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Învățare Automată Dublă×Estimare Dublu Robustă (AIPW)×
DomeniuInferență cauzalăInferență cauzală
FamilieMachine learningRegression model
Anul apariției20182005
Autorul originalVictor Chernozhukov et al.Robins & Rotnitzky; Bang & Robins
TipSemiparametric causal estimationSemiparametric causal estimator
Sursa seminalăChernozhukov, 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 ↗
Denumiri alternativeDebiased 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)
Înrudite35
RezumatDouble/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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ScholarGateCompară metode: Double Machine Learning · Doubly Robust Estimation. Preluat la 2026-06-15 de pe https://scholargate.app/ro/compare