Attenuated Heterogeneity in Fixed-Effects Causal Forests, and a Cross-Fitted Correction

Harry Aytug

Papers from arXiv.org

Abstract: Causal forests that estimate conditional average treatment effects by averaging honest leaf-level effects across trees are widely used in fixed-effects panel settings. We show that this averaging systematically attenuates the estimated heterogeneity: the raw prediction behaves like a + b*tau(x) with slope b

Date: 2026-07
References: Add references at CitEc
Citations:

Downloads: (external link)
https://arxiv.org/pdf/2607.22896 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:2607.22896

Access Statistics for this paper

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