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Endogenous Interference in Randomized Experiments

Mengsi Gao

arXiv 3 Dec 2024 · Econometrics

arXiv:2412.02183 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper investigates the identification and inference of treatment effects in randomized controlled trials with social interactions. Two key network features characterize the setting and introduce endogeneity: (1) latent variables may affect both network formation and outcomes, and (2) the intervention may alter network structure, mediating treatment effects. I make three contributions. First, I define parameters within a post-treatment network framework, distinguishing direct effects of treatment from indirect effects mediated through changes in network structure. I provide a causal interpretation of the coefficients in a linear outcome model. For estimation and inference, I focus on a specific form of peer effects, represented by the fraction of treated friends. Second, in the absence of endogeneity, I establish the consistency and asymptotic normality of ordinary least squares estimators. Third, if endogeneity is present, I propose addressing it through shift-share instrumental variables, demonstrating the consistency and asymptotic normality of instrumental variable estimators in relatively sparse networks. For denser networks, I propose a denoised estimator based on eigendecomposition to restore consistency. Finally, I revisit Prina (2015) as an empirical illustration, demonstrating that treatment can influence outcomes both directly and through network structure changes.

Citation extraction

109
references
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in-text mentions
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distinct cited
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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
1Prina, S (2015) Banking the Poor via Savings Accounts: Evidence from a Field Experiment1.000194100%
2Pearl, J (2001) Direct and Indirect Effects, in0.9285380%
3Adão, R., M. Kolesár, and E. Morales (2019) Shift-Share Designs: Theory and Inference*0.92843100%
4Carrell, S. E., B. I. Sacerdote, and J. E. West (2013) From Natural Variation to Optimal Policy? The Importance of Endogenous Peer Group Formation0.92843100%
5Borusyak, K. and P. Hull (2023) Nonrandom Exposure to Exogenous Shocks0.87462100%
6Hudgens, M. G. and M. E. Halloran (2008) Toward Causal Inference With Interference0.87452100%
7Borusyak, K., P. Hull, and X. Jaravel (2022) Quasi-Experimental Shift-Share Research Designs0.8435460%
8Banerjee, A., E. Breza, A. G. Chandrasekhar, E. Duflo, M. O. Jackson… (2023) Changes in Social Network Structure in Response to Exposure to Formal Credit Markets0.84333100%
9Cai, Y (2022) Linear Regression with Centrality Measures0.84333100%
10Li, S. and S. Wager (2022) Random Graph Asymptotics for Treatment Effect Estimation under Network Interference0.81413554%

Showing the top 10 of 109 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
1Fixed-Population Causal Inference for Models of Equilibrium0.40511
2What's the Magic Formula Instrument?0.40511