Causal clustering: design of cluster experiments under network interference

Fuente: arXiv
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Auteurs principaux: Viviano, Davide, Lei, Lihua, Imbens, Guido, Karrer, Brian, Schrijvers, Okke, Shi, Liang
Format: Preprint
Publié: 2023
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author Viviano, Davide
Lei, Lihua
Imbens, Guido
Karrer, Brian
Schrijvers, Okke
Shi, Liang
author_facet Viviano, Davide
Lei, Lihua
Imbens, Guido
Karrer, Brian
Schrijvers, Okke
Shi, Liang
contents This paper studies the design of cluster experiments to estimate the global treatment effect in the presence of network spillovers. We provide a framework to choose the clustering that minimizes the worst-case mean-squared error of the estimated global effect. We show that optimal clustering solves a novel penalized min-cut optimization problem computed via off-the-shelf semi-definite programming algorithms. Our analysis also characterizes simple conditions to choose between any two cluster designs, including choosing between a cluster or individual-level randomization. We illustrate the method's properties using unique network data from the universe of Facebook's users and existing data from a field experiment.
format Preprint
id arxiv_https___arxiv_org_abs_2310_14983
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Causal clustering: design of cluster experiments under network interference
Viviano, Davide
Lei, Lihua
Imbens, Guido
Karrer, Brian
Schrijvers, Okke
Shi, Liang
Econometrics
Statistics Theory
Methodology
This paper studies the design of cluster experiments to estimate the global treatment effect in the presence of network spillovers. We provide a framework to choose the clustering that minimizes the worst-case mean-squared error of the estimated global effect. We show that optimal clustering solves a novel penalized min-cut optimization problem computed via off-the-shelf semi-definite programming algorithms. Our analysis also characterizes simple conditions to choose between any two cluster designs, including choosing between a cluster or individual-level randomization. We illustrate the method's properties using unique network data from the universe of Facebook's users and existing data from a field experiment.
title Causal clustering: design of cluster experiments under network interference
topic Econometrics
Statistics Theory
Methodology
url https://arxiv.org/abs/2310.14983