1 code implementation • 22 Feb 2022 • Fengshi Niu, Harsha Nori, Brian Quistorff, Rich Caruana, Donald Ngwe, Aadharsh Kannan
Our meta-algorithm can work with simple, single-stage CATE estimators such as S-learner and more complex multi-stage estimators such as DR and R-learner.
no code implementations • 28 May 2019 • Gentry Johnson, Brian Quistorff, Matt Goldman
When pre-processing observational data via matching, we seek to approximate each unit with maximally similar peers that had an alternative treatment status--essentially replicating a randomized block design.
1 code implementation • 8 Jun 2018 • Matt Goldman, Brian Quistorff
We introduce the Pricing Engine package to enable the use of Double ML estimation techniques in general panel data settings.