Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
This article investigates double/debiased machine learning (DML) under multiway clustered sampling environments. We propose a novel multiway cross-fitting algorithm and a multiway DML estimator based on this algorithm. We also develop a multiway cluster robust standard error formula. Simulations indicate that the proposed procedure has favorable finite sample performance. Applying the proposed method to market share data for demand analysis, we obtain larger two-way cluster robust standard errors for the price coefficient than nonrobust ones in the demand model.