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htesim - Simulation Study Framework for Heterogeneous Treatment Effect Estimation

The study frameworks are based on the following papers:

  • Wager S and Athey S. Estimation and inference of heterogeneous treatment effects using random forests. Journal of the American Statistical Association 2018. 113(523): 1228–1242.
  • Athey S, Tibshirani J and Wager S. Generalized random forests. The Annals of Statistics 2019. 47(2): 1148–1178.
  • Nie X and Wager S. Quasi-oracle estimation of heterogeneous treatment effects. Biometrika 2021. 108: 299–319.

The package also includes the code for reproducing all findings of

Dandl S, Hothorn T, Seibold H, Sverdrup E, Wager S, Zeileis A (2022). What Make Forest-based Heterogeneous Treatment Estimators Work? Technical report, arXiv 2206.10323. URL https://arxiv.org/abs/2206.10323.

Dandl S, Bender A, Hothorn T (2022). Heterogeneous Treatment Effect Estimation for Observational Data using Model-based Forests. Preprint will be available soon.

Installation

You can install the github version, using remotes:

remotes::install_github("susanne-207/htesim")

Example

The following code immitates Setup A of Nie and Wager (2020)

# Initialize manual for data generating process
# Functions for treatment effect, prognostic effect and treatment propensity 
dg <- dgp(t = tF_div_x1_x2, m = mF_sin_x1_x5, p = pF_sin_x3, model = "normal", xmodel = "unif")

# Simulate data 
sdg <- simulate(dg, nsim = 1000L, dim = 12) 
head(sdg) 

Our vignette gives a broad overview on the functionality:

  • for sampling from predefined data generating processes (DGP)
  • for sampling from user-defined DGP
  • for replicating the empirical study of Dandl et al. (2022a, 2022b)
  • for comparing the results of Dandl et al. (2022a, 2022b) with an own treatment effect estimation method on the same simulated data.

Citation

  • not yet determined

License

GPL-2 | GPL-3

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