arxivstat.MEcs.LGstat.ML2026-07-04
Significance-First Splitting: Aligning Treatment Heterogeneity Detection with Honest Estimation
Pantelis Z. Hadjipantelis, Weng Man Chiang, Karthik Nagesh
Estimating heterogeneous treatment effects (CATE) requires simultaneously detecting effect modification and quantifying estimation uncertainty. Existing tree-based methods make an uneasy trade-off: significance-based approaches (Radcliffe and Surry 2011) identify subgroup interac…