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| Podwójne uczenie maszynowe× | Estymacja podwójnie odporna (AIPW)× | |
|---|---|---|
| Dziedzina | Wnioskowanie przyczynowe | Wnioskowanie przyczynowe |
| Rodzina≠ | Machine learning | Regression model |
| Rok powstania≠ | 2018 | 2005 |
| Twórca≠ | Victor Chernozhukov et al. | Robins & Rotnitzky; Bang & Robins |
| Typ≠ | Semiparametric causal estimation | Semiparametric causal estimator |
| Źródło pierwotne≠ | 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 ↗ | 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 ↗ |
| Inne nazwy | Debiased Machine Learning, Neyman Orthogonal Score Estimation, Partialing-Out Lasso, Çift Makine Öğrenmesi | AIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW) |
| Pokrewne≠ | 3 | 5 |
| Podsumowanie≠ | Double/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. |
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