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

Event

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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