文章基本信息

标题：Recursive partitioning for heterogeneous causal effects
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作者：Susan Athey ; Guido Imbens
期刊名称：Proceedings of the National Academy of Sciences
印刷版ISSN：0027-8424
电子版ISSN：1091-6490
出版年度：2016
卷号：113
期号：27
页码：7353-7360
DOI：10.1073/pnas.1510489113
语种：English
出版社：The National Academy of Sciences of the United States of America
摘要：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 for goodness of fit in treatment effects and to account for honest estimation. Our model selection criterion anticipates that bias will be eliminated by honest estimation and also accounts for the effect of making additional splits on the variance of treatment effect estimates within each subpopulation. We address the challenge that the “ground truth” for a causal effect is not observed for any individual unit, so that standard approaches to cross-validation must be modified. Through a simulation study, we show that for our preferred method honest estimation results in nominal coverage for 90% confidence intervals, whereas coverage ranges between 74% and 84% for nonhonest approaches. Honest estimation requires estimating the model with a smaller sample size; the cost in terms of mean squared error of treatment effects for our preferred method ranges between 7–22%.
关键词：heterogeneous treatment effects ; causal inference ; cross-validation ; supervised machine learning ; potential outcomes