The app illustrates the importance of the three key ingredients of the Double Machine Learning (DML) approach by Chernozhukov et al. (2018). The simulation setting is based on Chernozhukov et al. (2018) and the Basics Chapter of the DoubleML User Guide.
- Open R/RStudio,
- Install shiny in case you don't have it via
install.packages("shiny")
- Type
shiny::runGitHub("BasicsDML", "DoubleML")
Please let us know about bugs or potential improvements by contacting @PhilippBach.
Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W. and Robins, J. (2018), Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21: C1-C68. doi:10.1111/ectj.12097.