Graph Machine Learning based Doubly Robust Estimator for Network Causal Effects

Fuente: arXiv
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Main Authors: Khatami, Seyedeh Baharan, Parikh, Harsh, Chen, Haowei, Roy, Sudeepa, Salimi, Babak
Format: Preprint
Published: 2024
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author Khatami, Seyedeh Baharan
Parikh, Harsh
Chen, Haowei
Roy, Sudeepa
Salimi, Babak
author_facet Khatami, Seyedeh Baharan
Parikh, Harsh
Chen, Haowei
Roy, Sudeepa
Salimi, Babak
contents We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While there is extensive literature focusing on estimating causal effects in social network setups, a majority of them make prior assumptions about the form of network-induced confounding mechanisms. Such strong assumptions are rarely likely to hold especially in high-dimensional networks. We propose a novel methodology that combines graph machine learning approaches with the double machine learning framework to enable accurate and efficient estimation of direct and peer effects using a single observational social network. We demonstrate the semiparametric efficiency of our proposed estimator under mild regularity conditions, allowing for consistent uncertainty quantification. We demonstrate that our method is accurate, robust, and scalable via an extensive simulation study. We use our method to investigate the impact of Self-Help Group participation on financial risk tolerance.
format Preprint
id arxiv_https___arxiv_org_abs_2403_11332
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Graph Machine Learning based Doubly Robust Estimator for Network Causal Effects
Khatami, Seyedeh Baharan
Parikh, Harsh
Chen, Haowei
Roy, Sudeepa
Salimi, Babak
Machine Learning
Social and Information Networks
Methodology
We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While there is extensive literature focusing on estimating causal effects in social network setups, a majority of them make prior assumptions about the form of network-induced confounding mechanisms. Such strong assumptions are rarely likely to hold especially in high-dimensional networks. We propose a novel methodology that combines graph machine learning approaches with the double machine learning framework to enable accurate and efficient estimation of direct and peer effects using a single observational social network. We demonstrate the semiparametric efficiency of our proposed estimator under mild regularity conditions, allowing for consistent uncertainty quantification. We demonstrate that our method is accurate, robust, and scalable via an extensive simulation study. We use our method to investigate the impact of Self-Help Group participation on financial risk tolerance.
title Graph Machine Learning based Doubly Robust Estimator for Network Causal Effects
topic Machine Learning
Social and Information Networks
Methodology
url https://arxiv.org/abs/2403.11332