Rashomon Partition Sets

Robustly estimating heterogeneity in factorial data using Rashomon Partitions

arXiv:2404.02141v5 Announce Type: replace-cross Abstract: In both observational data and randomized control trials, researchers select statistical models to articulate how the outcome of interest varies with combinations of observable covariates. Choosing a model that is too simple can obfuscate important heterogeneity in outcomes between covariate groups, while too much complexity risks identifying spurious patterns. In this paper, we propose a novel Bayesian framework for model uncertainty...