Heterogeneous Treatment Effect Estimation under Noncompliance in the Illinois Workplace Wellness Study with Bayesian Tree Ensembles
贝叶斯树集成估计不依从下的异质性效应:伊利诺伊职场健康研究
Estimating varying treatment effects in randomized trials with noncompliance is inherently challenging since variation comes from two separate sources: variation in the impact itself and variation in the compliance rate. In this setting, existing flexible machine learning methods are sensitive to the weak instruments problem and can yield unstable estimates of heterogeneity when run repeatedly with different initialization or random seeds. Our main methodological…