Question: would double_robust_scores() and grf::instrumental_forest() work if one has continuous or multiple instruments

Question

Question: would double_robust_scores() and grf::instrumental_forest() work if one has continuous or multiple instruments

if-sudo opened this issue 4 years ago · 2 comments

Would double_robust_scores() and grf::instrumental_forest() work if one has continuous or multiple instruments for policy learning?

if-sudo commented 4 years ago

Thanks!

Answer 1 · 2021-01-22T23:54:51.000Z

Hi @if-sudo, sorry, double_robust_scores is only implemented for binary instruments (fyi: grf-labs/grf#756). And GRF's instrumental_forest does currently not support multiple instruments.