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We should test our ABC pipeline by keeping aside a single simulation to use as "data" and doing ABC to see if we can infer its parameters back.
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### Contact Details
N.J.Rahder@tilburguniversity.edu
### Is your content request related to a problem you've encountered during your research process? Please describe.
To construct a more comprehen…
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Hello,
As noted in the [EconML documentation of Orthogonal/Double ML](https://econml.azurewebsites.net/spec/estimation/dml.html), this method does the following steps and finally regress #1's resi…
ghost updated
4 years ago
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There are a number of supervised processing steps that fall outside the scope of `recipes`. Several of these appear in the WinVector package `vtreat`.
How should these steps fit into a modelling wo…
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More and more I find myself using a bizarre mixture of `lm`, `glm`, `glmnet`, `sandwich` (HC1 standard errors), and `lme4/rstanarm` (mixed models) when working with a set of models that are only sligh…
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The h2o.glm function includes a ‘standardize’ parameter that is true by default, and this standardizes continuous predictors. However, if predictors are stored as factors within the input H2OFrame, H2…
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Hi @mblondel @fabianp
I think this will be short to answer, why is the solution sometimes equal to that of sklearn, and sometimes not ?
This should be quick to reproduce, look at 1st and 3rd resu…
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Hi, I am experimenting with the great EconML package but I am having some weird results with the function CausalForestDML.
I am using the same code from [this](https://github.com/microsoft/EconML/blo…
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I have a table that the first column is a stock price sequence, and the second column is a tag that shows where the trend starts and ends, other columns are the value of many indicators (for example M…
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Here's my thoughts about milestones for the project-- I'm not stuck on these, just wanted to get them out there so we can discuss. The question is: are these the right milestones?
1. Get dataset up…