Multi-study R-learner for Heterogeneous Treatment Effect Estimation

Estimating heterogeneous treatment effects is crucial for informing personalized treatment strategies and policies. While multiple studies can improve the accuracy and generalizability of results, leveraging them for estimation is statistically challenging. Existing approaches often assume identical heterogeneous treatment effects across studies, but this may be violated due to various sources of between-study heterogeneity, including differences in study design, confounders, and sample characteristics. To this end, we propose a unifying framework for multi-study heterogeneous treatment effect estimation that is robust to between-study heterogeneity in the nuisance functions and treatment effects. Our approach, the multi-study R-learner, extends the R-learner to obtain principled statistical estimation with modern machine learning (ML) in the multi-study setting. The multi-study R-learner is easy to implement and flexible in its ability to incorporate ML for estimating heterogeneous treatment effects, nuisance functions, and membership probabilities, which borrow strength across heterogeneous studies. It achieves robustness in confounding adjustment through its loss function and can leverage both randomized controlled trials and observational studies. We provide asymptotic guarantees for the proposed method in the case of series estimation and illustrate using real cancer data that it has the lowest estimation error compared to existing approaches in the presence of between-study heterogeneity.