2018
DOI: 10.1080/10618600.2017.1356325
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Estimating Individual Treatment Effect in Observational Data Using Random Forest Methods

Abstract: Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model, which takes the hypothetical stance of asking what if an individual had received both treatments. Making use of random forests (RF) within the counterfactual framework we estimate individual treatment effects by directly modeling the response. We find that accurate estimation of in… Show more

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Cited by 135 publications
(108 citation statements)
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“…However, it is not clear how these methods would perform in health care database studies where outcomes are often binary and rare and data characteristics such as sparsity, correlation among baseline covariates and confounding, are complex. Also, although the performance of causal forests has been previously compared with that of BART and of causal boosting, the 4 algorithms have never been compared head to head. In this paper, we evaluate these methods in simulation studies that recapitulate key characteristics of comparative effectiveness and safety studies using health care databases.…”
Section: Introductionmentioning
confidence: 99%
“…However, it is not clear how these methods would perform in health care database studies where outcomes are often binary and rare and data characteristics such as sparsity, correlation among baseline covariates and confounding, are complex. Also, although the performance of causal forests has been previously compared with that of BART and of causal boosting, the 4 algorithms have never been compared head to head. In this paper, we evaluate these methods in simulation studies that recapitulate key characteristics of comparative effectiveness and safety studies using health care databases.…”
Section: Introductionmentioning
confidence: 99%
“…Counterfactual random forest (Lu et al 2018) is similar to VT-RF in that they both calculate ITE by taking the difference between predictions of random forest models. However, CF-RF is different from VT-RF by fitting two separate random forests: a control forest fitted with control samples, and a treatment forest fitted with treatment samples.…”
Section: Counterfactual Random-forest (Cf-rf)mentioning
confidence: 99%
“…Specifically, there is a growing number of literatures regarding the efficient estimation of ITE (e.g. Kehl and Ulm, 2006;Tian et al, 2014;Chen et al, 2017;Lu et al, 2018;Wager and Athey, 2018;Zhang et al, 2017) among many others. Although these methods can effectively estimate ITE, the estimated model is typically too complicated, and it would be difficult to understand which biomarkers are actually associate with ITE.…”
Section: Introductionmentioning
confidence: 99%