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Calculating RMSE using D and Y nuisance model residuals

Open gzhelev2020 opened this issue 4 years ago • 0 comments

does the DoublML package have the option to output the residuals of the nuisance models, for example when computing RMSE for predicting D and Y, in order to compare different methods for estimating them. Maybe there is an existing code example somehwere that I couldn't find.

thank you

gzhelev2020 avatar Aug 09 '21 19:08 gzhelev2020