DoubleML / DoubleML/doubleml-for-r
Calculating RMSE using D and Y nuisance model residuals
Open
- 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
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.
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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