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>.
