| Summary: | When estimating a global average treatment effect (GATE) under network interference, units can have widely different relationships to the treatment depending on a combination of the structure of their network neighborhood, the structure of the interference mechanism, and how the treatment was distributed in their neighborhood. In this work, we introduce a sequential procedure to generate and select graph- and treatment-based covariates for GATE estimation under regression adjustment. We show that it is possible to simultaneously achieve low bias and considerably reduce variance with such a procedure. To tackle inferential complications caused by our feature generation and selection process, we introduce a way to construct confidence intervals based on a block bootstrap. We illustrate that our selection procedure and subsequent estimator can achieve good performance in terms of root-mean-square error in several semi-synthetic experiments with Bernoulli designs, comparing favorably to an oracle estimator that takes advantage of regression adjustments for the known underlying interference structure. We apply our method to a real-world experimental dataset with strong evidence of interference and demonstrate that it can estimate the GATE reasonably well without knowing the interference process a priori.
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