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https://github.com/doubleml/doublemlreplicationcode
Replication of Simulations in Bach et al. (2024) - DoubleML - An Object-Oriented Implementation of Double Machine Learning in R, https://doi.org/10.18637/jss.v108.i03
https://github.com/doubleml/doublemlreplicationcode
causalml doubleml machine-learning python r simulation
Last synced: 2 months ago
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Replication of Simulations in Bach et al. (2024) - DoubleML - An Object-Oriented Implementation of Double Machine Learning in R, https://doi.org/10.18637/jss.v108.i03
- Host: GitHub
- URL: https://github.com/doubleml/doublemlreplicationcode
- Owner: DoubleML
- License: other
- Created: 2021-07-27T12:54:07.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2024-06-05T19:16:47.000Z (8 months ago)
- Last Synced: 2024-06-06T13:23:46.260Z (8 months ago)
- Topics: causalml, doubleml, machine-learning, python, r, simulation
- Language: R
- Homepage: https://arxiv.org/abs/2103.09603
- Size: 1.05 MB
- Stars: 7
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.Rmd
- License: LICENSE
Awesome Lists containing this project
README
---
title: "Replication of Simulations in Bach et al. (forthcoming) - DoubleML - An Object-Oriented Implementation of Double Machine Learning in R"
author: "Philipp Bach"
date: "`r format(Sys.Date(), format='%b %d, %Y')`"
output: github_document
---
In this repository, we list and automatically run the simulation examples presented in [Bach et al. (forthcoming)](https://arxiv.org/abs/2103.09603)
## Files for Replication of Figures and Results in DoubleML Package Vignette
The examples and results from the paper *DoubleML - An Object-Oriented Implementation of Double Machine Learning in R* can be reproduced with the R files listed in the following:
1. Section 4: *Basic idea and key ingredients of double machine learning* - Code for replication of simulation examples
+ `examples_failure_n_500_p_20.R`
2. Section 7.8: *A short simulation study* - Code for replication of simulation results
+ Cross-fitting: `examples_failure_n_500_p_20.R`
+ PLR: `sim_plr.R`
+ PLIV: `sim_plivX.R`
+ IRM: `sim_irm.R`
+ IIVM: `sim_IIVM.R`
+ Merging plots: `merge_plots.R`
+ Simultaneous inference: `sim_siminf.R`
3. Code chunks: The reproducible code contained in the code chunks is available via
+ `doubleml_codechunks.R`
+ *Note*: The code in `doubleml_codechunks.R` has been automatically produced from the manuscript (`.Rmd`) using `knitr::purl()`, see also Chapter 3.4 of *Xi et al. (2020)*
All data sets and DGPs used in the paper can be replicated via corresponding functions as provided in the `DoubleML` package. The required function calls are contained in the code chunks of the paper. The API documentation is available via https://docs.doubleml.org/r/stable/reference/index.html.
The current development version of `DoubleML` is available via the GitHub repository at https://github.com/DoubleML/doubleml-for-r. The stable version can be downloaded from CRAN https://cran.r-project.org/web/packages/DoubleML/index.html.
In case you have any questions, do not hesitate to contact [email protected]
## Citation
If you use the DoubleML package a citation is highly appreciated:
Bach, P., Chernozhukov, V., Kurz, M. S., Spindler, M., and Klaassen, S. (2021), DoubleML - An Object-Oriented Implementation of Double Machine Learning in R, arXiv:2103.09603.
```
@misc{DoubleML2021R,
title={{DoubleML} -- {A}n Object-Oriented Implementation of Double Machine Learning in {R}},
author={P. Bach and V. Chernozhukov and M. S. Kurz and M. Spindler and S. Klaassen},
year={2021},
eprint={2103.09603},
archivePrefix={arXiv},
primaryClass={stat.ML},
note={arXiv:\href{https://arxiv.org/abs/2103.09603}{2103.09603} [stat.ML]}
}
```
## Issues, Problems, Bugs
Please report problems and bugs as [an issue in this repository.](https://github.com/PhilippBach/DoubleMLReplicationCode/issues)
## Acknowledgements
We would like to thank Simon Couch for providing [a detailed blogpost on how to use GitHub Actions for running R scripts.]( https://blog--simonpcouch.netlify.app/blog/r-github-actions-commit/). This blogpost was used to set up the GitHub Actions used for automated replication of the simulation results.
## References
Bach, P., Chernozhukov, V., Kurz, M. S., Spindler, M. and Klaassen, S. (2021), DoubleML - An Object-Oriented Implementation of Double Machine Learning in R, arXiv:2104.03220.
Xie, Y., Dervieux, C., & Riederer, E. (2020). R markdown cookbook. CRC Press.