Double Machine Learning for Causal Inference under Shared-State Interference
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866916686120091648 |
|---|---|
| author | Hays, Chris Raghavan, Manish |
| author_facet | Hays, Chris Raghavan, Manish |
| contents | Researchers and practitioners often wish to measure treatment effects in settings where units interact via markets and recommendation systems. In these settings, units are affected by certain shared states, like prices, algorithmic recommendations or social signals. We formalize this structure, calling it shared-state interference, and argue that our formulation captures many relevant applied settings. Our key modeling assumption is that individuals' potential outcomes are independent conditional on the shared state. We then prove an extension of a double machine learning (DML) theorem providing conditions for achieving efficient inference under shared-state interference. We also instantiate our general theorem in several models of interest where it is possible to efficiently estimate the average direct effect (ADE) or global average treatment effect (GATE). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_08836 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Double Machine Learning for Causal Inference under Shared-State Interference Hays, Chris Raghavan, Manish Machine Learning Econometrics Researchers and practitioners often wish to measure treatment effects in settings where units interact via markets and recommendation systems. In these settings, units are affected by certain shared states, like prices, algorithmic recommendations or social signals. We formalize this structure, calling it shared-state interference, and argue that our formulation captures many relevant applied settings. Our key modeling assumption is that individuals' potential outcomes are independent conditional on the shared state. We then prove an extension of a double machine learning (DML) theorem providing conditions for achieving efficient inference under shared-state interference. We also instantiate our general theorem in several models of interest where it is possible to efficiently estimate the average direct effect (ADE) or global average treatment effect (GATE). |
| title | Double Machine Learning for Causal Inference under Shared-State Interference |
| topic | Machine Learning Econometrics |
| url | https://arxiv.org/abs/2504.08836 |