Double Machine Learning for Causal Inference under Shared-State Interference
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Ruohan Zhan & Shichao Han & Yuchen Hu & Zhenling Jiang, 2024. "Estimating Treatment Effects under Recommender Interference: A Structured Neural Networks Approach," Papers 2406.14380, arXiv.org, revised Oct 2025.
- Ramesh Johari & Hannah Li & Inessa Liskovich & Gabriel Weintraub, 2020. "Experimental Design in Two-Sided Platforms: An Analysis of Bias," Papers 2002.05670, arXiv.org, revised Sep 2021.
- Ashesh Rambachan & Amanda Coston & Edward Kennedy, 2022. "Robust Design and Evaluation of Predictive Algorithms under Unobserved Confounding," Papers 2212.09844, arXiv.org, revised Nov 2025.
- Daniele Ballinari & Alexander Wehrli, 2024. "Semiparametric inference for impulse response functions using double/debiased machine learning," Papers 2411.10009, arXiv.org.
- Vivek F. Farias & Andrew A. Li & Tianyi Peng & Andrew Zheng, 2022. "Markovian Interference in Experiments," Papers 2206.02371, arXiv.org, revised Jun 2022.
- Victor Chernozhukov & Christian Hansen & Nathan Kallus & Martin Spindler & Vasilis Syrgkanis, 2024. "Applied Causal Inference Powered by ML and AI," Papers 2403.02467, arXiv.org.
- Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, November.
- Edward H. Kennedy & Zongming Ma & Matthew D. McHugh & Dylan S. Small, 2017. "Non-parametric methods for doubly robust estimation of continuous treatment effects," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(4), pages 1229-1245, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Abhinandan Dalal & Patrick Blobaum & Shiva Kasiviswanathan & Aaditya Ramdas, 2024. "Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters," Papers 2408.09598, arXiv.org, revised Sep 2024.
- Rahul Singh, 2021. "Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension," Papers 2102.11076, arXiv.org, revised Jul 2024.
- Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP72/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2019.
"Empirical Process Results for Exchangeable Arrays,"
Papers
1906.11293, arXiv.org, revised May 2020.
- Laurent Davezies & Xavier D’haultfœuille & Yannick Guyonvarch, 2021. "Empirical process results for exchangeable arrays," Post-Print hal-04430851, HAL.
- Shuang Liu, 2025. "Asymptotic Analysis of the Bias–Variance Trade-Off in Subsampling Metropolis–Hastings," Mathematics, MDPI, vol. 13(21), pages 1-30, October.
- Alexander Frankel & Maximilian Kasy, 2022.
"Which Findings Should Be Published?,"
American Economic Journal: Microeconomics, American Economic Association, vol. 14(1), pages 1-38, February.
- Kasy, Maximilian & Frankel, Alexander, 2018. "Which findings should be published?," MetaArXiv mbvz3, Center for Open Science.
- Kasy, Maximilian, 2011. "A nonparametric test for path dependence in discrete panel data," Economics Letters, Elsevier, vol. 113(2), pages 172-175.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170R Publication Status:, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers 12205, Institute of Labor Economics (IZA).
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers 2101.01093, arXiv.org.
- Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170, Cowles Foundation for Research in Economics, Yale University.
- Luofeng Liao & Christian Kroer, 2024. "Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions," Papers 2406.15522, arXiv.org, revised Mar 2025.
- Waverly Wei & Maya Petersen & Mark J van der Laan & Zeyu Zheng & Chong Wu & Jingshen Wang, 2023. "Efficient targeted learning of heterogeneous treatment effects for multiple subgroups," Biometrics, The International Biometric Society, vol. 79(3), pages 1934-1946, September.
- Yao, Haixiang & Huang, Jinbo & Li, Yong & Humphrey, Jacquelyn E., 2021. "A general approach to smooth and convex portfolio optimization using lower partial moments," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Wei Huang & Oliver Linton & Zheng Zhang, 2022.
"A Unified Framework for Specification Tests of Continuous Treatment Effect Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1817-1830, October.
- Wei Huang & Oliver Linton & Zheng Zhang, 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Papers 2102.08063, arXiv.org, revised Sep 2021.
- Huang, W. & Linton, O. & Zhang, Z., 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Cambridge Working Papers in Economics 2113, Faculty of Economics, University of Cambridge.
- Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP54/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jan-Lukas Wermuth, 2025. "Proper Correlation Coefficients for Nominal Random Variables," LIS Working papers 897, LIS Cross-National Data Center in Luxembourg.
- Luo, Yu & Graham, Daniel J. & McCoy, Emma J., 2023. "Semiparametric Bayesian doubly robust causal estimation," LSE Research Online Documents on Economics 117944, London School of Economics and Political Science, LSE Library.
- Ayden Higgins & Koen Jochmans, 2024.
"Bootstrap Inference for Fixed‐Effect Models,"
Econometrica, Econometric Society, vol. 92(2), pages 411-427, March.
- Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
- Ayden Higgins & Koen Jochmans, 2024. "Bootstrap inference for fixed-effect models," Post-Print hal-04557288, HAL.
- Koen Jochmans, 2023. "Bootstrap inference for fixed-effect models," French Stata Users' Group Meetings 2023 21, Stata Users Group.
- Ayden Higgins & Koen Jochmans, 2022. "Bootstrap inference for fixed-effect models," Papers 2201.11156, arXiv.org.
- Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan, 2024.
"GLS under monotone heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 246(1).
- Yoici Arai & Taisuke Otsu & Mengshan Xu, 2022. "GLS under monotone heteroskedasticity," STICERD - Econometrics Paper Series 625, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan, 2024. "GLS under monotone heteroskedasticity," LSE Research Online Documents on Economics 125941, London School of Economics and Political Science, LSE Library.
- Yoichi Arai & Taisuke Otsu & Mengshan Xu, 2022. "GLS under Monotone Heteroskedasticity," Papers 2210.13843, arXiv.org, revised Jan 2024.
- Ashesh Rambachan & Jonathan Roth, 2020. "Design-Based Uncertainty for Quasi-Experiments," Papers 2008.00602, arXiv.org, revised Jun 2025.
- Li, J. & Nott, D.J. & Fan, Y. & Sisson, S.A., 2017. "Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model," Computational Statistics & Data Analysis, Elsevier, vol. 106(C), pages 77-89.
- Higgins, Ayden & Jochmans, Koen, 2025.
"Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap,"
TSE Working Papers
25-1620, Toulouse School of Economics (TSE).
- Ayden Higgins & Koen Jochmans, 2025. "Inference in dynamic models for panel data using the moving block bootstrap," Papers 2502.08311, arXiv.org.
- Ayden Higgins & Koen Jochmans, 2025. "Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap," Working Papers hal-04947761, HAL.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2025-05-19 (Big Data)
- NEP-CMP-2025-05-19 (Computational Economics)
- NEP-ECM-2025-05-19 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2504.08836. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/arx/papers/2504.08836.html