Machine Learning, Causal Inference, Data Science, Deep Dives, Notes From Industry.
introduce overfit and result in bias — to counteract this, I’ll split my data into 2 halves. I’ll use one half of the data for fitting the auxiliary models, and then use the models to residualize log(p) and log(q) in the other half. Then I can measure causal elasticity in the latter data set. Rinse