arxivstat.MLcs.LGstat.AP2026-07-31
Analytical and Bootstrap Confidence Intervals of Double Machine Learning: Simulation studies and an application to rural-urban difference in obesity prevalence
Haozheng Xu, Siyuan Ma, Qingyan Xiang
Double Machine Learning (DML) is a popular approach for treatment effect estimation in various settings, which allows a wide range of flexible machine learning methods to be used for nuisance parameter estimation while preserving valid inference. In practice, however, applied res…