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Exact p-Values for Network Interference

Author

Listed:
  • Susan Athey
  • Dean Eckles
  • Guido W. Imbens

Abstract

We study the calculation of exact p-values for a large class of nonsharp null hypotheses about treatment effects in a setting with data from experiments involving members of a single connected network. The class includes null hypotheses that limit the effect of one unit’s treatment status on another according to the distance between units, for example, the hypothesis might specify that the treatment status of immediate neighbors has no effect, or that units more than two edges away have no effect. We also consider hypotheses concerning the validity of sparsification of a network (e.g., based on the strength of ties) and hypotheses restricting heterogeneity in peer effects (so that, e.g., only the number or fraction treated among neighboring units matters). Our general approach is to define an artificial experiment, such that the null hypothesis that was not sharp for the original experiment is sharp for the artificial experiment, and such that the randomization analysis for the artificial experiment is validated by the design of the original experiment.

Suggested Citation

  • Susan Athey & Dean Eckles & Guido W. Imbens, 2018. "Exact p-Values for Network Interference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(521), pages 230-240, January.
  • Handle: RePEc:taf:jnlasa:v:113:y:2018:i:521:p:230-240
    DOI: 10.1080/01621459.2016.1241178
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    References listed on IDEAS

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    1. Eckles Dean & Karrer Brian & Ugander Johan, 2017. "Design and Analysis of Experiments in Networks: Reducing Bias from Interference," Journal of Causal Inference, De Gruyter, vol. 5(1), pages 1-23, March.
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    8. Scott E. Carrell & Bruce I. Sacerdote & James E. West, 2013. "From Natural Variation to Optimal Policy? The Importance of Endogenous Peer Group Formation," Econometrica, Econometric Society, vol. 81(3), pages 855-882, May.
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    More about this item

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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