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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…

机器学习 · 统计学 2024-02-08 Matias D. Cattaneo , Jason M. Klusowski , Peter M. Tian

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…

统计方法学 · 统计学 2017-07-11 Stefan Wager , Susan Athey

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

机器学习 · 统计学 2022-06-08 Susan Athey , Guido Imbens

This paper provides a link between causal inference and machine learning techniques - specifically, Classification and Regression Trees (CART) - in observational studies where the receipt of the treatment is not randomized, but the…

机器学习 · 计算机科学 2019-05-23 Falco J. Bargagli-Stoffi , Giorgio Gnecco

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.…

其他统计学 · 统计学 2019-09-23 Jennie E. Brand , Jiahui Xu , Bernard Koch , Pablo Geraldo

A new matching method is proposed for the estimation of the average treatment effect of social policy interventions (e.g., training programs or health care measures). Given an outcome variable, a treatment and a set of pre-treatment…

统计理论 · 数学 2007-06-13 Stefano Iacus , Giuseppe Porro

We develop a theoretical framework for the analysis of oblique decision trees, where the splits at each decision node occur at linear combinations of the covariates (as opposed to conventional tree constructions that force axis-aligned…

统计理论 · 数学 2023-09-01 Matias D. Cattaneo , Rajita Chandak , Jason M. Klusowski

We study various types of consistency of honest decision trees and random forests in the regression setting. In contrast to related literature, our proofs are elementary and follow the classical arguments used for smoothing methods. Under…

统计方法学 · 统计学 2026-05-21 Martin Bladt , Rasmus Frigaard Lemvig

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…

计量经济学 · 经济学 2024-08-05 Patrick Rehill

The identification of heterogeneous treatment effects (HTE) across subgroups is of significant interest in clinical trial analysis. Several state-of-the-art HTE estimation methods, including causal forests, apply recursive partitioning for…

统计方法学 · 统计学 2025-06-10 Vik Shirvaikar , Andrea Storås , Xi Lin , Chris Holmes

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

统计方法学 · 统计学 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

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…

机器学习 · 计算机科学 2024-08-28 Chan Hsu , Jun-Ting Wu , Yihuang Kang

We propose Causal Interaction Trees for identifying subgroups of participants that have enhanced treatment effects using observational data. We extend the Classification and Regression Tree algorithm by using splitting criteria that focus…

统计方法学 · 统计学 2021-12-08 Jiabei Yang , Issa J. Dahabreh , Jon A. Steingrimsson

Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects. This paper gives an accessible tutorial demonstrating the use of the causal forest algorithm, available in the R package grf. We start with a…

应用统计 · 统计学 2024-12-17 Erik Sverdrup , Maria Petukhova , Stefan Wager

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…

统计方法学 · 统计学 2023-03-01 Yifan Cui , Michael R. Kosorok , Erik Sverdrup , Stefan Wager , Ruoqing Zhu

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…

机器学习 · 统计学 2023-08-08 Clément Bénard , Julie Josse

Fixed effects models are very flexible because they do not make assumptions on the distribution of effects and can also be used if the heterogeneity component is correlated with explanatory variables. A disadvantage is the large number of…

统计方法学 · 统计学 2015-12-17 Moritz Berger , Gerhard Tutz

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…

统计方法学 · 统计学 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…

计量经济学 · 经济学 2019-07-08 Michael Lechner

Decision trees are powerful machine learning algorithms, widely used in fields such as economics and medicine for their simplicity and interpretability. However, decision trees such as CART are prone to overfitting, especially when grown…

机器学习 · 统计学 2026-01-13 Likun Zhang , Wei Ma
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