We assume we have data that are generated from some collection policy. In particular, we assume that we have data of the form: %2C%20T_i%2C%20X_i%2C%20W_i%2C%20Z_i%5C%7D)
, where )
is the observed outcome for the chosen treatment, 
is the treatment, 
are the co-variates used for heterogeneity, 
are other observable co-variates that we believe are affecting the potential outcome and potentially also the treatment ; and 
are variables that affect the treatment but do not directly affect the potential outcome. We will refer to variables as controls and variables as instruments. The variables can also be thought of as control variables, but they are special in the sense that they are a subset of the controls with respect to which we want to measure treatment effect heterogeneity. We will refer to them as features.
