Doubts about structural equation of DML
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Description
Hi, I have some doubts about structural equation of DML.
In EconML , structural equation of DML like this :
But in the Robinsons or Chernozhukov paper, structural equation of DML like this :
Are the two equivalent?
By the way , I found another implementation of DML (https://docs.doubleml.org/stable/guide/algorithms.html#algorithm-dml1)
Their algorithm for estimating ATE is as follows :
Can you explain the difference between them and you, I hope to get your reply as soon as possible, thank you .
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Research direction
The issue names no repository file or test. Start by comparing EconML’s displayed structural equation with the Robinson and Chernozhukov papers and the linked DoubleML DML1 algorithm. Done would be a clear, maintained explanation of whether the formulations are equivalent and how their ATE procedures differ.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Documentation
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 15/100