GitHub / QuantLet / Outcome-adaptive-Random-Forest

Non-parametric variable selection and inference via the outcome-adaptive Random Forest (OARF). Uses the IPTW estimator to estimate the ATE while the propensity score is estimated via OARF. This leads to smaller variance and bias. Only variables that are confounders or predictive of the outcome are selected for the propensity score.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantLet%2FOutcome-adaptive-Random-Forest

Topics: adaptive-learning, ate, causal-inference, inverse-probability-weights, random-forest

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