Package: IVDML 1.0.1

IVDML: Double Machine Learning with Instrumental Variables and Heterogeneity

Instrumental variable (IV) estimators for homogeneous and heterogeneous treatment effects with efficient machine learning instruments. The estimators are based on double/debiased machine learning allowing for nonlinear and potentially high-dimensional control variables. Details can be found in Scheidegger, Guo and Bühlmann (2025) "Inference for heterogeneous treatment effects with efficient instruments and machine learning" <doi:10.48550/arXiv.2503.03530>.

Authors:Cyrill Scheidegger [aut, cre, cph]