Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates
نویسندگان
چکیده
We extend the scope of forecast reconciliation literature and use its tools in context causal inference. Researchers are interested both average treatment effect on treated heterogeneity. show that ex post correction counterfactual estimates using aggregation constraints stem from hierarchical or grouped structure data is likely to yield more accurate estimates. Building geometric interpretation reconciliation, we provide additional insights into exact factors determining size accuracy improvement due reconciliation. experiment with U.S. GDP employment data. find reconciled tend be closer truth than original (base) even cases where non-linear. Consistent our theoretical expectations, greater when machine learning methods used.
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2022
ISSN: ['1872-8200', '0169-2070']
DOI: https://doi.org/10.1016/j.ijforecast.2022.08.011