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Economic Causal Inference Based on DML Framework: Python Implementation of Binary and Continuous Treatment Variables

2025-02-27 · Shunxin Yao

This study utilizes a simulated dataset to establish Python code for Double Machine Learning (DML) using Anaconda's Jupyter Notebook and the DML software package from GitHub. The research focuses on causal inference experiments for both binary and continuous treatment variables. The findings reveal that the DML model demonstrates relatively stable performance in calculating the Average Treatment Effect (ATE) and its robustness metrics. However, the study also highlights that the computation of Conditional Average Treatment Effect (CATE) remains a significant challenge for future DML modeling, particularly in the context of continuous treatment variables. This underscores the need for further research and development in this area to enhance the model's applicability and accuracy.

📄 PDF Abstract BibTeX arXiv:2502.19898

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Causal Inference

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Causal inference Causal inference is the process of drawing a conclusion about a causal connection based on the conditions of the occurrence of an effect. The main difference between causal…

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