DoubleML/doubleml-for-py

Calculating RMSE using D and Y nuisance model residuals

gzhelev2020 opened this issue · 0 comments

does the DoublML package have the option to output the residuals of the nuisance models, for example when computing RMSE for predicting D and Y, in order to compare different methods for estimating them. Maybe there is an existing code example somehwere that I couldn't find.

thank you