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高分辨率治疗效果估计:用改进的因果森林揭示效应异质性

High Resolution Treatment Effects Estimation: Uncovering Effect Heterogeneities with the Modified Causal Forest.

作者信息

Bodory Hugo, Busshoff Hannah, Lechner Michael

机构信息

Vice-President's Board (Research & Faculty), University of St. Gallen, Dufourstrasse 50, 9000 St. Gallen, Switzerland.

Swiss Institute for Empirical Research, University of St. Gallen, Varnbüelstrasse 14, 9000 St. Gallen, Switzerland.

出版信息

Entropy (Basel). 2022 Jul 28;24(8):1039. doi: 10.3390/e24081039.

Abstract

There is great demand for inferring causal effect heterogeneity and for open-source statistical software, which is readily available for practitioners. The mcf package is an open-source Python package that implements Modified Causal Forest (mcf), a causal machine learner. We replicate three well-known studies in the fields of epidemiology, medicine, and labor economics to demonstrate that our mcf package produces aggregate treatment effects, which align with previous results, and in addition, provides novel insights on causal effect heterogeneity. For all resolutions of treatment effects estimation, which can be identified, the mcf package provides inference. We conclude that the mcf constitutes a practical and extensive tool for a modern causal heterogeneous effects analysis.

摘要

推断因果效应异质性以及获取开源统计软件的需求很大,这些软件可供从业者随时使用。mcf包是一个开源的Python包,它实现了一种因果机器学习方法——修正因果森林(mcf)。我们复制了流行病学、医学和劳动经济学领域的三项著名研究,以证明我们的mcf包能够产生总体治疗效果,这与之前的结果一致,此外,还能提供关于因果效应异质性的新见解。对于所有可识别的治疗效果估计分辨率,mcf包都能提供推断。我们得出结论,mcf构成了一个用于现代因果异质性效应分析的实用且广泛的工具。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/5361/9407165/29ac7c83ae8b/entropy-24-01039-g001.jpg

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