Bridging Structural Causal Inference and Machine Learning The S-DIDML Estimator for Heterogeneous Treatment Effects
连接结构因果推断与机器学习:异质性处理效应的 S-DIDML 估计量
In response to the increasing complexity of policy environments and the proliferation of high-dimensional data, this paper introduces the S-DIDML estimator a framework grounded in structure and semiparametrically flexible for causal inference. By embedding Difference-in-Differences (DID) logic within a Double Machine Learning (DML) architecture, the S-DIDML approach combines the strengths of temporal identification, machine learning-based nuisance adjustment, and…