Double/Debiased/Neyman Machine Learning of Treatment Effects

S-Tier
Journal: American Economic Review
Year: 2017
Volume: 107
Issue: 5
Pages: 261-65

Authors (6)

Victor Chernozhukov (not in RePEc) Denis Chetverikov (not in RePEc) Mert Demirer (not in RePEc) Esther Duflo (not in RePEc) Christian Hansen (University of Chicago) Whitney Newey (Massachusetts Institute of Tec...)

Score contribution per author:

1.341 = (α=2.01 / 6 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Chernozhukov et al. (2016) provide a generic double/de-biased machine learning (ML) approach for obtaining valid inferential statements about focal parameters, using Neyman-orthogonal scores and cross-fitting, in settings where nuisance parameters are estimated using ML methods. In this note, we illustrate the application of this method in the context of estimating average treatment effects and average treatment effects on the treated using observational data.

Technical Details

RePEc Handle
repec:aea:aecrev:v:107:y:2017:i:5:p:261-65
Journal Field
General
Author Count
6
Added to Database
2026-01-25