py-why / py-why/EconML

Can Treatment(T) itself be Effect Modifier(X) in DML estimators?

Open
#675 2 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

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

Description

Hi there, thanks for your great job for creating this awesome package. I've been learning sample notebooks. It seems like CausalForestDML can catch nonparametric heterogeneity perfectly when Xs are other feature without T. My question is what if X contain T or X is T? For example theta(T) = 1*(T<10) and Y=theta(T)*T+....... I've create some experimental dataset, CausalForestDML performs poorly at this situation. My guess is since X can perfectly predict T, so T residual will be 0 at the first stage of DML, so maybe DML is not a good choice. If that's true, what are the alternative estimators that can handle this problem?

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.

Research direction

The issue names CausalForestDML and DML but no source file, test, or entry point. Start by reproducing the reported experimental dataset and examining the first-stage treatment residuals; done would require a documented determination of whether treatment can also serve as an effect modifier and which estimator, if any, supports that case.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.