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Causal Spillover Effects Using Instrumental Variables

Gonzalo Vazquez-Bare

arXiv 12 Mar 2020 · Econometrics · publishedJournal of the American Statistical Association (2021) · 9 citations (OpenAlex)

arXiv:2003.06023 · PDF · DOI · OpenAlex · Extracted main text

Abstract

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide conditions for identification of the marginal distribution of compliance types. I show that intention-to-treat (ITT) parameters aggregate multiple direct and spillover effects for different compliance types, and hence do not have a clear link to causally interpretable parameters. Moreover, rescaling ITT parameters by first-stage estimands generally recovers a weighted combination of average effects where the sum of weights is larger than one. I then analyze identification of causal direct and spillover effects under one-sided noncompliance, and show that causal effects can be estimated by 2SLS in this case. I illustrate the proposed methods using data from an experiment on social interactions and voting behavior. I also introduce an alternative assumption, independence of peers' types, that identifies parameters of interest under two-sided noncompliance by restricting the amount of heterogeneity in average potential outcomes.

Citation extraction

37
references
59
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Foos, F., and de Rooij, E. A (2017) All in the Family: Partisan Disagreement and Electoral Mobilization in Intimate Networks—A Spillover Experiment0.8435560%
2Abadie, A., and Cattaneo, M. D (2018) Econometric Methods for Program Evaluation0.84333100%
3Kang, H., and Imbens, G (2016) Peer Encouragement Designs in Causal Inference with Partial Interference and Identification of Local Average Network Effects0.84333100%
4Imbens, G. W., and Rubin, D. B (1997) Estimating Outcome Distributions for Compliers in Instrumental Variables Models0.7373367%
5Vazquez-Bare, G. (forthcoming), Identification and Estimation of Spi… self0.73732100%
6Angrist, J. D., Imbens, G. W., and Rubin, D. B (1996) Identification of Causal Effects Using Instrumental Variables0.64422100%
7Angrist, J. D., and Krueger, A. B (2001) Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments0.64422100%
8DiTraglia, F. J., García-Jimeno, C., O'Keeffe-O'Donovan, R., and Sán… (2021) Identifying Causal Effects in Experiments with Spillovers and Non-Compliance0.64422100%
9Duflo, E., and Saez, E (2003) The Role of Information and Social Interactions in Retirement Plan Decisions: Evidence from a Randomized Experiment0.64422100%
10Imai, K., Jiang, Z., and Malani, A (2021) Causal Inference with Interference and Noncompliance in Two-Stage Randomized Experiments0.64422100%

Showing the top 10 of 37 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Unobserved Heterogeneous Spillover Effects in Instrumental Variable Models0.96193
2Policy-relevant causal effect estimation using instrumental variables with interference0.92843
3Bounds for within-household encouragement designs with interference0.814135
4Analysis of Randomized Experiments with Network Interference and Noncompliance0.81142
5Causal Inference with Noncompliance and Unknown Interference0.65973
6Identification and Estimation of Spillover Effects in Randomized Experiments0.64422
7Identifying Causal Effects in Experiments with Spillovers and Non-compliance0.58531
8The Network Propensity Score: Spillovers, Homophily, and Selection into Treatment0.51121
9The causal interpretation of panel vector autoregressions0.51121
10Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network0.40511