gcasamat

Thank you. I will thus wait for the implementation of cluster-robust estimation. And in the meantime, I will try the 'groups' argument, as you suggest.

Thanks for your reply. I am using econml 0.14.1 and your example works fine in my setting. I have removed from my dataset categories with too few observations and the...

You can find below some input and output txt files for replicating the issue. The command I execute is: ``` java -cp /Applications/networkanalysis/networkanalysis-1.3.0.jar nl.cwts.networkanalysis.run.RunNetworkClustering -n AssociationStrength -r 50 -m 50...

Thank you. I will check carefully and tell you if I find some discrepancy.

I compared the LinearDML "strategy" described above with OLS results from StatsModels. The coefficient on my (binary) treatment variable (pro_rcs) is 4.53 with LinearDML whereas it is 0.1172 with sm.OLS...

I tried without specifying the method and obtained the same result from LinearDML : ``` point_estimate stderr zstat pvalue ci_lower ci_upper 0 4.53 0.017 267.176 0.0 4.497 4.563 ``` I...

I tried what you suggest and lineardml indeed gives results I believe in. What I want to do is to compare the outcome of a standard linear regression with the...