Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest

• URL: http://arxiv.org/abs/2111.15320v1
• Date: Tue, 30 Nov 2021 12:02:16 GMT
• Title: Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest
• Authors: Lai Xinglin
• Abstract summary: This paper builds on Breiman's 2001 random forest tree (RFT) and Wager et al.'s causal tree to parameterize the nonparametric problem. We propose a decision tree using quantile classification according to fixed rules combined with classical estimation of local samples, which we call the quantile local linear causal tree (QLPRT) and forest (QLPRF)
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: To further develop the statistical inference problem for heterogeneous treatment effects, this paper builds on Breiman's (2001) random forest tree (RFT)and Wager et al.'s (2018) causal tree to parameterize the nonparametric problem using the excellent statistical properties of classical OLS and the division of local linear intervals based on covariate quantile points, while preserving the random forest trees with the advantages of constructible confidence intervals and asymptotic normality properties [Athey and Imbens (2016),Efron (2014),Wager et al.(2014)\citep{wager2014asymptotic}], we propose a decision tree using quantile classification according to fixed rules combined with polynomial estimation of local samples, which we call the quantile local linear causal tree (QLPRT) and forest (QLPRF).

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