arXiv:2412.18568stat.MLcs.LG2024-12

提出高维网络因果推断新方法,可准确估计治疗效果与干扰范围。

HNCI: High-Dimensional Network Causal Inference

  • 基于线性回归建模潜在结果,捕捉节点干扰的隐含同质结构。
  • 给出平均直接处理效应的置信区间和干扰邻域大小的置信集。
  • 适用于存在网络干扰的高维数据,尤其适合政策评估场景。

在网络干扰背景下,评估干预措施有效性是因果推断中的常见问题。本文提出高维网络因果推断(HNCI)方法,能够对处理对象的平均直接处理效应(ADET)提供有效的置信区间,并对干扰邻域大小提供有效的置信集。该方法借鉴Belloni等(2022)的模型设定,允许节点干扰邻域大小存在某种异质性。通过构建潜在结果的线性回归模型,回归系数对应节点真实干扰函数值,且具有潜在同质结构。这一设定使得可利用现有线性回归与同质性探测的文献成果,实现具有理论保障的有效统计推断。针对ADET的置信区间通过渐近正态性并可估计方差加以严格证明。此外,利用重抽样方法为邻域大小提供理论保证的置信集。模拟与真实数据实验验证了所提方法的实际应用价值。

原文摘要 · Abstract (English)

The problem of evaluating the effectiveness of a treatment or policy commonly appears in causal inference applications under network interference. In this paper, we suggest the new method of high-dimensional network causal inference (HNCI) that provides both valid confidence interval on the average direct treatment effect on the treated (ADET) and valid confidence set for the neighborhood size for interference effect. We exploit the model setting in Belloni et al. (2022) and allow certain type of heterogeneity in node interference neighborhood sizes. We propose a linear regression formulation of potential outcomes, where the regression coefficients correspond to the underlying true interference function values of nodes and exhibit a latent homogeneous structure. Such a formulation allows us to leverage existing literature from linear regression and homogeneity pursuit to conduct valid statistical inferences with theoretical guarantees. The resulting confidence intervals for the ADET are formally justified through asymptotic normalities with estimable variances. We further provide the confidence set for the neighborhood size with theoretical guarantees exploiting the repro samples approach. The practical utilities of the newly suggested methods are demonstrated through simulation and real data examples.

因果推断网络分析高维数据

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