User Guide

This user guide provides a comprehensive walkthrough on how to use the main features of the mcf. It includes several example scripts to help users, regardless of their technical expertise, to navigate and use the mcf package effectively.

Modified Causal Forest

• 1. Estimation of treatment effects
• 2. Data cleaning
• 3. Sampling weights and clustering
• 4. Common support
• 5. Feature selection
• 6. Post-estimation diagnostics
• 7. Experimental features

Optimal Policy

• 1. Learning an optimal policy

Example scripts

We provide several example scripts in our example folder on GitHub. Below you also find the direct links to these scripts. The data used in the examples are available in the data folder on GitHub.

Modified Causal Forest

• Minimal example

• Minimal example that uses the same data for training and prediction

• Full example with all parameters used

Optimal Policy

• Minimal example

• Minimal example that jointly estimates a Modified Causal Forest and an Optimal Policy Tree

• Full example with all parameters used