dml

Estimates a partial-linear average treatment effect (ATE) for a binary treatment using

cross-fitted Lasso nuisance models on high-dimensional controls.

Syntax

dml linear y x1 x2, treat(d) [folds(<int>) alpha(<num>) robust seed(<int>) noconstant]

Examples

dml linear wage educ exper tenure, treat(treated)
dml linear wage educ exper tenure, treat(treated) folds(3)
dml linear wage educ exper tenure, treat(treated) alpha(0.1)
dml linear wage educ exper tenure, treat(treated) robust
dml linear wage educ exper tenure, treat(treated) seed(42)
estat dml

See also

• Command Reference Index
• User Guide
• In-App Help System