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Machine Learning-Augmented Matching Estimator×Machine Learning-Augmented Doubly Robust Estimation (ML-DR)×
VakgebiedCausale inferentieCausale inferentie
FamilieRegression modelRegression model
Jaar van ontstaan2006–20182018
GrondleggerAbadie & Imbens (classical matching); Chernozhukov et al. (ML augmentation framework)Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, Newey & Robins
TypeCausal inference / nonparametric matchingSemiparametric causal estimator with ML nuisance
Oorspronkelijke bronChernozhukov, 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 ↗Chernozhukov, 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 ↗
AliassenML-augmented matching, ML matching estimator, high-dimensional matching estimator, data-adaptive matching estimatorML-DR, AIPW with ML, Double/Debiased ML doubly robust, DML-DR
Verwant56
SamenvattingThe machine learning-augmented matching estimator combines classical nearest-neighbor or propensity-score matching with ML algorithms — such as lasso, random forests, or gradient boosting — to select covariates, estimate propensity scores, and correct for residual bias. The result is a matching-based causal estimator that remains valid under high-dimensional confounding where traditional hand-specified matching fails.Machine learning-augmented doubly robust (ML-DR) estimation combines the classical doubly robust (AIPW) identification strategy with flexible machine learning models for the nuisance functions — the propensity score and the outcome regression. The result is a causal estimator that is consistent if either ML component is correctly specified, and that achieves valid, root-n inference even when the nuisance models are estimated with high-dimensional regularisation or nonparametric learners.
ScholarGateGegevensset
  1. v1
  2. 2 Bronnen
  3. PUBLISHED
  1. v1
  2. 2 Bronnen
  3. PUBLISHED

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ScholarGateMethoden vergelijken: Machine Learning-Augmented Matching Estimator · Machine learning-augmented doubly robust estimation. Geraadpleegd op 2026-06-17 via https://scholargate.app/nl/compare