Corpus ID: 211146323

Double/Debiased Machine Learning for Dynamic Treatment Effects

@article{Lewis2020DoubleDebiasedML,
  title={Double/Debiased Machine Learning for Dynamic Treatment Effects},
  author={Greg Lewis and Vasilis Syrgkanis},
  journal={ArXiv},
  year={2020},
  volume={abs/2002.07285}
}
We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes. We formulate the problem as a linear state space Markov process with a high dimensional state and propose an extension of the double/debiased machine learning framework to estimate the dynamic effects of treatments. Our method allows the use of arbitrary machine learning methods to control for the high dimensional state, subject… Expand

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