Attenuated Heterogeneity in Fixed-Effects Causal Forests, and a Cross-Fitted Correction

arXiv:2607.22896 · econ.EM, stat.ML · Submitted 2026-07-24 · Read on arXiv

Harry Aytug

econ.EM, stat.ML

Submitted: 2026-07-24

Comments: 20 pages, 3 tables

Code: https://github.com/haytug/causalfe

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Calibration — 16× in this paper · explained in 9 episodes
• Benchmark — 5× in this paper · explained in 2 episodes
• Benchmarking — 2× in this paper · explained in 4 episodes
• Generative AI — 2× in this paper · explained in 2 episodes
• Homogeneity — 2× in this paper · explained in 2 episodes
• Hyperparameters — 1× in this paper · explained in 2 episodes
• Scaffolding — 1× in this paper · explained in 3 episodes

Sources

• Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India

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