arXiv 9 May 2024 · Econometrics · 1 citations (OpenAlex)
arXiv:2405.05534 · PDF · DOI · OpenAlex · Extracted main text
We use the martingale construction of Luedtke and van der Laan (2016) to develop tests for the presence of treatment heterogeneity. The resulting sequential validation approach can be instantiated using various validation metrics, such as BLPs, GATES, QINI curves, etc., and provides an alternative to cross-validation-like cross-fold application of these metrics.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Alexander R Luedtke and Mark J van der Laan (2016) Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy | 0.737 | 3 | 2 | 100% |
| 2 | Susan Athey, Julie Tibshirani, and Stefan Wager (2019) Generalized random forests self | 0.644 | 2 | 2 | 100% |
| 3 | Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo,… (2018) Double/debiased machine learning for treatment and structural parameters | 0.511 | 2 | 1 | 100% |
| 4 | Steve Yadlowsky, Scott Fleming, Nigam Shah, Emma Brunskill, and Stef… (2021) Evaluating treatment prioritization rules via rank-weighted average treatment effects self | 0.511 | 2 | 1 | 100% |
| 5 | Susan Athey and Guido W Imbens (2016) Recursive partitioning for heterogeneous causal effects | 0.405 | 1 | 1 | 100% |
| 6 | Victor Chernozhukov, Mert Demirer, Esther Duflo, and Iván Fernández-… (2024) Fisher–Schultz lecture: Generic machine learning inference on heterogenous treatment effects in randomized experiments, with an… | 0.405 | 1 | 1 | 100% |
| 7 | Bradley Efron (1982) The Jackknife, the Bootstrap, and other Resampling Plans | 0.405 | 1 | 1 | 100% |
| 8 | Dylan J Foster and Vasilis Syrgkanis (2023) Orthogonal statistical learning | 0.405 | 1 | 1 | 100% |
| 9 | P Richard Hahn, Jared S Murray, and Carlos M Carvalho (2020) Bayesian regression tree models for causal inference: Regularization, confounding, and heterogeneous effects | 0.405 | 1 | 1 | 100% |
| 10 | Keisuke Hirano and Jack R Porter (2012) Impossibility results for nondifferentiable functionals | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 17 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators | 1.000 | 6 | 3 |