{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,26]],"date-time":"2026-02-26T00:14:35Z","timestamp":1772064875734,"version":"3.50.1"},"reference-count":17,"publisher":"The Econometric Society","issue":"4","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["ECTA"],"abstract":"<jats:p>We use the martingale construction of Luedtke and van der Laan (2016) to develop tests for the presence of treatment heterogeneity. The resulting sequential validation approach can be instantiated using various validation metrics, such as BLPs, GATES, QINI curves, etc., and provides an alternative to cross\u2010validation\u2010like cross\u2010fold application of these metrics. This note was prepared as a comment on the Fisher\u2013Schultz paper by Chernozhukov, Demirer, Duflo, and Fern\u00e1ndez\u2010Val, forthcoming in Econometrica.<\/jats:p>","DOI":"10.3982\/ecta23293","type":"journal-article","created":{"date-parts":[[2025,7,24]],"date-time":"2025-07-24T05:45:07Z","timestamp":1753335907000},"page":"1171-1176","source":"Crossref","is-referenced-by-count":0,"title":["A Comment on: \n            <i>\u201cFisher\u2013Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India\u201d by Victor Chernozhukov, Mert Demirer, Esther Duflo, and Iv\u00e1n Fern\u00e1ndez\u2010Val<\/i>"],"prefix":"10.3982","volume":"93","author":[{"given":"Stefan","family":"Wager","sequence":"first","affiliation":[{"name":"Stanford Graduate School of 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