Semenova, Vira; Goldman, Matt; Chernozhukov, Victor; … - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 471-510
This paper provides estimation and inference methods for conditional average treatment effects (CATE) characterized by … our leading example, we model CATE by interacting the base treatment variable with explanatory variables. The first step … step, provided it learns the residuals well enough. Second, we construct an orthogonal (or residual) learner of CATE …