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Median-based Splitting Rules for Causal Trees and Forests

Maßmann, Lennard et al.
arXiv (All) · Papers
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econometrics
Heavy-tailed and skewed outcomes are common in the randomized experiments and observational studies used to estimate heterogeneous treatment effects, yet the mean-squared-error criterion that guides splitting in honest causal trees is sensitive to the extreme values they generate. Building on the ca
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