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Published 20 hours ago • verified publisher icon crflynn

ATE+Clustering

Open juamiji1 opened this issue 4 years ago • 4 comments

Hey! two questions:

  1. is there an analogous function to average_treatment_effect() in R?
  2. Does GRFForestCausalRegressor allows clustering?

Thanks!

juamiji1 avatar Dec 01 '21 17:12 juamiji1

  1. No, not yet.
  2. It should! The fit params should allow you to pass a cluster array. ref

crflynn avatar Dec 01 '21 21:12 crflynn

Thanks for answering!

  1. is there a way you recommend to calculate it in a setup with observational data?

juamiji1 avatar Dec 06 '21 15:12 juamiji1

I don't have a recommendation. The best thing would be to port the implementation from R into python, which lives here: https://github.com/grf-labs/grf/blob/ad1b781f2a9dec120eb6e5c03e6e111556f81ada/r-package/grf/R/average_treatment_effect.R

crflynn avatar Dec 06 '21 17:12 crflynn

If you are in a setting with binary W you can have a look at the first expression for Gamma https://grf-labs.github.io/grf/articles/muhats.html to understand what the code above is doing. If you have clusters specified you'd want to adjust your sample std. of Gamma for that.

erikcs avatar Dec 12 '21 23:12 erikcs