Conformal inference of counterfactuals and individual treatment effects

• Published in: Journal of the Royal Statistical Society. Series B, Statistical methodology Vol. 83; no. 5; pp. 911 - 938
• Main Authors: Lei, Lihua, Candès, Emmanuel J.
• Format: Journal Article
• Language: English
• Published: Oxford Oxford University Press 01.11.2021
• Subjects: Algorithms; Averages; causal inference; Compliance; conformal inference; Convergence; counterfactual; Counterfactual thinking; Decision making; doubly robust; Heterogeneity; individual treatment effect; Inference; Intervals; Machine learning; Measurement; Observational studies; Propensity; Quantiles; Regression analysis; risk; Risk assessment; Robustness (mathematics); Short intervals; Statistical methods; Statistics; Uncertainty; uncertainty quantification

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these methods enjoy some theoretical appeal in terms of consistency...