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tree-based-individual-causal-effects's Introduction

Abstract

Bayesian Additive Regression Tree (BART) and Synthetic Random Forest methods are evaluated for the estimation of individual causal effects with nonbinary treatments, and on data with as little simulation as possible. For this purpose, data from a small randomized, cross-over, controlled trial is used. In general, of those methods evaluated, BART performed the best on the dataset.

Written in R with R Markdown.

References

Alaa, Ahmed M, and Mihaela van der Schaar. 2017. “Bayesian Inference of Individualized Treatment Effects Using Multi-Task Gaussian Processes.” ArXiv Preprint ArXiv:1704.02801.

Athey, Susan, and Guido Imbens. 2016. “Recursive Partitioning for Heterogeneous Causal Effects.” Proceedings of the National Academy of Sciences 113 (27). National Acad Sciences: 7353–60.

Chan, Theodore C., Gary M. Vilke, Jack Clausen, Richard Clark, Paul Schmidt, Thomas Snowden, and Tom Neuman. 2001. “Impact of Oleoresin Capsicum Spray on Respiratory Function in Human Subjects in the Sitting and Prone Maximal Restraint Positions in San Diego County, 1998.” Inter-University Consortium for Political and Social Research. doi:10.3886/icpsr02961.v1.

Chipman, Hugh A, Edward I George, Robert E McCulloch, and others. 2010. “BART: Bayesian Additive Regression Trees.” The Annals of Applied Statistics 4 (1). Institute of Mathematical Statistics: 266–98. Chipman, Hugh, and Robert McCulloch. 2016. BayesTree: Bayesian Additive Regression Trees. https://CRAN.R-project.org/package=BayesTree.

Hill, Jennifer. 2016. “2016 Atlantic Causal Inference Conference Competition: Is Your SATT Where It’s At?” 2016 Atlantic Causal Inference Conference. http://jenniferhill7.wixsite.com/acic-2016/competition.

Hill, Jennifer L. 2011. “Bayesian Nonparametric Modeling for Causal Inference.” Journal of Computational and Graphical Statistics 20 (1). Taylor & Francis: 217–40.

Hirano, Keisuke, and Guido W Imbens. 2004. “The Propensity Score with Continuous Treatments.” Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives 226164. Chichester: Wiley & Sons: 73–84.

Ishwaran, H., and U.B. Kogalur. 2017. Random Forests for Survival, Regression and Classification (Rf-Src). https://CRAN.R-project.org/package=randomForestSRC.

Ishwaran, Hemant, and James D Malley. 2014. “Synthetic Learning Machines.” BioData Mining 7 (1). BioMed Central: 28.

Lu, Min, Saad Sadiq, Daniel J Feaster, and Hemant Ishwaran. 2017. “Estimating Individual Treatment Effect in Observational Data Using Random Forest Methods.” ArXiv Preprint ArXiv:1701.05306.

Shalit, Uri, Fredrik Johansson, and David Sontag. 2016. “Estimating Individual Treatment Effect: Generalization Bounds and Algorithms.” ArXiv Preprint ArXiv:1606.03976.

Wager, Stefan, and Susan Athey. 2015. “Estimation and Inference of Heterogeneous Treatment Effects Using Random Forests.” ArXiv Preprint ArXiv:1510.04342.

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