The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

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>.

Version: 1.0.0
Imports: mgcv, ranger, stats, xgboost
Suggests: testthat (≥ 3.0.0)
Published: 2025-03-11
DOI: 10.32614/CRAN.package.IVDML
Author: Cyrill Scheidegger ORCID iD [aut, cre, cph]
Maintainer: Cyrill Scheidegger <cyrill.scheidegger at stat.math.ethz.ch>
License: GPL (≥ 3)
URL: https://github.com/cyrillsch/IVDML
NeedsCompilation: no
Materials: README NEWS
CRAN checks: IVDML results

Documentation:

Reference manual: IVDML.pdf

Downloads:

Package source: IVDML_1.0.0.tar.gz
Windows binaries: r-devel: IVDML_1.0.0.zip, r-release: IVDML_1.0.0.zip, r-oldrel: IVDML_1.0.0.zip
macOS binaries: r-devel (arm64): IVDML_1.0.0.tgz, r-release (arm64): IVDML_1.0.0.tgz, r-oldrel (arm64): IVDML_1.0.0.tgz, r-devel (x86_64): IVDML_1.0.0.tgz, r-release (x86_64): IVDML_1.0.0.tgz, r-oldrel (x86_64): IVDML_1.0.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=IVDML to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.