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Shrinkage Bayesian Causal Forest with Instrumental Variable

Maßmann, Lennard et al.
arXiv (All) · Papers
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econometrics
Discovering interpretable subgroups whose complier effects deviate from the average is a central goal of instrumental variable analysis under imperfect compliance, yet existing tree-based methods degrade when most covariates are irrelevant to the effect. We propose Shrinkage Bayesian Causal Forest w
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