Double Machine Learning for Conditional Moment Restrictions: IV Regression, Proximal Causal Learning and Beyond
条件矩限制的双重机器学习：工具变量回归、近端因果学习及拓展
Solving conditional moment restrictions (CMRs) is a key problem considered in statistics, causal inference, and econometrics, where the aim is to solve for a function of interest that satisfies some conditional moment equalities. Specifically, many techniques for causal inference, such as instrumental variable (IV) regression and proximal causal learning (PCL), are CMR problems. Most CMR estimators use a two-stage approach, where the first-stage estimation is directly…