How can I evaluate the balance of Covariates after CausalForestDML?

Open
#1,001 0 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Assessment

Difficulty
5/5
Estimated time
Over a week
Newbie friendliness
20/100
Issue type
Documentation
Clarity
Needs clarification
Activity status
Stale
Tech stack
jupyter-notebook

Research direction

Begin with the CausalForestDML entry point and the AACC and T_residual concepts named in the issue. Compare the estimator's documented behavior with balance diagnostics for weighted or matching methods; done means a project-backed explanation of whether the proposed diagnostic is appropriate.

Written by the indexing model from the issue text.

Description

In the continuous settings, it is normal to calculate the AACC between T and X, so we can know the balance of covariates after the "process".
But, how can I evaluate the balance after CausalForestDML, doesn't like weighted methods or matching methods, it seemed that causalforest didn't do anything to the samples, it just output the marginal treatment effect of every sample.
In this case, is it reasonable to calculate the AACC between T_residual and X?

Dominant language
Jupyter Notebook
Stars
4.8k
Forks
827
PR merge metrics
No merged PRs in 30d

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

More from py-why/EconML

All issues in py-why/EconML

Similar issues

More Machine Learning issues

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.