LocalizedDebiasedMachineLearning

Replication code for "Localized Debiased Machine Learning: Efficient Inference on Quantile Treatment Effects and Beyond"

• https://arxiv.org/abs/1912.12945

To produce Figure 2, run simulations.R

To produce Tables 1 and 2 and Figure 3, run 401.R

The dataset is taken from here: https://github.com/VC2015/DMLonGitHub/blob/master/sipp1991.dta