A Double Machine Learning Approach to Combining Experimental and Observational Data
结合实验与观察数据的双重机器学习方法
Experimental and observational studies often lack validity due to untestable assumptions. We propose a double machine learning approach to combine experimental and observational studies, allowing practitioners to test for assumption violations and estimate treatment effects consistently. Our framework proposes a falsification test for external validity and ignorability under milder assumptions. We provide consistent treatment effect estimators even when one of the…