Package index • ddml

Supported DDML Estimators

ddml_plm(): Estimator for the Partially Linear Regression Coefficient
ddml_pliv(): Estimator for the Partially Linear IV Coefficient
ddml_fpliv(): Estimator for the Flexible Partially Linear IV Coefficient
ddml_ate() ddml_att(): Estimator for the Average Treatment Effect
ddml_late(): Estimator for the Local Average Treatment Effect
ddml_apo(): Estimator for the Average Potential Outcome
ddml_policy(): Estimator for the Multi-Action Policy Value
ddml_attgt(): Estimator for Group-Time Average Treatment Effects

Repeated Resampling

ddml_replicate(): Replicate a DDML Estimator Across Multiple Resamples

Linear Combinations and Aggregation

lincom() print(<lincom>) print(<lincom_rep>): Linear Combinations of DDML Coefficients
lincom_weights_did(): Difference-in-Differences Aggregation Weights for lincom

Wrappers for Common (Machine) Learners

ols(): Ordinary Least Squares
mdl_glm(): Wrapper for stats::glm()
mdl_glmnet(): Wrapper for glmnet::glmnet()
mdl_ranger(): Wrapper for ranger::ranger()
mdl_xgboost(): Wrapper for xgboost::xgboost()
mdl_bigGlm(): Wrapper for glmnet::bigGlm()

Utilities

crossval(): Estimator of the Mean Squared Prediction Error Using Cross-Validation
crosspred(): Cross-Fitted Predictions Using Stacking
shortstacking(): Predictions using Short-Stacking
ensemble(): Stacking Estimator Using Combinations of Base Learners
diagnostics(): Stacking Diagnostics for DDML Estimators

Dataset

AE98: Random Subsample from the Data of Angrist & Evans (1998)