Robust estimation of heterogeneous treatment effects in randomized trials leveraging external data

Randomized trials are typically designed to detect average treatment effects but often lack the statistical power to uncover individual-level treatment effect heterogeneity, limiting their value for personalized decision-making. To address this, we propose the QR-learner, a model-agnostic learner that estimates conditional average treatment effects (CATE) within the trial population by leveraging external data from other trials or observational studies. The method is robust: it has the potential to reduce the CATE prediction mean squared error while maintaining consistency, even when the external data is not aligned with the trial. We examine the performance of our approach in simulation studies, and find that it is robust and reduces CATE estimation mean-squared error.