Recursive partitioning for heterogeneous causal effects.

ABSTRACT: In this paper we propose methods for estimating heterogeneity in causal effects in experimental and observational studies and for conducting hypothesis tests about the magnitude of differences in treatment effects across subsets of the population. We provide a data-driven approach to partition the data into subpopulations that differ in the magnitude of their treatment effects. The approach enables the construction of valid confidence intervals for treatment effects, even with many covariates relative to the sample size, and without "sparsity" assumptions. We propose an "honest" approach to estimation, whereby one sample is used to construct the partition and another to estimate treatment effects for each subpopulation. Our approach builds on regression tree methods, modified to optimize f

SUBMITTER: Athey S 

PROVIDER: S-EPMC4941430 | biostudies-literature | 2016 Jul

REPOSITORIES: biostudies-literature