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We apply causal forests to a dataset derived from the National Study of Learning Mindsets, and consider resulting practical and conceptual challenges. In particular, we discuss how causal forests use estimated propensity scores to be more…

Methodology · Statistics 2019-02-21 Susan Athey , Stefan Wager

This methodological review examines the use of the causal forest method by applied researchers across 133 peer-reviewed papers. It shows that the emerging best practice relies heavily on the approach and tools created by the original…

Econometrics · Economics 2024-12-24 Patrick Rehill

Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using CART-type recursive partitioning and are often viewed as…

Statistics Theory · Mathematics 2026-03-19 Matias D. Cattaneo , Jason M. Klusowski , Ruiqi Rae Yu

Many scientific and engineering challenges -- ranging from personalized medicine to customized marketing recommendations -- require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest…

Methodology · Statistics 2017-07-11 Stefan Wager , Susan Athey

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops estimation and inference procedures for multiple treatment…

Econometrics · Economics 2022-09-09 Michael Lechner , Jana Mareckova

Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…

Machine Learning · Statistics 2024-02-08 Matias D. Cattaneo , Jason M. Klusowski , Peter M. Tian

Estimation of heterogeneous treatment effects (HTE) is of prime importance in many disciplines, ranging from personalized medicine to economics among many others. Random forests have been shown to be a flexible and powerful approach to HTE…

Methodology · Statistics 2025-10-07 Susanne Dandl , Torsten Hothorn , Heidi Seibold , Erik Sverdrup , Stefan Wager , Achim Zeileis

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner

A key challenge in estimating causal effects from observational data is handling confounding and is commonly achieved through weighting methods that balance distribution of covariates between treatment and control groups. Weighting…

Methodology · Statistics 2025-12-23 Simion De , Jared D. Huling

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…

Methodology · Statistics 2019-02-01 Louis Capitaine , Robin Genuer , Rodolphe Thiébaut

We present new insights into causal inference in the context of Heterogeneous Treatment Effects by proposing natural variants of Random Forests to estimate the key conditional distributions. To achieve this, we recast Breiman's original…

Machine Learning · Statistics 2021-02-16 Qiming Du , Gérard Biau , François Petit , Raphaël Porcher

Understanding and inferencing Heterogeneous Treatment Effects (HTE) and Conditional Average Treatment Effects (CATE) are vital for developing personalized treatment recommendations. Many state-of-the-art approaches achieve inspiring…

Machine Learning · Computer Science 2024-08-28 Chan Hsu , Jun-Ting Wu , Yihuang Kang

Individuals do not respond uniformly to treatments, events, or interventions. Sociologists routinely partition samples into subgroups to explore how the effects of treatments vary by covariates like race, gender, and socioeconomic status.…

Other Statistics · Statistics 2019-09-23 Jennie E. Brand , Jiahui Xu , Bernard Koch , Pablo Geraldo

Forest-based methods have recently gained in popularity for non-parametric treatment effect estimation. Building on this line of work, we introduce causal survival forests, which can be used to estimate heterogeneous treatment effects in a…

Methodology · Statistics 2023-03-01 Yifan Cui , Michael R. Kosorok , Erik Sverdrup , Stefan Wager , Ruoqing Zhu

In this paper we present a data-adaptive estimation procedure for estimation of average treatment effects in a time-to-event setting based on generalized random forests. In these kinds of settings, the definition of causal effect parameters…

Methodology · Statistics 2021-04-28 Helene C. W. Rytgaard , Claus T. Ekstrøm , Lars V. Kessing , Thomas A. Gerds

Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…

Computation · Statistics 2019-06-19 Taylor Pospisil , Ann B. Lee

This paper frames causal structure estimation as a machine learning task. The idea is to treat indicators of causal relationships between variables as `labels' and to exploit available data on the variables of interest to provide features…

Machine Learning · Statistics 2019-10-17 Steven M. Hill , Chris. J. Oates , Duncan A. Blythe , Sach Mukherjee

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager

To further develop the statistical inference problem for heterogeneous treatment effects, this paper builds on Breiman's (2001) random forest tree (RFT)and Wager et al.'s (2018) causal tree to parameterize the nonparametric problem using…

Econometrics · Economics 2022-03-15 Lai Xinglin
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