Recover linear regression results
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Description
I would like to know if it is possible to recover the estimates of a simple linear regression.
I would have thought that fitting a LinearDML algorithm with (1) LinearRegression() as the model_y and model_t and (2) setting cv = 1, would reproduce the OLS estimates.
Is this correct?
Thanks
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Research direction
The issue mentions LinearDML, LinearRegression, model_y, model_t, and cv=1; start by reading the LinearDML API and fitting behavior, then compare its outputs with an OLS fit on a small example. Done means documenting whether the estimates can be recovered and clarifying the supported approach if they cannot.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100