implementations • 6 Apr 2020 • Kyle Colangelo, Ying-Ying Lee

Utilizing a kernel-based doubly robust moment function and cross-fitting, we give high-level conditions under which the nuisance function estimators do not affect the first-order large sample distribution of the DML estimators.

BIG-bench Machine Learning