Uniform Inference on Quantile Effects under Network Interference
Zequn Jin,
Gaoqian Xu,
Zixin Yang and
Zhengyu Zhang
Papers from arXiv.org
Abstract:
This paper studies quantile treatment and spillover effects in network experiments. Average spillover effects reveal how treating a unit's neighbors affects its outcome on average, but mask the heterogeneity of these effects across the outcome distribution. We define structural quantile effects that compare outcome quantiles between exposure states, characterizing how own treatment and exposure to treated neighbors affect different parts of the outcome distribution. Building on \citet{leung2020treatment}, we first establish the weak convergence of the estimated quantile-effect process under conditions requiring the stabilization of the degree distribution and the network-dependent covariance structure. Our main contribution is to propose uniform confidence bands (UCBs) based on Gaussian approximations conditional on the realized network, avoiding these stabilization requirements. The proposed method is evaluated through extensive simulation studies and an empirical application to a randomized savings-account experiment in Nepal \citep{prina2015banking}.
Date: 2026-08
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2608.22286
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