Double Machine Learning with Instrumental Variables and Heterogeneity
Compute Bandwidth Using the Normal Reference Rule
Extract Treatment Effect Estimate from an IVDML Object
Fitting Double Machine Learning Models with Instrumental Variables and...
IVDML: Double Machine Learning with Instrumental Variables and Heterog...
Print IVDML
Compute Robust Confidence Interval for Treatment Effect in an IVDML Ob...
Compute Aggregated Robust p-Value for Treatment Effect in an IVDML Obj...
Compute Standard Error for the Treatment Effect Estimate in an IVDML O...
Compute Standard Confidence Interval for the Treatment Effect Estimate...
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>.