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ddml: Double/debiased machine learning in Stata
Achim Ahrens, Christian B. Hansen, Mark E. Schaffer +1
We introduce the package ddml for Double/Debiased Machine Learning (DDML) in Stata. Estimators of causal parameters for five different econometric models are supported, allowing fo…
pystacked: Stacking generalization and machine learning in Stata
Achim Ahrens, Christian B. Hansen, Mark E. Schaffer
pystacked implements stacked generalization (Wolpert, 1992) for regression and binary classification via Python's scikit-learn. Stacking combines multiple supervised machine learne…
lassopack: Model selection and prediction with regularized regression in Stata
Achim Ahrens, Christian B. Hansen, Mark E. Schaffer
This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive l…