CATE Lasso: Conditional Average Treatment Effect Estimation with High-Dimensional Linear Regression
CATE Lasso:高维线性回归中的条件平均处理效应估计
In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two treatments conditioned on covariates. This study assumes two linear regression models between a potential outcome and covariates of the two treatments and defines CATEs as a difference between the linear regression models. Then, we propose a…