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Endogenous Selection and Spillovers: Bayesian Inference for Policy-Relevant Causal Effects

Duong Trinh

arXiv 26 Aug 2026 · Econometrics

arXiv:2608.25720 · PDF · Extracted main text

Abstract

This paper develops a new econometric framework to identify and estimate policy-relevant causal effects in contexts with endogenous selection into treatment and spillovers within single large networks or spatial settings. Conventional causal inference methods relying on either unconfoundedness or no-interference assumptions are generally inadequate in these scenarios. We introduce a Spillover Roy model that jointly models endogenous treatment selection and potential outcomes while allowing spillovers through a low-dimensional exposure mapping of neighbors' treatments. The model captures heterogeneous treatment responses across levels of latent resistance to treatment and neighborhood exposure. Within this framework, we define policy-relevant direct, spillover, and total effects under feasible policy changes and show that the total effect decomposes into a direct component from policy-induced participation and a spillover component from policy-induced changes in neighborhood treatment exposure. For estimation and inference, we develop a Bayesian data-augmentation algorithm with parameter expansion that enables efficient posterior computation and coherent uncertainty quantification for heterogeneous causal effects and policy counterfactuals. An application to the U.S. Opportunity Zones program finds positive direct effects on housing development but limited spillover benefits, while counterfactual policy analysis reveals diminishing returns from program expansion.

Citation extraction

36
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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
1Heckman, James J and Vytlacil, Edward J (2005) Structural equations, treatment effects, and econometric policy evaluation 10.81142100%
2Aronow, Peter M and Samii, Cyrus (2017) Estimating average causal effects under general interference, with application to a social network experiment0.64422100%
3Carneiro, Pedro and Heckman, James J and Vytlacil, Edward J (2011) Estimating marginal returns to education0.64422100%
4Ding, Peng (2014) Bayesian robust inference of sample selection using selection-t models0.64422100%
5Do gan, Osman and Ta spinar, Süleyman (2018) Bayesian inference in spatial sample selection models0.64422100%
6Manski, Charles F (2013) Identification of treatment response with social interactions0.64422100%
7Forastiere, Laura and Airoldi, Edoardo M and Mealli, Fabrizia (2021) Identification and estimation of treatment and interference effects in observational studies on networks0.51121100%
8Abbring, Jaap H and Heckman, James J (2007) Econometric evaluation of social programs, part III: Distributional treatment effects, dynamic treatment effects, dynamic discre…0.40511100%
9Alm, James and Dronyk-Trosper, Trey and Larkin, Sean (2021) In the land of OZ: designating opportunity zones0.40511100%
10Brinch, Christian N and Mogstad, Magne and Wiswall, Matthew (2017) Beyond LATE with a discrete instrument0.40511100%

Showing the top 10 of 36 scored citations.