2 papers
econ.EM2024
Model Averaging and Double Machine Learning
Achim Ahrens, Christian B. Hansen, Mark E. Schaffer +1
This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural param…
econ.EM2022
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…