The Connection Between R-Learning and Inverse-Variance Weighting for Estimation of Heterogeneous Treatment Effects
异质性处理效应估计中 R-Learning 与逆方差加权的联系
Many methods for estimating conditional average treatment effects (CATEs) can be expressed as weighted pseudo-outcome regressions (PORs). Previous comparisons of POR techniques have paid careful attention to the choice of pseudo-outcome transformation. However, we argue that the dominant driver of performance is actually the choice of weights. For example, we point out that R-Learning implicitly performs a POR with inverse-variance weights (IVWs). In the CATE setting, IVWs…