EconML, Economics, Machine Learning, Causal Inference
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At the Gretl 2021 conference there was a discussion about adding Machine Learning and
Causal Inference to Gretl. I was reading an article and it talked about EconML
(https://github.com/Microsoft/EconML) which is a python package from Microsoft that
incorporates the three. The article can be found here
https://towardsdatascience.com/causal-inference-example-elasticity-de4a3e...
Just thought I would share.
Cheers
Ryan
On Fri, 9 Jul 2021, riles(a)triton.net wrote:
At the Gretl 2021 conference there was a discussion about adding
Machine
Learning and Causal Inference to Gretl. I was reading an article and it
talked about EconML (https://github.com/Microsoft/EconML) which is a
python package from Microsoft that incorporates the three. The article
can be found here
https://towardsdatascience.com/causal-inference-example-elasticity-de4a3e...
Just thought I would share.
Aaaaah, this is _very_ interesting. Thanks for sharing!
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
Am 10.07.2021 um 11:24 schrieb Riccardo (Jack) Lucchetti:
On Fri, 9 Jul 2021, riles(a)triton.net wrote:
> At the Gretl 2021 conference there was a discussion about adding
> Machine Learning and Causal Inference to Gretl. I was reading an
> article and it talked about EconML
> (https://github.com/Microsoft/EconML) which is a python package from
> Microsoft that incorporates the three. The article can be found here
> https://towardsdatascience.com/causal-inference-example-elasticity-de4a3e...
>
>
> Just thought I would share.
Aaaaah, this is _very_ interesting. Thanks for sharing!
Yes, thanks. As we already guessed or mentioned during the conference,
the main keyword there AFAICS is double machine learning = DML.
I do think there is some hype involved, though, but this may be my bias
coming mainly from macroeconomics, where I'm skeptical about fitting
non-parametric and/or nonlinear stuff to the short time series we
typically have. But in other areas of economics of course it could be
more promising.
thanks
sven
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Riccardo (Jack) Lucchetti -
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Sven Schreiber