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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…

Econometrics · Economics 2026-03-06 Hugo Freeman

Homophily based on observables is widespread in networks. Therefore, homophily based on unobservables (fixed effects) is also likely to be an important determinant of the interaction outcomes. Failing to properly account for latent…

Econometrics · Economics 2026-02-09 Andrei Zeleneev

Typically, models with a heterogeneous property are considerably harder to analyze than the corresponding homogeneous models, in which the heterogeneous property is replaced with its average value. In this study we show that any outcome of…

Classical Analysis and ODEs · Mathematics 2012-04-05 Gadi Fibich , Arieh Gavious , Eilon Solan

To determine the welfare implications of price changes in demand data, we introduce a revealed preference relation over prices. We show that the absence of cycles in this relation characterizes a consumer who trades off the utility of…

Econometrics · Economics 2024-07-03 Rahul Deb , Yuichi Kitamura , John K. -H. Quah , Jörg Stoye

We develop a continuous-time peer-effect discrete choice model where peers that affect the preferences of a given agent are randomly selected based on their previous choices. We characterize the equilibrium behavior and study the empirical…

Econometrics · Economics 2025-11-27 Nail Kashaev , Natalia Lazzati

Inference for the parameters indexing generalised linear models is routinely based on the assumption that the model is correct and a priori specified. This is unsatisfactory because the chosen model is usually the result of a data-adaptive…

Methodology · Statistics 2020-06-16 Stijn Vansteelandt , Oliver Dukes

Studies on social networks have proved that endogenous and exogenous factors influence dynamics. Two streams of modeling exist on explaining the dynamics of social networks: 1) models predicting links through network properties, and 2)…

Social and Information Networks · Computer Science 2012-10-22 Julie M. Birkholz , Rena Bakhshi , Ravindra Harige , Maarten van Steen , Peter Groenewegen

The predominance of machine learning models in many spheres of human activity has led to a growing demand for their transparency. The transparency of models makes it possible to discern some factors, such as security or non-discrimination.…

Machine Learning · Computer Science 2026-01-16 Niffa Cheick Oumar Diaby , Thierry Duchesne , Mario Marchand

Unveiling individuals' preferences for connecting with similar others (choice homophily) beyond the structural factors determining the pool of opportunities, is a challenging task. Here, we introduce a robust methodology for quantifying and…

Physics and Society · Physics 2024-01-25 Sina Sajjadi , Samuel Martin-Gutierrez , Fariba Karimi

Network regression models, where the outcome comprises the valued edge in a network and the predictors are actor or dyad-level covariates, are used extensively in the social and biological sciences. Valid inference relies on accurately…

Methodology · Statistics 2021-06-09 Mengjie Pan , Tyler H. McCormick , Bailey K. Fosdick

In empirical studies, the data usually don't include all the variables of interest in an economic model. This paper shows the identification of unobserved variables in observations at the population level. When the observables are distinct…

Econometrics · Economics 2022-12-07 Yingyao Hu

We introduce a novel class of graphical models, termed profile graphical models, that represent, within a single graph, how an external factor influences the dependence structure of a multivariate set of variables. This class is quite…

Methodology · Statistics 2026-03-31 Alejandra Avalos-Pacheco , Monia Lupparelli , Francesco C. Stingo

The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the Maximum Likelihood (ML) principle indicates a unique, statistically rigorous…

Disordered Systems and Neural Networks · Physics 2008-08-07 Diego Garlaschelli , Maria I. Loffredo

The large majority of inferences drawn in empirical political research follow from model-based associations (e.g. regression). Here, we articulate the benefits of predictive modeling as a complement to this approach. Predictive models aim…

Methodology · Statistics 2016-12-20 Skyler J. Cranmer , Bruce A. Desmarais

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

We describe a Bayesian model for social learning of a random variable in which agents might observe each other over a directed network. The outcomes produced are compared to those from a model in which observations occur randomly over a…

Social and Information Networks · Computer Science 2014-07-03 Stan Palasek

We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one's outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors'…

Econometrics · Economics 2023-01-12 Tadao Hoshino

Two of the most important extensions of the basic regression model are moderated effects (due to interactions) and mediated effects (i.e. indirect effects). Combinations of these effects may also be present. In this work, an important, yet…

Methodology · Statistics 2022-08-17 Geert H. van Kollenburg , Marcel A. Croon

We characterize those ex-ante restrictions on the random utility model which lead to identification. We first identify a simple class of perturbations which transfer mass from a suitable pair of preferences to the pair formed by swapping…

Theoretical Economics · Economics 2024-08-14 Peter P. Caradonna , Christopher Turansick

We study the estimation of peer effects through social networks when researchers do not observe the entire network structure. Special cases include sampled networks, censored networks, and misclassified links. We assume that researchers can…

Econometrics · Economics 2025-09-11 Vincent Boucher , Aristide Houndetoungan