Testing for arbitrary interference on experimentation platforms. (30th September 2019)

• Record Type: Journal Article
• Authors: Pouget-Abadie, J; Saint-Jacques, G; Saveski, M; Duan, W; Ghosh, S; Xu, Y; Airoldi, E M
• Is Part Of: Biometrika. Volume 106:Number 4(2019:Dec.)
• Page Start: 929
• Page End: 940
• Publication Date: 2019-09-30
• Subjects: Arbitrary interference -- Causal inference -- Potential outcome -- Violation of the stable unit treatment value assumption; Biometry -- Periodicals; 570.1519505
• DOI: 10.1093/biomet/asz047
• Languages: English
• ISSNs: 0006-3444

Abstract

Summary: Experimentation platforms are essential to large modern technology companies, as they are used to carry out many randomized experiments daily. The classic assumption of no interference among users, under which the outcome for one user does not depend on the treatment assigned to other users, is rarely tenable on such platforms. Here, we introduce an experimental design strategy for testing whether this assumption holds. Our approach is in the spirit of the Durbin–Wu–Hausman test for endogeneity in econometrics, where multiple estimators return the same estimate if and only if the null hypothesis holds. The design that we introduce makes no assumptions on the interference model between units, nor on the network among the units, and has a sharp bound on the variance and an implied analytical bound on the Type I error rate. We discuss how to apply the proposed design strategy to large experimentation platforms, and we illustrate it in the context of an experiment on the LinkedIn platform.