Heterogeneous Treatment Effect with Trained Kernels of the Nadaraya–Watson Regression

A new method for estimating the conditional average treatment effect is proposed in this paper. It is called TNW-CATE (the Trainable Nadaraya–Watson regression for CATE) and based on the assumption that the number of controls is rather large and the number of treatments is small. TNW-CATE uses the N...

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Bibliographic Details
Main Authors: Andrei Konstantinov, Stanislav Kirpichenko, Lev Utkin
Format: Article
Language:English
Published: MDPI AG 2023-04-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/16/5/226