相关论文: Fixed-Effect Regressions on Network Data

To understand how the interconnected and interdependent world of the twenty-first century operates and make model-based predictions, joint probability models for networks and interdependent outcomes are needed. We propose a comprehensive…

This paper establishes (set) identification results in a dynamic dyadic network formation model with time-varying observed covariates, lagged local network statistics, and unobserved heterogeneity in the form of fixed effects. Our framework…

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…

Estimating causal effects under networked interference from observational data is a crucial yet challenging problem. Most existing methods mainly rely on the networked unconfoundedness assumption, which guarantees the identification of…

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

While deep feature learning has revolutionized techniques for static-image understanding, the same does not quite hold for video processing. Architectures and optimization techniques used for video are largely based off those for static…

Causal inference on populations embedded in social networks poses technical challenges, since the typical no interference assumption frequently does not hold. Existing methods developed in the context of network interference rely upon the…

Influence functions (IFs) are a powerful tool for detecting anomalous examples in large scale datasets. However, they are unstable when applied to deep networks. In this paper, we provide an explanation for the instability of IFs and…

Many economic activities are embedded in networks: sets of agents and the (often) rivalrous relationships connecting them to one another. Input sourcing by firms, interbank lending, scientific research, and job search are four examples,…

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…

We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect…

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…

This paper develops a general method of inference for fixed effects models which is (i) automatic, (ii) computationally inexpensive, (iii) tuning parameter-free, and (iv) highly model agnostic. Specifically, we show how to combine a…

The fixed-effects model estimates the regressor effects on the mean of the response, which is inadequate to summarize the variable relationships in the presence of heteroscedasticity. In this paper, we adapt the asymmetric least squares…

Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…

Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…

Networks are models representing relationships between entities. Often these relationships are explicitly given, or we must learn a representation which generalizes and predicts observed behavior in underlying individual data (e.g.…

We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

In recent decades, event studies have emerged as a central methodology in health and social research for evaluating the causal effects of staggered interventions. In this paper, we analyze event studies from experimental design principles…