Fitting the data into the AIPW object with cross-fitting repeatedly to obtain multiple estimates from repetitions to avoid randomness due to splits in cross-fitting
Integer. Number of repetition of cross-fitting procedures (fit()
or stratified_fit()
see blow).
Boolean. stratified = TRUE
will use stratified_fit()
in the AIPW object to cross-fitting.
A Repeated object with repeated_estimates
(estimates
from num_reps times repetition)
$repfit(num_reps = 20, stratified = FALSE)
Chernozhukov V, Chetverikov V, Demirer M, et al (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal.