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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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