Title: Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learning,
Abstract: There is growing interest in estimating and analyzing heterogeneous treatment
effects in experimental and observational studies. We describe a number of
meta-algorithms that can take advantage of any supervised learning or
regression method in machine learning and statistics to estimate the
Conditional Average Treatment Effect (CATE) function. Meta-algorithms build on
base algorithms---such as Random Forests (RF), Bayesian Additive Regression
Trees (BART) or neural networks---to estimate the CATE, a function that the
base algorithms are not designed to estimate directly. We introduce a new
meta-algorithm, the X-learner, that is provably efficient when the number of
units in one treatment group is much larger than in the other, and can exploit
structural properties of the CATE function. For example, if the CATE function
is linear and the response functions in treatment and control are Lipschitz
continuous, the X-learner can still achieve the parametric rate under
regularity conditions. We then introduce versions of the X-learner that use RF
and BART as base learners. In extensive simulation studies, the X-learner
performs favorably, although none of the meta-learners is uniformly the best.
In two persuasion field experiments from political science, we demonstrate how
our new X-learner can be used to target treatment regimes and to shed light on
underlying mechanisms. A software package is provided that implements our
methods.