Estimating heterogeneous treatment effects with right-censored data via causal survival forests

Cui, Yifan, Kosorok, Michael R., Wager, Stefan, Zhu, Ruoqing

arXiv.org Machine Learning 

There is fast-growing literature on estimating heterogeneous treatment effects via random forests in observational studies. However, there are few approaches available for right-censored survival data. In clinical trials, right-censored survival data are frequently encountered. Quantifying the causal relationship between a treatment and the survival outcome is of great interest. Random forests provide a robust, nonparametric approach to statistical estimation. In addition, recent developments allow forest-based methods to quantify the uncertainty of the estimated heterogeneous treatment effects. We propose causal survival forests that directly target on estimating the treatment effect from an observational study. We establish consistency and asymptotic normality of the proposed estimators and provide an estimator of the asymptotic variance that enables valid confidence intervals of the estimated treatment effect. The performance of our approach is demonstrated via extensive simulations and data from an HIV study.

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