01830c92c6558179fa6d7fb1edff692c-Supplemental-Conference.pdf

Supplementary file for "FAST: a Fused and Accurate Shrinkage Tree for Heterogeneous Treatment Effects Estimation" Figure S1: The averaged root mean square error (RMSE) (mean with 2 s.d. In the STAR dataset, each of the pre-treatment covariate Xj (1 j p) was standardized to a range of 1 to 1, and the outcome variable Y was standardized to a range of 0 to 100. The proof follows the similar arguments as in Györfi et al. [2002] and Scornet et al. [2015]. It is sufficient to show the result at the root node given the recursive nature of the partitioning. We will use the following notations in the sequel.