Calculating RMSE using D and Y nuisance model residuals
gzhelev2020 opened this issue · 0 comments
gzhelev2020 commented
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