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Local conformal prediction for individual causal effects

Delbianco, Fernando et al.
arXiv (All) · Papers
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econometricsmethodology
Standard CATE estimators become inadequate under strong treatment-effect heterogeneity: confidence intervals for conditional means need not cover individual counterfactual effects. We propose an Individualized Causal Prediction (ICP) framework that constructs finite-sample valid conformal prediction
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