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Estimating Heterogeneous Treatment Effects and the Effects of Heterogeneous Treatments with Ensemble Methods

Published online by Cambridge University Press:  04 September 2017

Justin Grimmer ,
Solomon Messing  and
Sean J. Westwood
Justin Grimmer*
Affiliation:
Associate Professor, Department of Political Science, University of Chicago, 5828 S. University Ave., Chicago, IL 60637, USA. Email: jgrimmer@stanford.edu
Solomon Messing
Affiliation:
Director, Data Labs, Pew Research Center, 1615 L Street NW, Washington, DC, USA
Sean J. Westwood
Affiliation:
Assistant Professor, Department of Government, Dartmouth College, USA
*
*Email: jgrimmer@stanford.edu
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Abstract

Randomized experiments are increasingly used to study political phenomena because they can credibly estimate the average effect of a treatment on a population of interest. But political scientists are often interested in how effects vary across subpopulations—heterogeneous treatment effects—and how differences in the content of the treatment affects responses—the response to heterogeneous treatments. Several new methods have been introduced to estimate heterogeneous effects, but it is difficult to know if a method will perform well for a particular data set. Rather than using only one method, we show how an ensemble of methods—weighted averages of estimates from individual models increasingly used in machine learning—accurately measure heterogeneous effects. Building on a large literature on ensemble methods, we show how the weighting of methods can contribute to accurate estimation of heterogeneous treatment effects and demonstrate how pooling models lead to superior performance to individual methods across diverse problems. We apply the ensemble method to two experiments, illuminating how the ensemble method for heterogeneous treatment effects facilitates exploratory analysis of treatment effects.

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Type
Articles
Information
Political Analysis , Volume 25 , Issue 4 , October 2017 , pp. 413 - 434
Copyright
Copyright © The Author(s) 2017. Published by Cambridge University Press on behalf of the Society for Political Methodology. 

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Footnotes

Authors’ note: Replication data available in Grimmer, Messing, and Westwood (2017).

Contributing Editor: Dustin Tingley

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