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Fixes #1501

Open mollyow opened this issue 6 months ago • 0 comments

This PR is about a method proposed in the tutorial, Evaluating a causal forest fit.

One heuristic method to detect heterogeneity described in the tutorial over-rejects under the null, I believe due to the winner's curse. (The same model is used to determine subgroups and implement estimation). Cross-fitting resolves this problem, and I have proposed a small modification to the tutorial that provides this suggestion in this pull-request.

mollyow avatar Jun 19 '25 22:06 mollyow