Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest
This work addresses the statistical inference problem for heterogeneous treatment effects, which is important for fields like economics and medicine, but it appears incremental as it combines and extends prior methods.
The paper tackles the problem of estimating heterogeneous treatment effects by proposing a new method called quantile local linear causal tree (QLPRT) and forest (QLPRF), which builds on existing causal tree and random forest approaches to achieve constructible confidence intervals and asymptotic normality properties.
To further develop the statistical inference problem for heterogeneous treatment effects, this paper builds on Breiman's (2001) random forest tree (RFT)and Wager et al.'s (2018) causal tree to parameterize the nonparametric problem using the excellent statistical properties of classical OLS and the division of local linear intervals based on covariate quantile points, while preserving the random forest trees with the advantages of constructible confidence intervals and asymptotic normality properties [Athey and Imbens (2016),Efron (2014),Wager et al.(2014)\citep{wager2014asymptotic}], we propose a decision tree using quantile classification according to fixed rules combined with polynomial estimation of local samples, which we call the quantile local linear causal tree (QLPRT) and forest (QLPRF).