Python companion to the R and Stata Double LASSO tutorials — same data, same five estimators, plus a hands-on introduction to the DoubleML library (DoubleMLPLR, DoubleMLIRM, and learner-robustness across LASSO, RandomForest, XGBoost).
Stata companion to the R Double LASSO tutorial — same data, same five estimators, replicating the Belloni-Chernozhukov-Hansen 284-control extension of Donohue and Levitt's abortion-and-crime panel with pdslasso, rlasso, and cvlasso.
Did legal abortion lower crime in the United States, as a famous 2001 study claimed? Instead of hand-picking a few control variables, we let a data-driven method choose among 284 candidates and check whether the original finding holds up. This R tutorial comes with an interactive app that runs in your web browser.