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Add example on first-stage prediction error #158

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merged 6 commits into from
Jan 24, 2024
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@PhilippBach PhilippBach commented Jan 22, 2024

This PR adds a Python example on the relationship of the first-stage (ML) prediction quality and the resulting causal estimator.

It is based on the paper (motivation example) and replication code documented in https://github.com/OliverSchacht/DML-Hyperparameter-Tuning-Replication

@PhilippBach PhilippBach merged commit 68173f5 into dev Jan 24, 2024
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