IVDML-package {IVDML}R Documentation

IVDML: Double Machine Learning with Instrumental Variables and Heterogeneity

Description

Instrumental variable (IV) estimators for homogeneous and heterogeneous treatment effects with efficient machine learning instruments. The estimators are based on double/debiased machine learning allowing for nonlinear and potentially high-dimensional control variables. Details can be found in Scheidegger, Guo and Bühlmann (2025) "Inference for heterogeneous treatment effects with efficient instruments and machine learning" doi:10.48550/arXiv.2503.03530.

Author(s)

Maintainer: Cyrill Scheidegger cyrill.scheidegger@stat.math.ethz.ch (ORCID) [copyright holder]

See Also

Useful links:


[Package IVDML version 1.0.0 Index]