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The second\nstage consists of a low-dimensional local linear regression,\nreducing CATE to a function of the covariate(s) of interest.\nThe CATE estimator implemented in this package not only allows\nfor high-dimensional data, but also has the “double robustness”\nproperty: either the model for the propensity score or the\nmodels for the conditional means of the potential outcomes are\nallowed to be misspecified (but not both). 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