Causal inference in network experiments: regression-based analysis and design-based properties
作者:
时间:2023-12-22
阅读量:393次
  • 演讲人: 高梦思(加州大学伯克利分校)
  • 时间:2024年1月5日星期五14:00
  • 地点:浙江大学紫金港校区行政楼1417报告厅
  • 主办单位:浙江大学数据科学研究中心

摘要:Investigating interference or spillover effects among units is a central task in many social science problems. Network experiments are powerful tools for this task, which avoids endogeneity by randomly assigning treatments to units over networks. However, it is non-trivial to analyze network experiments properly without imposing strong modeling assumptions. Previously, many researchers have proposed sophisticated point estimators and standard errors for causal effects under network experiments. We further show that regression-based point estimators and standard errors can have strong theoretical guarantees if the regression functions and robust standard errors are carefully specified to accommodate the interference patterns under network experiments. We first recall a well-known result that the Hajek estimator is numerically identical to the coefficient from the weighted-least-squares fit based on the inverse probability of the exposure mapping. Moreover, we demonstrate that the regression-based approach offers three notable advantages: its ease of implementation, the ability to derive standard errors through the same weighted-least-squares fit, and the capacity to integrate covariates into the analysis, thereby enhancing estimation efficiency. Furthermore, we analyze the asymptotic bias of the regression-based network-robust standard errors. Recognizing that the covariance estimator can be anti-conservative, we propose an adjusted covariance estimator to improve the empirical coverage rates. Although we focus on regression-based point estimators and standard errors, our theory holds under the design-based framework, which assumes that the randomness comes solely from the design of network experiments and allows for arbitrary misspecification of the regression models.


报告人简介:Mengsi Gao is a 5th-year Ph.D. student in Berkeley Economics, advised by Bryan Graham and Peng Ding. Her research focuses on econometrics, especially causal inference and network. Before Berkeley, Mengsi received her B.A. (Economics) from Zhejiang University and M.A. (Economics) from Duke University.