Module fit 

The shared DML driver and its result type, DmlFit.

Structs

DmlFit

A fitted DML model: estimates, standard errors and the per-repetition scores and nuisance predictions behind them.

Enums

PAdjust

Multiple-testing adjustment for DmlFit::p_adjust.

Functions

fit_model

Fit any LinearScoreModel on the given sample splits (one Vec<Fold> per repetition): for every repetition and treatment, cross-fit the nuisances, solve the DML2 score and estimate the standard error; then aggregate over repetitions.

fit_model_clustered

Fit on clustered data with explicit cluster folds (one Vec<ClusterFold> per repetition), e.g. to reproduce another implementation exactly.