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Identification and Estimation of Treatment Effects from Network Data with Confounded Social Links

社会网络数据中处理效应的识别与估计:当社会连接存在混杂时

In observational network data, the adoption of a treatment and the formation of social ties often depend on the same characteristics that affect outcomes. We propose a generalized propensity score for each unit's effective treatment, built from a model for treatment assignment and a dyadic model for network formation, which may include latent node heterogeneity. The score is marginalized over the network given covariates rather than conditioned on the realized network, and…

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Bayesian Propensity Score-Augmented Latent Factor Models for Causal Inference with Time-Series Cross-Sectional Data

用于时间序列截面数据因果推断的贝叶斯倾向得分增强潜因子模型

We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings, while the outcome model flexibly incorporates the propensity score, for example through stratification. Relative to existing approaches, the proposed method provides greater flexibility and captures additional heterogeneity across…

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A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data

时间序列截面数据因果推断的反事实估计实用指南

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes for treated observations. We discuss several novel estimators under this framework, including the fixed effects counterfactual estimator, interactive fixed effects counterfactual estimator, and matrix completion estimator. They provide…

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