Fixed‐Effect Regressions on Network Data

Author:

Jochmans Koen1,Weidner Martin2

Affiliation:

1. Faculty of Economics, University of Cambridge

2. Department of Economics, University College London

Abstract

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 the sparse case. We provide numerical results for the estimation of teacher value‐added models and regressions with occupational dummies.

Funder

European Research Council

Economic and Social Research Council

Publisher

The Econometric Society

Subject

Economics and Econometrics

Cited by 22 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Estimating heterogeneous effects: applications to labor economics;Documentos de Trabajo;2024-05-10

2. Estimating Heterogeneous Effects: Applications to Labor Economics;SSRN Electronic Journal;2024

3. Methods for Linked Employer-Employee Data;Handbook of Labor, Human Resources and Population Economics;2024

4. Firm‐specific Human Capital Accumulation: Evidence from Brazil*;Oxford Bulletin of Economics and Statistics;2023-07-13

5. Estimation of spillover effects with matched data or longitudinal network data;Journal of Econometrics;2023-04

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