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Arxiv
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HNCI: High-Dimensional Network Causal Inference
- The problem of evaluating the effectiveness of a treatment or policy commonly appears in causal inference applications under network interference.
- A new method called High-Dimensional Network Causal Inference (HNCI) is proposed in this paper.
- HNCI provides valid confidence intervals for the average direct treatment effect on the treated (ADET) and a confidence set for the neighborhood size for interference effect.
- The method leverages a linear regression formulation and existing literature from linear regression and homogeneity pursuit to conduct valid statistical inferences with theoretical guarantees.
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