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This seems kind of unnecessary. The original paper doesn't use a W parameter. EconML does this so let you include a bunch of characteristics in a model and only estimate the CATE conditional on a subset of those variables. Hence, the W is the set of all potential confounders and the X are the variables of interest. I think we can close this out (at least for now).
Add W parameter for covariates for the treatment function in double machine learning, X learning, doubly robust estimation, and R learning.
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