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Main Authors: Sun, Kuan, Xiao, Zhiguo
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2509.24259
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author Sun, Kuan
Xiao, Zhiguo
author_facet Sun, Kuan
Xiao, Zhiguo
contents This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach explicitly accommodates treatment spillovers and high-dimensional network confounding arising from complex inter-unit dependencies. Identification relies on a conditional parallel-trends assumption that holds after adjusting for high-dimensional network confounders. The estimators are consistent and asymptotically normal as the network size increases, and we use graph neural networks (GNNs) to estimate nuisance functions. Simulation studies and an empirical application to U.S. county-level mask mandates and their impact on COVID-19 transmission demonstrate favorable finite-sample performance, addressing limitations of conventional DiD methods that ignore network interference.
format Preprint
id arxiv_https___arxiv_org_abs_2509_24259
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Difference-in-Differences Under Network Interference
Sun, Kuan
Xiao, Zhiguo
Methodology
This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach explicitly accommodates treatment spillovers and high-dimensional network confounding arising from complex inter-unit dependencies. Identification relies on a conditional parallel-trends assumption that holds after adjusting for high-dimensional network confounders. The estimators are consistent and asymptotically normal as the network size increases, and we use graph neural networks (GNNs) to estimate nuisance functions. Simulation studies and an empirical application to U.S. county-level mask mandates and their impact on COVID-19 transmission demonstrate favorable finite-sample performance, addressing limitations of conventional DiD methods that ignore network interference.
title Difference-in-Differences Under Network Interference
topic Methodology
url https://arxiv.org/abs/2509.24259