⟳ Репост от alex hayes
This is the clearest and most accessible introduction to DML I've ever read: arxiv.org/abs/2504.08324 Congrats to the authors @aahrens.bsky.social, @markeschaffer.bsky.social, et al on this amazing paper and great accompanying R package! I'm now DML-pilled.
An Introduction to Double/Debiased Machine LearningThis paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisance functions: objects...arxiv.org