dml.sensemakr R package released: nonparametric DiD sensitivity analysis with DML
analisereal · x · 2026-09-17
The author announces that all the sensitivity-analysis quantities from the thread can already be estimated nonparametrically with debiased machine learning via the open-source R package dml.sensemakr, implementing the "Long Story Short: Omitted Variable Bias in Causal Machine Learning" paper (Chernozhukov, Cinelli, Newey, Sharma, Syrgkanis; Review of Economics and Statistics).
- Install dev version: devtools::installgithub("carloscinelli/dml.sensemakr"); CRAN version coming soon
- A companion tool that integrates smoothly with standard DiD packages (e.g., did) is also on the way
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