Related papers: Estimating Spillover Effects in the Presence of Is…
Empirical researchers often estimate spillover effects by fitting linear or non-linear regression models to sampled network data. We show that common sampling schemes bias these estimates, potentially upwards, and derive biased-corrected…
The issue of missing network links in partially observed networks is frequently neglected in empirical studies. This paper addresses this issue when investigating the spillovers of program benefits in the presence of network interactions.…
We present current methods for estimating treatment effects and spillover effects under "interference", a term which covers a broad class of situations in which a unit's outcome depends not only on treatments received by that unit, but also…
I study identification, estimation and inference for spillover effects in experiments where units' outcomes may depend on the treatment assignments of other units within a group. I show that the commonly-used reduced-form linear-in-means…
When using dyadic data (i.e., data indexed by pairs of units), researchers typically assume a linear model, estimate it using Ordinary Least Squares and conduct inference using ``dyadic-robust" variance estimators. The latter assumes that…
This paper investigates the case of interference, when a unit's treatment also affects other units' outcome. When interference is at work, policy evaluation mostly relies on the use of randomized experiments under cluster interference and…
When experimental subjects can interact with each other, the outcome of one individual may be affected by the treatment status of others. In many social science experiments, such spillover effects may occur through multiple networks, for…
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…
Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…
Ordinary least squares (OLS) estimators are widely used in network experiments to estimate spillover effects. We study the causal interpretation of, and inference for the OLS estimator under both design-based uncertainty from random…
In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…
In many experimental contexts, whether and how network interactions impact the outcome of interest for both treated and untreated individuals are key concerns. Networks data is often assumed to perfectly represent these possible…
In most real-world systems units are interconnected and can be represented as networks consisting of nodes and edges. For instance, in social systems individuals can have social ties, family or financial relationships. In settings where…
To report spillover effects, a common practice is to regress outcomes on statistics summarizing neighbors' treatments. This paper studies nonparametric analogs of these estimands, which we refer to as exposure contrasts. We demonstrate that…
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…
Estimating causal effects in the presence of spillover among individuals embedded within a social network is often challenging with missing information. The spillover effect is the effect of an intervention if a participant is not exposed…
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…
In many scenarios, such as the evaluation of place-based policies, potential outcomes are not only dependent upon the unit's own treatment but also its neighbors' treatment. Despite this, "difference-in-differences" (DID) type estimators…
Classical causal inference assumes treatments meant for a given unit do not have an effect on other units. This assumption is violated in interference problems, where new types of spillover causal effects arise, and causal inference becomes…
Causal inference on a population of units connected through a network often presents technical challenges, including how to account for interference. In the presence of local interference, for instance, potential outcomes of a unit depend…