-
Notifications
You must be signed in to change notification settings - Fork 26
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
[Feature Request]: Classification Learner for ml_l
#185
Comments
Hello @simonschoe , thanks for opening this issue and apologies for the late response. To which of the causal models does your feature request apply? Could you maybe give a brief example? |
Sorry, there was a typo in the initial issue description. Essentially, I was trying to implement a generalized linear model (logit/poisson) on the first and second stage. What I realized is: Say my treatment |
Thank you! Indeed, there is a paper (and code) available for logistic regression with Double Machine Learning. However, we haven't had time to implement it yet: https://arxiv.org/abs/2009.14461 We have the model on the list of our planned extensions, but it's hard to say when this will be implemented. In case you want to contribute it, feel free to have a look at https://github.com/DoubleML/doubleml-for-r/blob/main/CONTRIBUTING.md Otherwise I think we only have the regression learner for the outcome variable right now. I'm not sure, if the PLR would work with a classifier for the main regression, but maybe you could test it in some simulation... Technically, I think it would be only necessary to adjust this line of code to also accept classifiers for doubleml-for-r/R/double_ml_plr.R Line 179 in ba452ab
|
l_lm
l_l
l_l
ml_l
In case |
Describe the feature you want to propose or implement
Currently,
ml_m
allows for a classfication learner whileml_l
does not. What is the rationale behind this choice? It could easily be the case that both the treatmentD
and the outcomeY
are binary variables in which case it is desirable to use classification learners on both stages.Propose a possible solution or implementation
No response
Did you consider alternatives to the proposed solution. If yes, please describe
No response
Comments, context or references
No response
The text was updated successfully, but these errors were encountered: