Abstract:When evaluating policy interventions, researchers often pursue two related goals: identifying which individuals or contexts benefit most, and determining whether patterns of treatment effect heterogeneity can be used to aggregate evidence across environments. We develop a framework that aggregates treatment effect heterogeneity, defined over individual and environmental characteristics, into interpretable summaries while setting aside contexts in which extrapolation is unreliable and further evidence is needed. The procedure therefore learns both how to summarize heterogeneous effects and when researchers should admit ignorance. We derive finite-sample regret guarantees, provide data-driven guarantees for selecting the complexity of the summary class, and inference procedures that quantify the value of follow-up data collection. We illustrate the approach by reanalyzing a multifaceted anti-poverty program implemented in six countries.
From: Davide Viviano Mr. [view email]
[v1]
Thu, 23 Jan 2025 03:46:41 UTC (281 KB)
[v2]
Fri, 25 Jul 2025 11:58:24 UTC (183 KB)
[v3]
Sun, 21 Jun 2026 20:16:20 UTC (160 KB)
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