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carloscinelli / sensemakr

Suite of sensitivity analysis tools for OLS
https://carloscinelli.com/sensemakr/
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Sensitivity analysis for Generalized Random Forest (GRF) or SuperLearner #51

Open adeldaoud opened 2 years ago

adeldaoud commented 2 years ago

Hi

I how one could conduct sensitivity analysis using sensemakr based on machine learning algorithm for causal inference, in particular the GRF or SuperLearner?

I see that the sensemakr function takes the estimate and SE, but it also requires the degrees of freedom (dF). In ML setting (for non-parametric models), it is unclear what dF is.

Your input is most appriciated

carloscinelli commented 2 years ago

Hi @adeldaoud we have recent theoretical results that covers sensitivity for the ATE using machine learning models, see here: https://arxiv.org/abs/2112.13398

adeldaoud commented 2 years ago

@carloscinelli ok, that sounds great. Is there a time plan for when approximately the package will be available?

carloscinelli commented 1 year ago

Hi @adeldaoud under construction but checkout https://github.com/carloscinelli/dml.sensemakr

adeldaoud commented 1 year ago

@carloscinelli thanks for letting me know, and great work! I will take a look, and report back in case needed.