arXiv subjects

Mara Mattes

Publications and source records attributed to Mara Mattes.

3 recordsLinked to original sources

arXiv2026

Learning and Testing Exposure Mappings of Interference using Graph Convolutional Autoencoder

Interference or spillover effects arise when an individual's outcome (e.g., health) is influenced not only by their own treatment (e.g., vaccination) but also by the treatment of others, creating challenges for evaluating treatment effects. Exposure mappings provide a framework to study such interference by explicitly modeling how the treatment statuses of contacts within an individual's network affect their outcome. Most existing research relies on a priori exposure mappings of limited complexity, which may fail to capture the full range of interference effects. In contrast, this study applies a graph convolutional autoencoder to learn exposure mappings in a data-driven way, which exploit dependencies and relations within a network to more accurately capture interference effects. As our main contribution, we introduce a machine learning-based test for the validity of exposure mappings and thus test the identification of the direct effect. In this testing approach, the learned exposure mapping is used as an instrument to test the validity of a simple, user-defined exposure mapping. The test leverages the fact that, if the user-defined exposure mapping is valid (so that all interference operates through it), then the learned exposure mapping is statistically independent of any individual's outcome, conditional on the user-defined exposure mapping. We assess the finite-sample performance of this proposed validity test through a simulation study.

econ.EM↗

arXiv2025

Sensitivity Analysis for Treatment Effects in Difference-in-Differences Models using Riesz Representation

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence of treatment, the average outcome of the treated and untreated group are assumed to evolve in parallel over time, conditional on pre-treatment covariates. We introduce a novel approach to sensitivity analysis for DiD models that assesses the robustness of DiD estimates to violations of this assumption due to unobservable confounders, allowing researchers to transparently assess and communicate the credibility of their causal estimation results. Our method focuses on estimation by Double Machine Learning and extends previous work on sensitivity analysis based on Riesz Representation in cross-sectional settings. We establish asymptotic bounds for point estimates and confidence intervals in the canonical $2\times2$ setting and group-time causal parameters in settings with staggered treatment adoption. Our approach makes it possible to relate the formulation of parallel trends violation to empirical evidence from (1) pre-testing, (2) covariate benchmarking and (3) standard reporting statistics and visualizations. We provide extensive simulation experiments demonstrating the validity of our sensitivity approach and diagnostics and apply our approach to two empirical applications.

econ.EM↗

arXiv2024

Collusion Detection with Graph Neural Networks

Collusion is a complex phenomenon in which companies secretly collaborate to engage in fraudulent practices. This paper presents an innovative methodology for detecting and predicting collusion patterns in different national markets using neural networks (NNs) and graph neural networks (GNNs). GNNs are particularly well suited to this task because they can exploit the inherent network structures present in collusion and many other economic problems. Our approach consists of two phases: In Phase I, we develop and train models on individual market datasets from Japan, the United States, two regions in Switzerland, Italy, and Brazil, focusing on predicting collusion in single markets. In Phase II, we extend the models' applicability through zero-shot learning, employing a transfer learning approach that can detect collusion in markets in which training data is unavailable. This phase also incorporates out-of-distribution (OOD) generalization to evaluate the models' performance on unseen datasets from other countries and regions. In our empirical study, we show that GNNs outperform NNs in detecting complex collusive patterns. This research contributes to the ongoing discourse on preventing collusion and optimizing detection methodologies, providing valuable guidance on the use of NNs and GNNs in economic applications to enhance market fairness and economic welfare.

econ.EM↗