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Machine learning methods for estimating treatment effect heterogeneity promise greater flexibility than existing methods that test a few pre-specified hypotheses. However, one problem these methods can have is that it can be challenging to…

Econometrics · Economics 2024-08-05 Patrick Rehill

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,…

Methodology · Statistics 2021-12-02 Falco J. Bargagli-Stoffi , Kristof De-Witte , Giorgio Gnecco

We propose a computationally efficient alternative to generalized random forests (GRFs) for estimating heterogeneous effects in large dimensions. While GRFs rely on a gradient-based splitting criterion, which in large dimensions is…

Machine Learning · Statistics 2025-06-18 David Fleischer , David A. Stephens , Archer Y. Yang

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

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

We introduce canonical correlation forests (CCFs), a new decision tree ensemble method for classification and regression. Individual canonical correlation trees are binary decision trees with hyperplane splits based on local canonical…

Machine Learning · Statistics 2017-08-10 Tom Rainforth , Frank Wood

Uncovering causal effects in multiple treatment setting at various levels of granularity provides substantial value to decision makers. Comprehensive machine learning approaches to causal effect estimation allow to use a single causal…

Econometrics · Economics 2025-02-17 Michael Lechner , Jana Mareckova

Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent…

Machine Learning · Statistics 2022-09-16 Nikolay Krantsevich , Jingyu He , P. Richard Hahn

Average and conditional treatment effects are fundamental causal quantities used to evaluate the effectiveness of treatments in various critical applications, including clinical settings and policy-making. Beyond the gold-standard…

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

Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…

Machine Learning · Statistics 2022-06-23 Michael C. Burkhart , Gabriel Ruiz

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

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

I propose a quantile-based nonadditive fixed effects panel model to study heterogeneous causal effects. Similar to standard fixed effects (FE) model, my model allows arbitrary dependence between regressors and unobserved heterogeneity, but…

Econometrics · Economics 2025-12-11 Xin Liu

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in…

Machine Learning · Statistics 2023-08-08 Clément Bénard , Julie Josse

This paper studies the task of estimating heterogeneous treatment effects in causal panel data models, in the presence of covariate effects. We propose a novel Covariate-Adjusted Deep Causal Learning (CoDEAL) for panel data models, that…

Machine Learning · Statistics 2025-05-28 Guanhao Zhou , Yuefeng Han , Xiufan Yu

We demonstrate how Hahn et al.'s Bayesian Causal Forests model (BCF) can be used to estimate conditional average treatment effects for the longitudinal dataset in the 2022 American Causal Inference Conference Data Challenge. Unfortunately,…

Applications · Statistics 2023-05-15 Ajinkya H. Kokandakar , Hyunseung Kang , Sameer K. Deshpande

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

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