Estimating heterogeneous treatment effects with right-censored data via causal survival forests

Author:

Cui Yifan1ORCID,Kosorok Michael R2,Sverdrup Erik3,Wager Stefan3ORCID,Zhu Ruoqing4

Affiliation:

1. Center for Data Science, Zhejiang University , Hangzhou , China

2. Departments of Biostatistics and Statistics & Operations Research, University of North Carolina at Chapel Hill , Chapel Hill , USA

3. Stanford Graduate School of Business, Stanford University , Stanford , USA

4. Department of Statistics, University of Illinois Urbana-Champaign , Champaign , USA

Abstract

Abstract Forest-based methods have recently gained in popularity for non-parametric treatment effect estimation. Building on this line of work, we introduce causal survival forests, which can be used to estimate heterogeneous treatment effects in survival and observational setting where outcomes may be right-censored. Our approach relies on orthogonal estimating equations to robustly adjust for both censoring and selection effects under unconfoundedness. In our experiments, we find our approach to perform well relative to a number of baselines.

Funder

National Natural Science Foundation of China

National Science Foundation

Publisher

Oxford University Press (OUP)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference82 articles.

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3. Generalized random forests;Athey;The Annals of Statistics,2019

4. Estimating treatment effects with causal forests: An application;Athey;Observational Studies,2019

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