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Bootstrap algorithm #98

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MalteKurz opened this issue May 10, 2021 · 0 comments · Fixed by #99
Closed

Bootstrap algorithm #98

MalteKurz opened this issue May 10, 2021 · 0 comments · Fixed by #99

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@MalteKurz
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After estimation of DoubleML models, we apply a multiplier boostrap algorithm to obtain valid simultaneous inference (see also the user guide https://docs.doubleml.org/stable/guide/sim_inf.html or https://arxiv.org/abs/2103.09603). The implementation so far is not aligned with that in case of dml_procedure='dml1' and needs to be slightly adapted.

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