We study experimentation under endogenous network interference. Interference patterns are mediated by an endogenous graph, where edges can be formed or eliminated as a result of treatment. We show that conventional estimators are biased in these circumstances, and present a class of unbiased, consistent and asymptotically normal estimators of total treatment effects in the presence of such interference. We show via simulation that our estimator outperforms existing estimators in the literature. Our results apply both to bipartite experimentation, in which the units of analysis and measurement differ, and the standard network experimentation case, in which they are the same.

Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for this, many variants of nonparameteric instrumental variable regression methods have been developed. In this paper, we propose an alternative algorithm called boostIV that builds on the traditional gradient boosting algorithm and corrects for the endogeneity bias. The algorithm is very intuitive and resembles an iterative version of the standard 2SLS estimator. The proposed estimator is data driven and does not require any functional form approximation assumptions besides specifying a weak learner. We demonstrate that our estimator is consistent under mild conditions. We carry out extensive Monte Carlo simulations to demonstrate the finite sample performance of our algorithm compared to other recently developed methods. We show that boostIV is at worst on par with the existing methods and on average significantly outperforms them.