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@@ -141,7 +141,7 @@ individuals. To keep the presentation short, we will choose a partially linear m
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3. ML Methods
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-------------
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In Step 3. we can specify the machine learning tools used for estimation of the nuisance parts.
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In Step 3., we can specify the machine learning tools used for estimation of the nuisance parts.
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We can generally choose any learner from `scikit learn <https://scikit-learn.org>`_ in Python and from the `mlr3 <https://mlr3.mlr-org.com>`_ ecosystem in R.
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There are two nuisance parts in the PLR, :math:`g_0(X)=\mathbb{E}(Y|X)` and :math:`m_0(X)=\mathbb{E}(D|X)`.
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6. Inference
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------------
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In Step 6. we can perform further inference methods and finally interpret our findings. For example, we can set up confidence intervals
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In Step 6., we can perform further inference methods and finally interpret our findings. For example, we can set up confidence intervals
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or, in case multiple causal parameters are estimated, adjust the analysis for multiple testing. :ref:`DoubleML <doubleml_package>`
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supports various approaches to perform :ref:`valid simultaneous inference <sim_inf>`
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which are partly based on a multiplier bootstrap.
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# Simultaneous confidence bands
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dml_plr_forest$confint(joint = TRUE)
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7. Sensitivity Analysis
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------------------------
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In Step 7., we can analyze the sensitivity of the estimated parameters. In the :ref:`plr-model` the causal interpretation
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relies on conditional exogeneity, which requires to control for confounding variables. The :ref:`DoubleML <doubleml_package>` python package
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implements :ref:`sensitivity` with respect to omitted confounders.
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Analyzing the sensitivity of the intent-to-treat effect in the 401(k) example, we find that the effect remains positive even after adjusting for
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omitted confounders with a lower bound of :math:`$4,611` for the point estimate and :math:`$2,359` including statistical uncertainty.
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