Decision Theory for the Archetype Discovery Problem
原型发现问题的决策理论
In the archetype discovery problem a researcher wants to summarize N heterogeneous policy effects of interest that vary over a discrete set of covariates. The goal is to partition the set of covariates into K<N groups -- the archetype sets -- and to provide a summary of the policy effects for each group. We use decision theory to show that, under a weighted mean-squared-error criterion, a procedure analogous to the Sorted Group Average Treatment Effects (GATES) solves the…