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FrancescMartiEscofetQC committed Jun 24, 2024
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Double machine learning is an ATE estimation technique, pioneered by
`Chernozhukov et al. (2016) <https://arxiv.org/abs/1608.00060>`_.
It is 'double' in the sense that it relies on two preliminary models: one for the probability of
receiving treatment given covariates (the propensity score), and one for the outcome covariates and
optionally the treatment.
receiving treatment given covariates (the propensity score), and one for the outcome given covariates and
optionally the (discrete) treatment.

Double ML is also referred to as 'debiased' ML, since the propensity score model is used to 'debias'
a naive estimator that uses the outcome model to predict the expected outcome under treatment, and under no treatment,
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