Denoised IPW-Lasso for Heterogeneous Treatment Effect Estimation in Randomized Experiments
随机实验异质性处理效应估计的去噪IPW-Lasso方法
This paper proposes a new method for estimating conditional average treatment effects (CATE) in randomized experiments. We adopt inverse probability weighting (IPW) for identification; however, IPW-transformed outcomes are known to be noisy, even when true propensity scores are used. To address this issue, we introduce a noise reduction procedure and estimate a linear CATE model using Lasso, achieving both accuracy and interpretability. We theoretically show that denoising…