Average partial effect estimation using double machine learning
Published in The Annals of Statistics • Feb 1, 2026
Authors:,
Harvey Klyne
Rajen D. Shah
Abstract
Single-parameter summaries of variable effects in regression settings are desirable for ease of interpretation. However, (partially) linear models, for example, which would deliver these, may fit poorly to the data. On the other hand, an interpretable summary of the contribution of a given predictor...
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