DoubleML / DoubleML/doubleml-for-r

Calculating RMSE using D and Y nuisance model residuals

Open
#121 1 comment 0 reactions 0 assignees View on GitHub
Dominant language
R
Stars
169
Forks
34
Avg merge
1d 19h
Merged PRs (30d)
3

Description

does the DoublML package have the option to output the residuals of the nuisance models, for example when computing RMSE for predicting D and Y, in order to compare different methods for estimating them. Maybe there is an existing code example somehwere that I couldn't find.

thank you

Contributor guide

Open the contributing guide

Research direction

Start by reviewing the package's nuisance-model fitting and prediction interfaces to determine whether residuals from the D and Y models are already exposed. Compare the available outputs with the requested RMSE use case, then define the required API behavior and validation before implementing tests and documentation.

Written by the indexing model from the issue text.

Assessment

Tech stack
machine-learning, r
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.