Output the intercept value in CausalForestDML
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Description
Dear EconML team,
I am recently using EconML library for my research project in materials science and I am mainly using the framework of double machine learning to estimate heterogenous treatment effects.
One thing I am doing is to estimate y values of new data by adding E[Y|X], theta(X)*(T-E[T|X]), and beta(X) together. I learned that beta(X), the intercept, is by default fitted in the final casual forest model. However, I didn't find a method belonging to CausalForestDML to output that value for different Xs.
I am wondering if the intercept is hidden somewhere and how to output that.
Thanks in advance.
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Research direction
Start at the CausalForestDML entry point and trace how the fitted final causal forest stores or computes the intercept for different X values. Determine the API change needed to expose that value, and consider how completion would verify that users can retrieve it for new data.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100