Linear Digressions

Heterogeneous Treatment Effects

Linear Digressions

When data scientists use a linear regression to look for causal relationships between a treatment and an outcome, what theyโ€™re usually finding is the so-called average treatment effect. In other words, on average, hereโ€™s what the treatment does in terms of making a certain outcome more or less likely to happen. But thereโ€™s more to life than averages: sometimes the relationship works one way in some cases, and another way in other cases, such that the average isnโ€™t giving you the whole story. In that case, you want to start thinking about heterogeneous treatment effects, and this is the podcast episode for you. Relevant links: https://eng.uber.com/analyzing-experiment-outcomes/ https://multithreaded.stitchfix.com/blog/2018/11/08/bandits/ https://www.locallyoptimistic.com/post/against-ab-tests/

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