High Resolution Treatment Effects Estimation: Uncovering Effect Heterogeneities with the Modified Causal Forest
Hugo Bodory, Hannah Busshoff, Michael Lechner
Abstract
There is great demand for inferring causal effect heterogeneity and for open-source statistical software, which is readily available for practitioners. The mcf package is an open-source Python package that implements Modified Causal Forest (mcf), a causal machine learner. We replicate three well-known studies in the fields of epidemiology, medicine, and labor economics to demonstrate that our mcf package produces aggregate treatment effects, which align with previous results, and in addition, provides novel insights on causal effect heterogeneity. For all resolutions of treatment effects estimation, which can be identified, the mcf package provides inference. We conclude that the mcf constitutes a practical and extensive tool for a modern causal heterogeneous effects analysis.