Analyzing observational data from multiple sources can be useful for increasing statistical power to detect a treatment effect; however, practical constraints such as privacy considerations may restrict individual-level information sharing across data sets. This paper develops federated methods...

We introduce the package ddml for Double/Debiased Machine Learning (DDML) in Stata. Estimators of causal parameters for five different econometric models are supported, allowing for flexible estimation of causal effects of endogenous variables in settings with unknown functional forms and/or...