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Network interference occurs when a unit's outcome depends not only on its own treatment but also on the treatments received by connected units in the network. Experimental designs and analysis methods that ignore such interference can yield…

Methodology · Statistics 2026-05-04 Xiao Liu , Feifang Hu , Jingfei Zhang

This paper deals with the estimation of exogeneous peer effects for partially observed networks under the new inferential paradigm of design identification, which characterizes the missing data challenge arising with sampled networks with…

Econometrics · Economics 2022-08-22 Mamadou Yauck

We present a new finite-time analysis of the estimation error of the Ordinary Least Squares (OLS) estimator for stable linear time-invariant systems. We characterize the number of observed samples (the length of the observed trajectory)…

Statistics Theory · Mathematics 2020-03-27 Yassir Jedra , Alexandre Proutiere

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang

Least squares linear regression is one of the oldest and widely used data analysis tools. Although the theoretical analysis of the ordinary least squares (OLS) estimator is as old, several fundamental questions are yet to be answered.…

Statistics Theory · Mathematics 2019-10-16 Arun K. Kuchibhotla , Lawrence D. Brown , Andreas Buja , Junhui Cai

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…

Methodology · Statistics 2018-04-02 Laura Forastiere , Edoardo M. Airoldi , Fabrizia Mealli

When data are clustered, common practice has become to do OLS and use an estimator of the covariance matrix of the OLS estimator that comes close to unbiasedness. In this paper we derive an estimator that is unbiased when the random-effects…

Econometrics · Economics 2022-06-22 Tom Boot , Gianmaria Niccodemi , Tom Wansbeek

Variance reduction for causal inference in the presence of network interference is often achieved through either outcome modeling, typically analyzed under unit-randomized Bernoulli designs, or clustered experimental designs, typically…

Methodology · Statistics 2026-01-19 Matthew Eichhorn , Samir Khan , Johan Ugander , Christina Lee Yu

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

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

Topology inference for network systems (NSs) plays a crucial role in many areas. This paper advocates a causality-based method based on noisy observations from a single trajectory of a NS, which is represented by the state-space model with…

Signal Processing · Electrical Eng. & Systems 2022-08-26 Yushan Li , Jianping He , Cailian Chen , Xinping Guan

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…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

The identification of the network effect is based on either group size variation, the structure of the network or the relative position in the network. I provide easy-to-verify necessary conditions for identification of undirected network…

Econometrics · Economics 2019-02-19 Guy Tchuente

This paper considers the estimation of treatment effects in randomized experiments with complex experimental designs, including cases with interference between units. We develop a design-based estimation theory for arbitrary experimental…

Econometrics · Economics 2025-05-27 Haoge Chang

Standard estimators in information provision experiments place more weight on individuals who update their beliefs more in response to new information. This paper shows that, in practice, these individuals who update the most have the…

Econometrics · Economics 2026-01-13 Dylan Balla-Elliott

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

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong

Randomized experiments are widely used to estimate causal effects across a variety of domains. However, classical causal inference approaches rely on critical independence assumptions that are violated by network interference, when the…

Methodology · Statistics 2022-10-18 Mayleen Cortez , Matthew Eichhorn , Christina Lee Yu

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

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.…

Econometrics · Economics 2024-08-16 Lina Zhang