Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence

DOI10.1093/ECTJ/UTAA014OpenAlexW3033223912MaRDI QIDQ5083253FDOQ5083253

Authors: Michael C. Knaus, Michael Lechner, Anthony Strittmatter 

Publication date: 22 June 2022

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.13237

zbMATH Keywords

Lassoselection-on-observablesconditional average treatment effectscausal machine learningRandom ForestCausal Forest

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (10)

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• Analysing a built-in advantage in asymmetric darts contests using causal machine learning
• Evaluating individualized treatment effect predictions: a model-based perspective on discrimination and calibration assessment
• Augmented direct learning for conditional average treatment effect estimation with double robustness
• Machine Learning for Causal Inference
• Shrinkage Bayesian Causal Forests for Heterogeneous Treatment Effects Estimation
• Targeting customers under response-dependent costs

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