Learning Causal Effect Using Machine Learning with Application to China’s Typhoon,Acta Mathematicae Applicatae Sinica, English Series

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Learning Causal Effect Using Machine Learning with Application to China’s Typhoon
Acta Mathematicae Applicatae Sinica, English Series ( IF 0.8 ) Pub Date : 2020-07-01 , DOI: 10.1007/s10255-020-0960-1
Peng Wu , Qi-rui Hu , Xing-wei Tong , Min Wu

Matching is a routinely used technique to balance covariates and thereby alleviate confounding bias in causal inference with observational data. Most of the matching literatures involve the estimating of propensity score with parametric model, which heavily depends on the model specification. In this paper, we employ machine learning and matching techniques to learn the average causal effect. By comparing a variety of machine learning methods in terms of propensity score under extensive scenarios, we find that the ensemble methods, especially generalized random forests, perform favorably with others. We apply all the methods to the data of tropical storms that occurred on the mainland of China since 1949.

更新日期：2020-07-01

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