arXiv Open Access 2024

Sequential Validation of Treatment Heterogeneity

Stefan Wager

Lihat Sumber

Abstrak

We use the martingale construction of Luedtke and van der Laan (2016) to develop tests for the presence of treatment heterogeneity. The resulting sequential validation approach can be instantiated using various validation metrics, such as BLPs, GATES, QINI curves, etc., and provides an alternative to cross-validation-like cross-fold application of these metrics.

Topik & Kata Kunci

econ.EM

Penulis (1)

Stefan Wager

Format Sitasi

APA MLA BibTeX

Wager, S. (2024). Sequential Validation of Treatment Heterogeneity. https://arxiv.org/abs/2405.05534

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2024
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓