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@erikcs and I found the following error in get_scores.multi_arm_causal_forest.
The expression for the IPW denominator, computed here is only valid for the case of two arms, and incorrect for the case of multiple arms. This gist shows that the error affects the coverage of estimates based on this method.
I ran additional simulations and it seems that the implementation of policytree::double_robust_scores is correct. A correct version of this method should satisfy:
mgrf <- multi_armed_causal_forest(X, Y, W)
pt.scores <- policytree::double_roubust_scores(mgrf) # AIPW scores for E[Y(w)] for w = 1, ... K
mgrf.scores <- get_scores(mgrf). # AIPW scores for E[Y(w)] - E[Y(1)] for w = 2, ..., K
pt.scores[,-1] - pt.scores[,1] == mgrf.scores
The text was updated successfully, but these errors were encountered:
erikcs
changed the title
Doubly-robust scores for multi_armed_causal_forest is incorrect
Doubly-robust scores for multi_arm_causal_forest is incorrect
Jul 21, 2021
@erikcs and I found the following error in
get_scores.multi_arm_causal_forest
.The expression for the IPW denominator, computed here is only valid for the case of two arms, and incorrect for the case of multiple arms. This gist shows that the error affects the coverage of estimates based on this method.
I ran additional simulations and it seems that the implementation of
policytree::double_robust_scores
is correct. A correct version of this method should satisfy:The text was updated successfully, but these errors were encountered: