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Apprentissage automatique double×Estimation doublement robuste (AIPW)×Effets Hétérogènes du Traitement (CATE / Méta-Apprenants)×
DomaineInférence causaleInférence causaleInférence causale
FamilleMachine learningRegression modelRegression model
Année d'origine201820052018
Auteur d'origineVictor Chernozhukov et al.Robins & Rotnitzky; Bang & RobinsWager & Athey (causal forest); Künzel et al. (meta-learners)
TypeSemiparametric causal estimationSemiparametric causal estimatorCausal machine-learning framework
Source fondatriceChernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1–C68. DOI ↗Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗Wager, S. & Athey, S. (2018). Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. Journal of the American Statistical Association. DOI ↗
AliasDebiased Machine Learning, Neyman Orthogonal Score Estimation, Partialing-Out Lasso, Çift Makine ÖğrenmesiAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)conditional average treatment effect, CATE, meta-learners, causal forest
Apparentées355
RésuméDouble/Debiased Machine Learning (DML), introduced by Chernozhukov et al. (2018), is a semiparametric framework for estimating causal or structural parameters in the presence of high-dimensional controls. It uses flexible machine learning methods to model nuisance functions—the conditional expectations of the outcome and the treatment given covariates—and then constructs a debiased estimator of the target parameter that achieves root-n consistency and valid inference despite the regularization bias inherent in high-dimensional settings.Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.Heterogeneous Treatment Effects is a machine-learning framework that estimates how a treatment effect varies across individuals — the conditional average treatment effect (CATE). It bundles meta-learner strategies such as the T-Learner, S-Learner, X-Learner and R-Learner alongside the causal forest of Wager and Athey (2018) and Künzel et al. (2019).
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ScholarGateComparer des méthodes: Double Machine Learning · Doubly Robust Estimation · Heterogeneous Treatment Effects. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare