Causal machine learning is a relatively new field which tries to find a causal relation between the treatment and the outcome, rather than a correlation between the features and the outcome. To achieve this, many different models were proposed, one of which is the causal forest. Causal forest is made up of a random forest, with a different estimation function in the leaf node, which means it suffers from the same problems, like being easy to overfit. The reason why honesty was introduced was to ensure mathematically that forests do not overfit as easily. This research however, only provided preliminary results and no real testing was done in terms of causal inference. In this paper three scenarios are tested where a comparison is made between a causal forest with and without honesty. Based on the results it seems that honesty does indeed help for trees to not overfit. However in a general setting it hurts the model as it only trains with half of the available data. This makes honest causal forest less accurate in general settings where there is not a lot of training data. In a setting where a large amount of data is provided it seems that honesty does not change the performance, meaning it creates a theoretical guarantee against overfitting with no repercussions for the performance.

The field of causal inference provides a variety of estimators that can be used to find the effect of a treatment on an outcome based on observational data. However, many of these estimators require the unconfoundedness assumption, stating that all relevant confounders are observed within the data. This assumption is quite strict and many real-life problems would violate it, due to confounders being too expensive, immoral, or abstract to observe. To weaken this assumption, causal sensitivity analysis attempts to quantify the level of hidden confounding and use it to create a possible bound on the causal effect. This study compares a well-established Marginal Sensitivity Model (MSM) with a newly proposed f-sensitivity model. Given f-sensitivity is relatively new, the current approaches for computation can be inefficient or non-deterministic. A new method of computing the f-sensitivity bound is proposed, which can lead to closed-form solutions in some estimator-specific cases. The differences between the MSM and f-sensitivity models are outlined and illustrated with examples, from which a set of guiding questions is created for researchers to decide between the two sensitivity models. All of the code required to reproduce this study is located in this GitHub repository.