English
Related papers

Related papers: Estimating spillovers using imprecisely measured n…

200 papers

We propose a new nonparametric modeling framework for causal inference when outcomes depend on how agents are linked in a social or economic network. Such network interference describes a large literature on treatment spillovers, social…

Econometrics · Economics 2025-03-25 Eric Auerbach , Hongchang Guo , Max Tabord-Meehan

We study the estimation of peer effects through social networks when researchers do not observe the entire network structure. Special cases include sampled networks, censored networks, and misclassified links. We assume that researchers can…

Econometrics · Economics 2025-09-11 Vincent Boucher , Aristide Houndetoungan

We present a novel methodology for modeling and forecasting multivariate realized volatilities using customized graph neural networks to incorporate spillover effects across stocks. The proposed model offers the benefits of incorporating…

Statistical Finance · Quantitative Finance 2023-08-04 Chao Zhang , Xingyue Pu , Mihai Cucuringu , Xiaowen Dong

This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach…

Methodology · Statistics 2025-09-30 Kuan Sun , Zhiguo Xiao

Nowadays, in many scientific and industrial fields there is an increasing need for estimating treatment effects and answering causal questions. The key for addressing these problems is the wealth of observational data and the processes for…

Machine Learning · Statistics 2022-05-24 Niki Kiriakidou , Christos Diou

Network interference has attracted significant attention in the field of causal inference, encapsulating various sociological behaviors where the treatment assigned to one individual within a network may affect the outcomes of others, such…

Machine Learning · Computer Science 2025-02-11 Zhiheng Zhang , Zichen Wang

Network diffusion models are used to study disease transmission, information spread, technology adoption, and other socio-economic processes. We show that estimates of these diffusions are highly non-robust to mismeasurement. First, even…

This paper develops a difference-in-differences framework for staggered policy adoption when units can be affected by other units' adoption. For each treated cohort and event time, the framework separates the effect of own adoption, the…

Econometrics · Economics 2026-05-15 Hayato Tagawa

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

Methodology · Statistics 2024-08-21 Jing Li

In settings where interference is present, direct effects are commonly defined as the average effect of a unit's treatment on their own outcome while fixing the treatment status or probability among interfering units, and spillover effects…

Methodology · Statistics 2025-06-10 Fei Fang , Edoardo M Airoldi , Laura Forastiere

Driven by growing interest in the sciences, industry, and among the broader public, a large number of empirical studies have been conducted in recent years of the structure of networks ranging from the internet and the world wide web to…

Social and Information Networks · Computer Science 2018-06-08 M. E. J. Newman

Randomized experiments, or "A/B" tests, remain the gold standard for evaluating the causal effect of a policy intervention or product change. However, experimental settings, such as social networks, where users are interacting and…

Social and Information Networks · Computer Science 2021-02-17 Yuan Yuan , Kristen M. Altenburger , Farshad Kooti

We study the problem of estimation of Individual Treatment Effects (ITE) in the context of multiple treatments and networked observational data. Leveraging the network information, we aim to utilize hidden confounders that may not be…

Machine Learning · Computer Science 2023-12-20 Abhinav Thorat , Ravi Kolla , Niranjan Pedanekar , Naoyuki Onoe

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Motivated by inferring cellular signaling networks using noisy flow cytometry data, we develop procedures to draw inference for Bayesian networks based on error-prone data. Two methods for inferring causal relationships between nodes in a…

Methodology · Statistics 2020-02-11 Xianzheng Huang , Hongmei Zhang

Most empirical studies of networks assume that the network data we are given represent a complete and accurate picture of the nodes and edges in the system of interest, but in real-world situations this is rarely the case. More often the…

Social and Information Networks · Computer Science 2019-01-02 M. E. J. Newman

Network interference occurs when treatments assigned to some units affect the outcomes of others. Traditional approaches often assume that the observed network correctly specifies the interference structure. However, in practice,…

Methodology · Statistics 2026-02-04 Bar Weinstein , Daniel Nevo

We address the problem of estimating causal effects from observational data in the presence of network confounding, a setting where both treatment assignment and observed outcomes of individuals may be influenced by their neighbors within a…

Machine Learning · Computer Science 2026-03-24 Abhishek Dalvi , Neil Ashtekar , Vasant Honavar

We consider repeated measurement designs when a residual or carry-over effect may be present in at most one later period. Since assuming an additive model may be unrealistic for some applications and leads to biased estimation of treatment…

Statistics Theory · Mathematics 2014-11-20 R. A. Bailey , P. Druilhet

Network sampling is used around the world for surveys of vulnerable, hard-to-reach populations including people at risk for HIV, opioid misuse, and emerging epidemics. The sampling methods include tracing social links to add new people to…

Methodology · Statistics 2020-02-05 Steve Thompson