Causal Spillover Effects Using Instrumental Variables

DOI10.1080/01621459.2021.2021920MaRDI QIDQ6077583zbMATH OpenOpenAlexFDO

Authors Gonzalo Vazquez-Bare

Publication date 18 October 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.06023, https://figshare.com/articles/journal_contribution/Causal_Spillover_Effects_Using_Instrumental_Variables_/17695271

zbMATH Keywords

causal inferenceinstrumental variablesspillover effectstreatment effects

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide conditions for identification of the marginal distribution of compliance types. I show that intention-to-treat (ITT) parameters aggregate multiple direct and spillover effects for different compliance types, and hence do not have a clear link to causally interpretable parameters. Moreover, rescaling ITT parameters by first-stage estimands generally recovers a weighted combination of average effects where the sum of weights is larger than one. I then analyze identification of causal direct and spillover effects under one-sided noncompliance, and show that causal effects can be estimated by 2SLS in this case. I illustrate the proposed methods using data from an experiment on social interactions and voting behavior. I also introduce an alternative assumption, independence of peers' types, that identifies parameters of interest under two-sided noncompliance by restricting the amount of heterogeneity in average potential outcomes.

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Cited in

(5)

• Interventions and Cognitive Spillovers
• Identification and estimation of spillover effects in randomized experiments
• Efficient and Robust Estimation of the Generalized LATE Model
• Causal Inference with Noncompliance and Unknown Interference
• A Bayesian analysis of two-stage randomized experiments in the presence of interference, treatment nonadherence, and missing outcomes

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