Causal Inference, Machine Learning, Editors Pick, Bcn Causal Algo, Thoughts And Theory.
and our score function is which was provided by Robins and Rotnizsky (1995) and is neyman-orthogonal (and doubly robust), satisfying ∂𝔼ψ(W; θ₀, η)= 0. In such setting, Double Machine Learning provides an unbiased, root n-consistent estimator of the ATE and its confidence intervals (with confidence