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Calculating RMSE using D and Y nuisance model residuals #121

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gzhelev2020 opened this issue Aug 9, 2021 · 0 comments
Open

Calculating RMSE using D and Y nuisance model residuals #121

gzhelev2020 opened this issue Aug 9, 2021 · 0 comments

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@gzhelev2020
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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

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