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Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices

Eric Auerbach, Yong Cai

arXiv 2 May 2022 · Econometrics

arXiv:2205.01246 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We are interested in the distribution of treatment effects for an experiment where units are randomized to a treatment but outcomes are measured for pairs of units. For example, we might measure risk sharing links between households enrolled in a microfinance program, employment relationships between workers and firms exposed to a trade shock, or bids from bidders to items assigned to an auction format. Such a double randomized experimental design may be appropriate when there are social interactions, market externalities, or other spillovers across units assigned to the same treatment. Or it may describe a natural or quasi experiment given to the researcher. In this paper, we propose a new empirical strategy that compares the eigenvalues of the outcome matrices associated with each treatment. Our proposal is based on a new matrix analog of the Fr\'echet-Hoeffding bounds that play a key role in the standard theory. We first use this result to bound the distribution of treatment effects. We then propose a new matrix analog of quantile treatment effects that is given by a difference in the eigenvalues. We call this analog spectral treatment effects.

Citation extraction

42
references
92
in-text mentions
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distinct cited
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10,269
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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
1Whitt (1976) Bivariate distributions with given marginals1.000123100%
2Bajari, Burdick, Imbens, Masoero, McQueen, Richardson and Rosen (2021) Multiple Randomization Designs1.00093100%
3Finke, Burkard and Rendl (1987) Quadratic assignment problems0.92843100%
4Lovász (2012)0.8746367%
5Comola and Prina (2021) Treatment effect accounting for network changes0.87452100%
6Athey, Levin and Seira (2011) Comparing open and sealed bid auctions: Evidence from timber auctions0.73732100%
7Cela (2013)0.73732100%
8Fréchet (1951) Sur les tableaux de corrélation dont les marges sont données0.73732100%
9Heckman, Smith and Clements (1997) Making the most out of programme evaluations and social experiments: Accounting for heterogeneity in programme impacts0.73732100%
10Hoeffding (1940) Masstabinvariante korrelationstheorie0.73732100%

Showing the top 10 of 42 scored citations.