NPIV

The package supports Debiased Machine Learning (DML) for the semiparametric model where the parametric part is a functional of a standard nonparametric instrumental variables (NPIV) inverse problem.

dml_npiv.DML_npiv(Y, D, Z, W[, X1, V, ...])

Debiased Machine Learning for Nonparametric Instrumental Variables (DML-npiv) class.

References

• V Chernozhukov, W K Newey, R Singh (2023). A simple and general debiased machine learning theorem with finite-sample guarantees.