Flexible machine learning estimation of conditional average treatment effects: a blessing and a curse
灵活机器学习估计条件平均处理效应:优势与隐患
Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML methods were developed to estimate the conditional average treatment effect (CATE). If the features at hand cannot explain all heterogeneity, the individual treatment effects (ITEs) can seriously deviate from the CATE. In this work, we…