Machine Learning, Causal Inference, Meta Learning, Instruments, Observational Studies.
minimizer of this loss function. The formula can be equivalently expressed as (see Robins, 2004): Then we estimate the heterogeneous treatment effect function 𝜏∗(.) by empirical loss minimization: Sharing more details, we divide the data into K (e.g., 5 or 10) evenly sided folds. Let q(.) be a