calibration_test
Checks whether a causal forest's treatment-effect heterogeneity is well calibrated, so you can decide whether to trust the model or switch to a doubly-robust learner.
Instructions
BLP-of-CATE calibration test (Chernozhukov-Demirer-Duflo-Fernandez-Val 2020). Validation: validated evidence tier (known-truth, reference, external-parity, or Monte Carlo artifact). Assumptions: Unconfoundedness given the covariates; Overlap / positivity; Honesty: separate subsamples are used to choose splits and to estimate effects. Pre-conditions: Covariates, treatment, and outcome with enough data to grow an honest forest. Failure modes: Calibration test rejects -- the forest's heterogeneity is not well calibrated -> Increase the sample / number of trees, or fall back to a doubly-robust learner. Alternatives: sp.dml, sp.auto_cate, sp.tmle. Typical minimum N: 1000.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| T | No | If not given, the forest's stored training arrays are used. | |
| X | No | If not given, the forest's stored training arrays are used. | |
| Y | No | If not given, the forest's stored training arrays are used. | |
| alpha | No | Significance level for reported CIs. | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| forest | Yes | forest parameter ('CausalForest'). | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | No | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||