Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments"

Victor Chernozhukov, Mert Demirer, Esther Duflo and Iv\'an Fern\'andez-Val

Papers from arXiv.org

Abstract: We warmly thank Kosuke Imai, Michael Lingzhi Li, and Stefan Wager for their gracious and insightful comments. We are particularly encouraged that both pieces recognize the importance of the research agenda the lecture laid out, which we see as critical for applied researchers. It is also great to see that both underscore the potential of the basic approach we propose - targeting summary features of the CATE after proxy estimation with sample splitting. We are also happy that both papers push us (and the reader) to continue thinking about the inference problem associated with sample splitting. We recognize that our current paper is only scratching the surface of this interesting agenda. Our proposal is certainly not the only option, and it is exciting that both papers provide and assess alternatives. Hopefully, this will generate even more work in this area.

Date: 2025-02, Revised 2025-02
New Economics Papers: this item is included in nep-cmp
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2502.01548 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2502.01548

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().