返回
Double machine learning-based programme evaluation under unconfoundedness
DOI:10.1093/ectj/utac015.png)
摘要
En 中文
This paper reviews, applies, and extends recently proposed methods based on double machine learning (DML) with a focus on programme evaluation under unconfoundedness. DML-based methods leverage flexible prediction models to adjust for confounding variables in the estimation of (a) standard average effects, (b) different forms of heterogeneous effects, and (c) optimal treatment assignment rules. An evaluation of multiple programmes of the Swiss Active Labour Market Policy illustrates how DML-based methods enable a comprehensive programme evaluation. Motivated by extreme individualised treatment effect estimates of the DR-learner, we propose the normalised DR-learner (NDR-learner) to address this issue. The NDR-learner acknowledges that individualised effect estimates can be stabilised by an individualised normalisation of inverse probability weights.
Keyword:
Causal machine learning
conditional average treatment effects
DR-learner
individualised treatment rules
multiple treatments
policy learning
期刊
IF:
7
论文数:
565
被引数:
2.3K
机构
暂无机构信息
引用论文
Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice谁应该被治疗?治疗选择的经验福利最大化方法
ECONOMETRICA
IF7.1
Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence异质因果效应的机器学习估计: 经验蒙特卡洛证据
A Simple Method for Estimating Interactions Between a Treatment and a Large Number of Covariates一种用于估计治疗与大量协变量之间相互作用的简单方法

