I study a regression model in which one covariate is an unknown function of a latent driver of link formation in a network. Rather than specify and fit a parametric network formation model, I introduce a new method based on matching pairs of agents with similar columns of the squared adjacency matrix, the ijth entry of which contains the number of other agents linked to both agents i and j. The intuition behind this approach is that for a large class of network formation models the columns of the squared adjacency matrix characterize all of the identifiable information about individual linking behavior. In this paper, I describe the model, formalize this intuition, and provide consistent estimators for the parameters of the regression model.
MLA
Auerbach, Eric. “Identification and Estimation of a Partially Linear Regression Model using Network Data.” Econometrica, vol. 90, .no 1, Econometric Society, 2022, pp. 347-365, https://doi.org/10.3982/ECTA19794
Chicago
Auerbach, Eric. “Identification and Estimation of a Partially Linear Regression Model using Network Data.” Econometrica, 90, .no 1, (Econometric Society: 2022), 347-365. https://doi.org/10.3982/ECTA19794
APA
Auerbach, E. (2022). Identification and Estimation of a Partially Linear Regression Model using Network Data. Econometrica, 90(1), 347-365. https://doi.org/10.3982/ECTA19794
The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica. Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.