Double Machine Learning
Overview
1
Installing DDML and Python Engine
1.1
Install DDML
1.2
Install Python
1.2.1
Step 1: Check for Python
1.2.2
Step 2: Download Python
1.2.3
Another Option
1.3
Connect Python to Stata
1.4
Test
1.5
Install
scikit-learn
2
Partial Linear Model
2.1
Assumptions
2.2
Explore the data
2.3
Initiate the model
2.4
Set and train your model
2.5
Crossfitting/Cross-Validation
2.6
Estimation
3
Interactive Model
3.1
Assumptions
3.2
Explore the data
3.3
Initiate the model
3.4
Set your models
3.5
Crossfitting/Cross-Validation
3.6
Estimation
4
Training Example Revisited
4.1
Doubly Robust Estimator
4.2
DDML Estimator
4.3
Trimming
References
Published with bookdown
Double Machine Learning
Double Machine Learning
Samuel Rowe adapted from Huber (2023) and Ahrens (2026)
2026-03-01
Overview
Topics:
Setting up DDML and Python
Partial Linear Model
Interactive Model
Training Example Revisited