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We develop a method for data-driven estimation and analysis of heterogeneity in cost-effectiveness analyses (CEA) with experimental or observational individual-level data. Our implementation uses causal forests and cross-fitted augmented inverse probability weighted learning to estimate heterogeneity in incremental outcomes, costs and net monetary benefits, as well as other parameters relevant to CEA. We also show how the results can be visualized in relevant ways for the analysis of heterogeneity in CEA, such as using individual-level