Related papers: Fixed-Effect Regressions on Network Data

We study a ridge estimator for the high-dimensional two-way fixed effect regression model with a sparse bipartite network. We develop concentration inequalities showing that when the ridge parameters increase as the log of the network size,…

Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fixed effect models the individual specific and time specific…

Network-linked data, where multivariate observations are interconnected by a network, are becoming increasingly prevalent in fields such as sociology and biology. These data often exhibit inherent noise and complex relational structures,…

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

Economists often rely on estimates of linear fixed effects models produced by other teams of researchers. Assessing the uncertainty in these estimates can be challenging. I propose a form of sample splitting for networks that partitions the…

This paper studies the estimation of linear panel data models with interactive fixed effects, where one dimension of the panel, typically time, may be fixed. To this end, a novel transformation is introduced that reduces the model to a…

We present a brief overview of the methods for making statistical inference (testing statistical hypotheses, construction of confidence and/or prediction intervals and regions) about linear functions of the fixed effects and/or about the…

We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While…

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

The analysis of spatial point patterns that occur in the network domain have recently gained much attraction and various intensity functions and measures have been proposed. However, the linkage of spatial network statistics to regression…

Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently…

In this paper, we propose a Network-Weighted Functional Regression (NWFR) model, an extension of Spatially Weighted Functional Regression (SWFR) to functional data defined on network-structured settings. To asses predictive uncertainity, we…

This paper studies a linear model for multidimensional panel data of three or more dimensions with unobserved interactive fixed-effects. The main estimator uses a Neyman-orthogonal approach, and requires two preliminary steps. First, the…

The centrality in a network is often used to measure nodes' importance and model network effects on a certain outcome. Empirical studies widely adopt a two-stage procedure, which first estimates the centrality from the observed noisy…

Network experiments are powerful tools for studying spillover effects, which avoid endogeneity by randomly assigning treatments to units over networks. However, it is non-trivial to analyze network experiments properly without imposing…

Inference for fixed effects estimators is often unreliable due to Nickell- and incidental parameter biases. While these issues are well understood for classical two-dimensional panels, little is known about three-dimensional panel…

The use of the two-way fixed effects regression in empirical social science was historically motivated by folk wisdom that it uncovers the Average Treatment effect on the Treated (ATT) as in the canonical two-period two-group case. This…