Identification and estimation of spillover effects in randomized experiments

DOI10.1016/J.JECONOM.2021.10.014MaRDI QIDQ6090542zbMATH OpenOpenAlexFDO

Authors Gonzalo Vazquez-Bare

Publication date 17 November 2023

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.02745

zbMATH Keywords

causal inferenceinterferencespillover effectstreatment effects

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Abstract: I study identification, estimation and inference for spillover effects in experiments where units' outcomes may depend on the treatment assignments of other units within a group. I show that the commonly-used reduced-form linear-in-means regression identifies a weighted sum of spillover effects with some negative weights, and that the difference in means between treated and controls identifies a combination of direct and spillover effects entering with different signs. I propose nonparametric estimators for average direct and spillover effects that overcome these issues and are consistent and asymptotically normal under a precise relationship between the number of parameters of interest, the total sample size and the treatment assignment mechanism. These findings are illustrated using data from a conditional cash transfer program and with simulations. The empirical results reveal the potential pitfalls of failing to flexibly account for spillover effects in policy evaluation: the estimated difference in means and the reduced-form linear-in-means coefficients are all close to zero and statistically insignificant, whereas the nonparametric estimators I propose reveal large, nonlinear and significant spillover effects.

Cites work

• Asymptotic theory for clustered samples
• Causal diagrams for interference
• Causal inference for statistics, social, and biomedical sciences. An introduction
• Causal Spillover Effects Using Instrumental Variables
• Design of randomized experiments to measure social interaction effects
• Efficient semiparametric estimation of multi-valued treatment effects under ignorability
• Exact \(p\)-values for network interference
• Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
• Identification of Endogenous Social Effects: The Reflection Problem
• Identification of peer effects through social networks
• Identification of peer effects using group size variation
• Identification of treatment response with social interactions
• Inference in linear regression models with many covariates and heteroscedasticity
• Robust inference on average treatment effects with possibly more covariates than observations
• Robust inference using inverse probability weighting
• The jackknife and bootstrap
• The Role of Information and Social Interactions in Retirement Plan Decisions: Evidence from a Randomized Experiment
• The role of the propensity score in estimating dose-response functions
• Toward Causal Inference With Interference
• Treatment response with social interactions: partial identification via monotone comparative statics
• What Do Randomized Studies of Housing Mobility Demonstrate?

Cited in

(4)

• Interventions and Cognitive Spillovers
• Causal Spillover Effects Using Instrumental Variables
• Causal inference in network experiments: regression-based analysis and design-based properties
• Estimating causal effects under non-individualistic treatments due to network entanglement

This page was built for publication: Identification and estimation of spillover effects in randomized experiments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6090542)