Model-based regression adjustment with model-free covariates for network interference

Author:

Han Kevin1,Ugander Johan2

Affiliation:

1. Department of Statistics, Stanford University , Stanford , California , United Status

2. Department of Management Science and Engineering, Stanford University , Stanford , California , United Status

Abstract

AbstractWhen estimating a global average treatment effect (GATE) under network interference, units can have widely different relationships to the treatment depending on a combination of the structure of their network neighborhood, the structure of the interference mechanism, and how the treatment was distributed in their neighborhood. In this work, we introduce a sequential procedure to generate and select graph- and treatment-based covariates for GATE estimation under regression adjustment. We show that it is possible to simultaneously achieve low bias and considerably reduce variance with such a procedure. To tackle inferential complications caused by our feature generation and selection process, we introduce a way to construct confidence intervals based on a block bootstrap. We illustrate that our selection procedure and subsequent estimator can achieve good performance in terms of root-mean-square error in several semi-synthetic experiments with Bernoulli designs, comparing favorably to an oracle estimator that takes advantage of regression adjustments for the known underlying interference structure. We apply our method to a real-world experimental dataset with strong evidence of interference and demonstrate that it can estimate the GATE reasonably well without knowing the interference processa priori.

Publisher

Walter de Gruyter GmbH

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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