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Riesz regression

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RESEARCH · CL_21755 · May 7 · 15:02

Debiased ML: Neyman orthogonal score guides Riesz regression for better balancing

This paper proposes that balancing functions in debiased machine learning should originate from the Neyman orthogonal score, rather than solely relying on covariates. The authors argue that while covariate balancing is …