Cluster-robust estimation
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Description
Hi,
the causal_forest function of the R grf package has a very useful option 'clusters', that allows for cluster-robust estimation.
I wonder if there is any plan to implement this feature in CausalForestDML ?
Thanks
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Research direction
Start at the CausalForestDML entry point and use the R grf causal_forest clusters option as the reference. Determine the intended cluster-robust estimation behavior, then implement and document it and add tests demonstrating that clustered inputs are handled correctly.
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Assessment
- Tech stack
- python, r
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100