Policy-relevant causal effect estimation using instrumental variables with interference

Fuente: arXiv
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Main Authors: Nibbering, Didier, Oosterveen, Matthijs
Format: Preprint
Published: 2025
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author Nibbering, Didier
Oosterveen, Matthijs
author_facet Nibbering, Didier
Oosterveen, Matthijs
contents Many policy evaluations using instrumental variable (IV) methods include individuals who interact with each other, potentially violating the standard IV assumptions. This paper defines and partially identifies direct and spillover effects with a clear policy-relevant interpretation under relatively mild assumptions on interference. Our framework accommodates both spillovers from the instrument to treatment and from treatment to outcomes and allows for multiple peers. By generalizing monotone treatment response and selection assumptions, we derive informative bounds on policy-relevant effects without restricting the type or direction of interference. The results extend IV estimation to more realistic social contexts, informing program evaluation and treatment scaling when interference is present.
format Preprint
id arxiv_https___arxiv_org_abs_2509_12538
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Policy-relevant causal effect estimation using instrumental variables with interference
Nibbering, Didier
Oosterveen, Matthijs
Econometrics
Many policy evaluations using instrumental variable (IV) methods include individuals who interact with each other, potentially violating the standard IV assumptions. This paper defines and partially identifies direct and spillover effects with a clear policy-relevant interpretation under relatively mild assumptions on interference. Our framework accommodates both spillovers from the instrument to treatment and from treatment to outcomes and allows for multiple peers. By generalizing monotone treatment response and selection assumptions, we derive informative bounds on policy-relevant effects without restricting the type or direction of interference. The results extend IV estimation to more realistic social contexts, informing program evaluation and treatment scaling when interference is present.
title Policy-relevant causal effect estimation using instrumental variables with interference
topic Econometrics
url https://arxiv.org/abs/2509.12538