IVDML
Double Machine Learning with Instrumental Variables and Heterogeneity
v1.0.1
·
Dec 12, 2025
·
GPL (>= 3)
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>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.0.1
Mar 9, 2026