Event

Youngki Shin (McMaster), "Statistical Treatment Rules under Social Interaction"

Friday, December 2, 2022 15:30to17:00
Leacock Building Room 429, 855 rue Sherbrooke Ouest, Montreal, QC, H3A 2T7, CA

"Statistical Treatment Rules under Social Interaction"

Youngki Shin (McMaster)
December 2, 2022, 3:30 to 5:00 PM
Leacock 429

Host: Saraswata Chaudhuri
Field: Trics

Abstract:
In this paper we study treatment assignment rules in the presence of social interaction. We construct an analytical framework under the anonymous interaction assumption, where the decision problem becomes choosing a treatment fraction. We propose a multinomial empirical success (MES) rule that includes the empirical success rule of Manski (2004) as a special case. We investigate the non-asymptotic bounds of the expected utility based on the MES rule. Finally, we prove that the MES rule achieves the asymptotic optimality with the minimax regret criterion.

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