CERFIT (Q106550)
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Causal Effect Random Forest of Interaction Trees
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | CERFIT |
Causal Effect Random Forest of Interaction Trees |
Statements
expanded from: GPL (≥ 2) (English)
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Luo Li
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Juanjuan Fan
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Joshua Moffat
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7 May 2026
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Fits a Causal Effect Random Forest of Interaction Trees (CERFIT) which is a modification of the Random Forest algorithm where each split is chosen to maximize subgroup treatment heterogeneity. Doing this allows it to estimate the individualized treatment effect for each observation in either randomized controlled trial (RCT) or observational data. For more information see L. Li, R. A. Levine, and J. Fan (2022) <doi:10.1002/sta4.457>.
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