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Causal Machine Learning with DoubleML

Estimating causal treatment effects using Double Machine Learning (DoubleML), Interactive Regression Models (IRM), and modern causal inference techniques. This project demonstrates an end-to-end workflow for estimating the causal effect of answering a Get-Out-The-Vote (GOTV) phone call on voter turnout while addressing selection bias through orthogonalization, cross-fitting, and machine learning.


Project Overview

Estimating causal effects from observational data is substantially more challenging than standard prediction tasks due to confounding and treatment selection. This project applies modern Double Machine Learning (DML) methods to estimate the causal effect of answering a GOTV phone call on voter turnout.

The analysis follows a complete causal inference workflow, including data quality assessment, balance diagnostics, overlap analysis, benchmark estimators, and DoubleML estimation using multiple machine learning learners.


Methods

The analysis implements:

  • Double Machine Learning (DoubleML)
  • Interactive Regression Models (IRM)
  • Orthogonal score estimation
  • Cross-fitting
  • Lasso nuisance learners
  • Random Forest nuisance learners
  • Average Treatment Effect (ATE)
  • Average Treatment Effect on the Treated (ATET)

Benchmark models include:

  • Naïve difference in means
  • Adjusted Ordinary Least Squares (OLS)

Workflow

  1. Data quality assessment
  2. Exploratory data analysis
  3. Covariate balance diagnostics
  4. Propensity score overlap analysis
  5. Benchmark causal estimators
  6. DoubleML-IRM estimation
  7. Comparison of causal estimates
  8. Interpretation of results

Key Visualizations

Estimated Treatment Effects

Estimated Treatment Effects

Comparison of benchmark estimators (naïve difference in means and OLS) with Double Machine Learning approaches. The results illustrate how causal effect estimates differ across identification strategies and machine learning learners.


Covariate Balance within the Called Sample

Covariate Balance

Standardized mean differences between individuals who answered the phone call and those who did not, conditional on being assigned to receive a call (Z = 1). The observed imbalance highlights the presence of treatment selection and motivates the use of Double Machine Learning instead of naïve comparisons.


Propensity Score Overlap

Propensity Score Overlap

Estimated propensity score distributions for treated and untreated individuals within the analysis sample. The substantial overlap between groups supports the overlap assumption required for valid estimation using Interactive Regression Models (IRM).


Repository Structure

causal-machine-learning-doubleml/
│
├── README.md
├── main.R
├── causal-machine-learning-report.pdf
├── LICENSE
├── .gitignore
├── data/
│   └── mobilization.RData
└── images/
    ├── estimate-comparison.png
    ├── overlap.png
    └── love-plot.png

Technologies

  • R
  • DoubleML
  • mlr3
  • glmnet
  • ranger
  • tidyverse
  • cobalt
  • ggplot2

Key Takeaways

This project demonstrates how modern machine learning methods can be combined with econometric identification strategies to estimate causal treatment effects from observational data. By combining orthogonalization, cross-fitting, and flexible nuisance models, Double Machine Learning reduces bias from high-dimensional confounding while maintaining valid statistical inference.


Report

A detailed report describing the methodology, empirical analysis, and results is included in the repository:

causal-machine-learning-report.pdf


Author

Robert Puselja

About

Estimating causal treatment effects using Double Machine Learning (DoubleML), Interactive Regression Models, and Instrumental Variables with cross-fitting and orthogonalization

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