search

tianshengwang / iCF

iterative Causal Forest (iCF)
7 stars 1 forks source link

Instrument #2

Open hadigilan opened 12 months ago

hadigilan commented 12 months ago

Does the ICF support employing the instrumental variables? CF can be combined with IVs.

Thanks, Hadi

tianshengwang commented 12 months ago

Great question! iCF currently doesn't support employing instrumental variables (i.e., it handle a true instrumental variable as a regular variable). @ginward has developed a program to obtain the best tree from instrumental forest here: https://gist.github.com/ginward/451043145ef914f57af5a7272cf02489 I plan to update iCF to support employing instrumental variables, will let you know when it's published. Thanks again for reminding me. Tian

hadigilan commented 11 months ago

Thank you very much for your response, Tian!

Kind regards, Hadi

On Sat, 11 Nov 2023, 13:15 Tiansheng Wang, @.***> wrote:

Great question! iCF currently doesn't support employing instrumental variables (i.e., it handle a true instrumental variable as a regular variable). @ginward https://github.com/ginward has developed a program to obtain the best tree from instrumental forest https://grf-labs.github.io/grf/reference/instrumental_forest.html here: https://gist.github.com/ginward/451043145ef914f57af5a7272cf02489 I plan to update iCF to support employing instrumental variables, will let you know when it's published. Thanks again for reminding me. Tian

— Reply to this email directly, view it on GitHub https://github.com/tianshengwang/iCF/issues/2#issuecomment-1806814600, or unsubscribe https://github.com/notifications/unsubscribe-auth/ATOI6LBYG677264WUOEY4R3YD527HAVCNFSM6AAAAAA7HFMANCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMBWHAYTINRQGA . You are receiving this because you authored the thread.Message ID: @.***>