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“统计大讲堂”第243讲预告:网络实验的因果推断:基于回归的分析和基于设计的性质

2023-12-10

报告时间:2023年12月11日(周一)10:00-11:00

报告地点:中国人民大学明德主楼1016

报告嘉宾:Ding Peng

报告主题:Causal inference in network experiments: regression-based analysis and design-based properties

报告摘要

Causal inference in network experiments: regression-based analysis and design-based properties

Investigating interference or spillover effects among units is a central task in many social science problems. Network experiments are powerful tools for this task, which avoids endogeneity by randomly assigning treatments to units over networks. However, it is non-trivial to analyze network experiments properly without imposing strong modeling assumptions. Previously, many researchers have proposed sophisticated point estimators and standard errors for causal effects under network experiments. We further show that regression-based point estimators and standard errors can have strong theoretical guarantees if the regression functions and robust standard errors are carefully specified to accommodate the interference patterns under network experiments. We first recall a well-known result that the Hajek estimator is numerically identical to the coefficient from the weighted-least-squares fit based on the inverse probability of the exposure mapping. Moreover, we demonstrate that the regression-based approach offers three notable advantages: its ease of implementation, the ability to derive standard errors through the same weighted-least-squares fit, and the capacity to integrate covariates into the analysis, thereby enhancing estimation efficiency. Furthermore, we analyze the asymptotic bias of the regression-based network-robust standard errors. Recognizing that the covariance estimator can be anti-conservative, we propose an adjusted covariance estimator to improve the empirical coverage rates. Although we focus on regression-based point estimators and standard errors, our theory holds under the design-based framework, which assumes that the randomness comes solely from the design of network experiments and allows for arbitrary misspecification of the regression models.

作者简介

Ding Peng is an Associate Professor in the Department of Statistics, UC Berkeley. He obtained his Ph.D. from the Department of Statistics, Harvard University in May 2015, and worked as a postdoctoral researcher in the Department of Epidemiology, Harvard T. H. Chan School of Public Health until December 2015. Previously, he received his B.S. (Mathematics), B.A. (Economics), and M.S. (Statistics) from Peking University.