Post Double Selection with Double Machine Learning

Implements post double selection using double machine learning, see Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, Newey, Robins (2017) , for various models, using several back ends. Allows the user flexibility in specifying their own methods for estimation.


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install.packages("postDoubleR")

1.4.12 by Juraj Szitás, 10 months ago


https://github.com/JSzitas/postDoubleR


Report a bug at https://github.com/JSzitas/postDoubleR/issues


Browse source code at https://github.com/cran/postDoubleR


Authors: Juraj Szitás [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports glmnet, grf, neuralnet, progress, ggplot2, stats, parallel, doParallel

Suggests testthat, knitr, rmarkdown


See at CRAN