Causal Spillover Effects Using Instrumental Variables by Gonzalo Vazquez-Bare

Join us for this weeks Econometrics Research Seminar, Autumn Term 2021

Professor Gonzalo Vazquez-Bare from the Department of Economics, University of California, Santa Barbara will present their research on Causal Spillover Effects Using Instrumental Variables.

Abstract

I set up a potential-outcomes framework to analyse spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide conditions for identification of the marginal distribution of compliance types. I show that intention-to-treat (ITT) parameters aggregate multiple direct and spillover effects for different compliance types, and hence do not have a clear link to causally interpretable parameters. Moreover, rescaling ITT parameters by first-stage estimands generally recovers a weighted combination of average effects where the sum of weights is larger than one. I then analyse identification of causal direct and spillover effects under one-sided noncompliance, and show that these effects can be estimated by 2SLS. I illustrate the proposed methods using data from an experiment on social interactions and voting behaviour.

This seminar will be held via webinar on Zoom at 4pm on Wednesday 3rd November. This event is open to all levels of study and is also open to the public. To register your place and gain access to the webinar, please contact the seminar organisers.

This event is part of the Econometrics Research Seminar Series.