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SPORTSCausal: Spill-Over Time Series Causal Inference

Carol Liu

arXiv 21 Aug 2024 · Econometrics

arXiv:2408.11951 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Randomized controlled trials (RCTs) have long been the gold standard for causal inference across various fields, including business analysis, economic studies, sociology, clinical research, and network learning. The primary advantage of RCTs over observational studies lies in their ability to significantly reduce noise from individual variance. However, RCTs depend on strong assumptions, such as group independence, time independence, and group randomness, which are not always feasible in real-world applications. Traditional inferential methods, including analysis of covariance (ANCOVA), often fail when these assumptions do not hold. In this paper, we propose a novel approach named Spillover Time Series Causal (\verb+SPORTSCausal+), which enables the estimation of treatment effects without relying on these stringent assumptions. We demonstrate the practical applicability of \verb+SPORTSCausal+ through a real-world budget-control experiment. In this experiment, data was collected from both a 5% live experiment and a 50% live experiment using the same treatment. Due to the spillover effect, the vanilla estimation of the treatment effect was not robust across different treatment sizes, whereas \verb+SPORTSCausal+ provided a robust estimation.

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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
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9S. Liu, Z. Zheng, C. Kent, and J. Briscoe (2022) Progressive retrieval practice leads to greater memory for image-word pairs than standard retrieval practice0.40511100%
10C. Luke and A. Luke (1998) Interracial families: Difference within difference0.40511100%

Showing the top 10 of 19 scored citations.