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Published 20 hours ago • verified publisher icon py-why

Recover linear regression results

Open gcasamat opened this issue 4 years ago • 10 comments

I would like to know if it is possible to recover the estimates of a simple linear regression. I would have thought that fitting a LinearDML algorithm with (1) LinearRegression() as the model_y and model_t and (2) setting cv = 1, would reproduce the OLS estimates. Is this correct? Thanks

gcasamat avatar Feb 06 '21 17:02 gcasamat