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Nonlinear Factor Models for Network and Panel Data

Mingli Chen, Iván Fernández-Val, Martin Weidner

arXiv 17 Dec 2014 · Statistics — Methodology · publishedJournal of Econometrics (2020) · 82 citations (OpenAlex)

arXiv:1412.5647 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables, which include logit, probit, ordered probit and Poisson specifications. We establish that fixed effect estimators of model parameters and average partial effects have normal distributions when the two dimensions of the panel grow large, but might suffer of incidental parameter bias. We show how models with factor structures can also be applied to capture important features of network data such as reciprocity, degree heterogeneity, homophily in latent variables and clustering. We illustrate this applicability with an empirical example to the estimation of a gravity equation of international trade between countries using a Poisson model with multiple factors.

Citation extraction

44
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Moon, H. R. and Weidner, M (2015) Linear regression for panel with unknown number of factors as interactive fixed effects self1.00054100%
2Ando, T. and Bai, J (2016) Large scale panel choice model with unobserved heterogeneity1.00053100%
3Chen, M (2014) Estimation of nonlinear panel models with multiple unobserved effects self0.92843100%
4Ahn, S. C. and Horenstein, A. R (2013) Eigenvalue ratio test for the number of factors0.87462100%
5Fernández-Val, I. and Weidner, M (2018) Fixed effects estimation of large-T panel data models self0.8434475%
6Bai, J (2009) Panel data models with interactive fixed effects0.8434375%
7Fernández-Val, I. and Weidner, M (2016) Individual and time effects in nonlinear panel models with large n, t self0.82516356%
8Boneva, L. and Linton, O (2017) A discrete-choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of…0.81142100%
9Helpman, E., Melitz, M., and Rubinstein, Y (2008) Estimating trade flows: trading partners and trading volumes0.73732100%
10Anderson, J. E. and van Wincoop, E (2003) Gravity with gravitas: A solution to the border puzzle0.64422100%

Showing the top 10 of 44 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Common Correlated Effects Estimation of Nonlinear Panel Data Models1.000143
2Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects0.980519
3Inference in Unbalanced Panel Data Models with Interactive Fixed Effects0.94165
40.5cmLow-Rank Estimation of Nonlinear Panel Data Models0.883165
5Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects0.830288
6Quantile Factor Models0.81142
7Bias and Consistency in Three-way Gravity Models0.58531
8Specification testing with grouped fixed effects0.51121
9Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects0.51122
10Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data0.51121