Heterogeneous treatment effects estimation with residualized LASSO and support vector machines
Heterogeneous treatment effects estimation with residualized LASSO and support vector machines
Rafiullah,Hong Wang
2025 · DOI: 10.1007/s42952-025-00355-x
Journal of the Korean Statistical Society · 1 Citations
TLDR
This work proposes the RLASSO-SVM model, which integrates Support Vector Machines (SVM) into the R-learner framework to enable flexible, nonlinear modeling of both treatments and outcomes and achieves superior precision compared to other machine learning methods used for estimating HTE.
