dml
Estimates causal treatment effects under selection on observables using double/debiased machine learning with cross-fitting for PLR, IRM, PLIV, and IIVM models.
Instructions
Double/debiased machine learning (Chernozhukov et al. 2018) with cross-fitting: partially linear (plr), interactive (irm, binary treatment), and the IV versions (pliv, iivm). Treatment effect under selection on observables with flexible nuisance models. Validation: certified evidence with scoped limitations. Known limitations: external_predictions, store_oof, and observation_ids are Python-only and absent from JSON/MCP inputs; external records accept no dict, JSON string, or file path; store_oof=True retains individual-level records for get_oof() and get_residuals() in memory only; ordinary serialization omits them; Retained IRM needs at least 10 rows per treatment arm in each training fold or raises DataInsufficient instead of fallback; internal explicit fold_indices require n_rep=1, while external repeated IRM records are allowed when the explicit partition is equivalent for every repeat.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"covariates": "<covariates>",
"treat": "<treat>",
"y": "<y>"
},
"name": "dml"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| y | Yes | Outcome column. | |
| model | No | plr | |
| treat | Yes | Treatment column. | |
| detail | No | Payload depth; agent is the fullest. | agent |
| cluster | No | Cluster column (folds and variance). | |
| data_id | No | Data handle (d_...) from load_data; replaces data_path. | |
| model_d | No | Treatment learner; irm uses its classifier. | |
| model_y | No | Outcome learner (default gbm). | |
| n_folds | No | ||
| data_csv | No | Small inline table as CSV text. | |
| as_handle | No | Cache the fit and return its result_id. | |
| data_path | No | Absolute path of a data file on the server. | |
| result_id | No | Handle of an earlier fit made with as_handle=true. | |
| covariates | Yes | Control columns. | |
| instrument | No | Instrument, pliv / iivm only. | |
| data_records | No | Small inline table as row objects. | |
| random_state | No | ||
| max_output_bytes | No | Result byte budget (default 262144; 0 = none). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||