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DOUBLE/DEBIASED MACHINE LEARNING FOR DYADIC DATA

Harold D. Chiang et al.

Econometric Theory2026https://doi.org/10.1017/s0266466625100273article
AJG 4ABDC A*
Weight
0.50

Abstract

This article presents novel methods and theories for estimation and inference about parameters in statistical models using machine learning for nuisance parameter estimation when data are dyadic. We propose a dyadic cross-fitting method to remove over-fitting biases under arbitrary dyadic dependence. Together with the use of Neyman orthogonal scores, this novel cross-fitting method enables root- n consistent estimation and inference robustly against dyadic dependence. We demonstrate its versatility by applying it to high-dimensional network formation models and reexamine the determinants of free trade agreements.

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https://doi.org/https://doi.org/10.1017/s0266466625100273

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@article{harold2026,
  title        = {{DOUBLE/DEBIASED MACHINE LEARNING FOR DYADIC DATA}},
  author       = {Harold D. Chiang et al.},
  journal      = {Econometric Theory},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1017/s0266466625100273},
}

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DOUBLE/DEBIASED MACHINE LEARNING FOR DYADIC DATA

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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