Arbeitspapier
Fixed-effect regressions on network data
This paper studies inference on fixed effects in a linear regression model estimated from network data. We derive bounds on the variance of the fixed-effect estimator that uncover the importance of the smallest non-zero eigenvalue of the (normalized) Laplacian of the network and of the degree structure of the network. The eigenvalue is a measure of connectivity, with smaller values indicating less-connected networks. These bounds yield conditions for consistent estimation and convergence rates, and allow to evaluate the accuracy of first-order approximations to the variance of the fixed-effect estimator.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP32/16
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Large Data Sets: Modeling and Analysis
- Thema
-
fixed effects
graph
Laplacian
network data
variance bound
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Jochmans, Koen
Weidner, Martin
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2016
- DOI
-
doi:10.1920/wp.cem.2016.3216
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Jochmans, Koen
- Weidner, Martin
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2016
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