Skip to main content

Module cate

Module cate 

Source
Expand description

Meta-learners for the conditional average treatment effect τ(x) = E[Y(1) − Y(0) | X = x] of a binary treatment.

learnerideareference
SLearnerone model μ(x, d); τ̂ = μ(x,1) − μ(x,0)—
TLearnerseparate μ₀, μ₁ per arm; τ̂ = μ₁ − μ₀—
XLearnerimpute individual effects, model them per arm, blend by propensityKünzel et al. (2019)
RLearnerresidual-on-residual weighted regression (Robinson decomposition)Nie & Wager (2021)
DrLearnerregress the cross-fitted AIPW pseudo-outcome on xKennedy (2023)

The R- and DR-learners cross-fit their nuisances. The DR-learner’s pseudo-outcome is a valid orthogonal signal, so it also supports inference on the CATE through CateFit::blp / CateFit::gate.

Structs§

CateFit
A fitted CATE model.
DrLearner
DR-learner (Kennedy, 2023): cross-fit ĝ₀, ĝ₁ and the propensity m̂ exactly as Irm does, form the AIPW pseudo-outcome φ = ĝ₁ − ĝ₀ + D(Y − ĝ₁)/m̂ − (1 − D)(Y − ĝ₀)/(1 − m̂), and regress it on X with the effect learner.
RLearner
R-learner (Nie & Wager, 2021): with cross-fitted m̂(x) = E[Y | X] and propensity ê(x), minimise Σ (Ỹ − τ(X)·D̃)², i.e. a weighted regression of Ỹ/D̃ on X with weights D̃². The effect learner must support Regressor::fit_weighted.
SLearner
S-learner: one outcome model on [x, d].
TLearner
T-learner: separate outcome models for treated and controls.
XLearner
X-learner (Künzel et al., 2019).