CausalML / CDTE

Robust and Agnostic Learning of Conditional Distributional Treatment Effects

CDTE

Tools for estimating quantile and super-quantile conditional distributional treatment effects.

Replication code for Robust and Agnostic Learning of Conditional Distributional Treatment Effects.

Requirements

• econml
• doubleml
• skgarden

Replication code

• For Figure 1 & 3, run python cdte_sims.py
• For Figure 2 & Table 1, run python 401k.py

Note: the original results were obtained using an Amazon Web Services instance with 32 vCPUs and 64 GiB of RAM. These results might take longer to run on other machines.