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DESCRIPTION
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Package: crossfit
Type: Package
Title: Double/Debiased Machine Learning
Version: 0.1.0
Author: Thomas Covert, Yixin Sun, and Richard Sweeney
Maintenance: ysun9@chicagobooth.edu
Description: An implementation of double/debiased machine learning method
(Chernozhukov et al.2018)to remove regularization bias and
overfitting in estimating parameters of interest.This method has two
critical contributions:
1. The use of cross-fitting to efficiently split the sample.
2. Identifying parameters using Neyman-orthogonal moments, which are
less sensitive to errors in estimating nuisance parameters.
Here, we introduce select machine learning techniques that
can be applied for causal inference in this framework.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Imports:
magrittr,
tibble,
purrr,
stats,
furrr,
future,
dplyr,
stringr,
Formula,
modelr,
grf