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Optimal Nonparametric Inference on Network Effects with Dependent Edges

2024/01/05 by Wenqin Du, Yuan Zhang, Du, Wenqin +3
Mathematics · Neuroscience · Psychology · #62E17 #62G10 #91D30 #Advanced Causal Inference Techniques #FOS: Computer and information sciences #FOS: Mathematics #Functional Brain Connectivity Studies #Mental Health Research Topics #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.2401.03072

openalex publication_date 2024/01/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Testing network effects in weighted directed networks is a foundational problem in econometrics, sociology, and psychology. Yet, the prevalent edge dependency poses a significant methodological challenge. Most existing methods are model-based and come with stringent assumptions, limiting their applicability. In response, we introduce a novel, fully nonparametric framework that requires only minimal regularity assumptions. While inspired by recent developments in U-statistic literature (arXiv:1712.00771, arXiv:2004.06615), our approach notably broadens their scopes. Specifically, we identified and carefully addressed the challenge of indeterminate degeneracy in the test statistics - a problem that aforementioned tools do not handle. We established Berry-Esseen type bound for the accuracy of type-I error rate control. Using original analysis, we also proved the minimax optimality of our test's power. Simulations underscore the superiority of our method in computation speed, accuracy, and numerical robustness compared to competing methods. We also applied our method to the U.S. faculty hiring network data and discovered intriguing findings.

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