Estimate average effects using instrumental forests #490
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halflearned
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Aug 24, 2019
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Thanks @halflearned! |
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For future consistency reference: this PR mixes 4 and 2 space indents, the rest of grf uses 2 spaces (sadly lintr could not check that). |
This was referenced Oct 26, 2019
davidahirshberg
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Dec 6, 2019
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Uses an instrumental forest to implement a doubly robust estimator of tau = E[tau(X)], where tau(x) = Cov[Y, Z | X = x] / Cov[W, Z | X = x]. Extending nomenclature from Imbens and Angrist (1994), we call this the average (conditional) local average treatment effect.
The doubly robust estimator is built following the approach in the paper "locally robust semiparametric estimation" by Chernzohukov et al. (2016).
Addresses #358 and #364.