Arbeitspapier
Fixed-effect regressions on network data
This paper considers inference on fixed effects in a linear regression model estimated from network data. An important special case of our setup is the two-way regression model. This is a workhorse technique in the analysis of matched data sets, such as employer-employee or student-teacher panel data. We formalize how the structure of the network affects the accuracy with which the fixed effects can be estimated. This allows us to derive sufficient conditions on the network for consistent estimation and asymptotically-valid inference to be possible. Estimation of moments is also considered. We allow for general networks and our setup covers both the dense and sparse case. We provide numerical results for the estimation of teacher value-added models and regressions with occupational dummies.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP44/18
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Large Data Sets: Modeling and Analysis
- Thema
-
connectivity
fixed effects
graph
Laplacian
limited mobility
teacher value-added
two-way regression model
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Jochmans, Koen
Weidner, Martin
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2018
- DOI
-
doi:10.1920/wp.cem.2018.4418
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
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
- 2018
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