Causal Random Forests, by Mark White

I stumbled accros this incredibly interesting read by Mark White, who discusses the (academic) theory behind, inner workings, and example (R) applications of causal random forests: EXPLICITLY OPTIMIZING ON CAUSAL EFFECTS VIA THE CAUSAL RANDOM FOREST: A PRACTICAL INTRODUCTION AND TUTORIAL (By Mark White) These so-called “honest” forests seem a great technique to identify opportunities…

Propensity Score Matching Explained Visually

Propensity score matching (wiki) is a statistical matching technique that attempts to estimate the effect of a treatment (e.g., intervention) by accounting for the factors that predict whether an individual would be eligble for receiving the treatment. The wikipedia page provides a good example setting: Say we are interested in the effects of smoking on…

Animating causal inference methods

Some time back the animations below went sort of viral in the statistical programming community. In them, economics professor Nick Huntington-Klein demonstrates step-by-step how statistical tests estimate effect sizes. You will find several other animations in Nick’s original blog, and the associatedtwitter thread. Moreover, if you are interested in the R code to generate these…