This repository contains the code for reproducing the plots and the tables in the paper Cyrill Scheidegger, Zijian Guo and Peter Bühlmann (2025). Inference for heterogeneous treatment effects with efficient instruments and machine learning, arXiv:2503.03530.
The file Visualization.R in the folder Simulations contains the code to reproduce Figure 1. The file SimulationsMain.R in the folder Simulations contains the code to reproduce Figure 2, Figure 3, Figure 6, Figure 7 and Figure 8. The File AJR.R in the folder RealData contains the code to reproduce Table 1 and Figure 4. The File Card.R in the folder RealData contains the code to reproduce Table 2 and Figure 5.