Heterogeneous causal effects with imperfect compliance: a Bayesian machine learning approach
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Publication:2170451
Abstract: This paper introduces an innovative Bayesian machine learning algorithm to draw interpretable inference on heterogeneous causal effects in the presence of imperfect compliance (e.g., under an irregular assignment mechanism). We show, through Monte Carlo simulations, that the proposed Bayesian Causal Forest with Instrumental Variable (BCF-IV) methodology outperforms other machine learning techniques tailored for causal inference in discovering and estimating the heterogeneous causal effects while controlling for the familywise error rate (or - less stringently - for the false discovery rate) at leaves' level. BCF-IV sheds a light on the heterogeneity of causal effects in instrumental variable scenarios and, in turn, provides the policy-makers with a relevant tool for targeted policies. Its empirical application evaluates the effects of additional funding on students' performances. The results indicate that BCF-IV could be used to enhance the effectiveness of school funding on students' performance.
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Cited in
(4)- Individualized causal mediation analysis with continuous treatment using conditional generative adversarial networks
- Exploiting Multivariate Outcomes in Bayesian Inference for Causal Effects with Noncompliance
- Impact evaluation in a multi-input multi-output setting: evidence on the effect of additional resources for schools
- Heterogeneous causal inference of corporate profitability using two-scale distributional nearest neighbor estimation
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