arXiv 4 Aug 2016 · Statistics — Methodology · publishedEconometrica (2019) · 38 citations (OpenAlex)
arXiv:1608.01532 · PDF · DOI · OpenAlex · Extracted main text
This paper considers inference on fixed effects in a linear regression model estimated from network data. An important special case of our setup is the two-way regression model. This is a workhorse technique in the analysis of matched data sets, such as employer-employee or student-teacher panel data. We formalize how the structure of the network affects the accuracy with which the fixed effects can be estimated. This allows us to derive sufficient conditions on the network for consistent estimation and asymptotically-valid inference to be possible. Estimation of moments is also considered. We allow for general networks and our setup covers both the dense and sparse case. We provide numerical results for the estimation of teacher value-added models and regressions with occupational dummies.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Andrews, M. J., L. Gill, T. Schank, and R. Upward (2008) High wage workers and low wage firms: Negative assortative matching or limited mobility bias | 0.843 | 3 | 3 | 100% |
| 2 | Card, D., J. Heining, and P. Kline (2013) Workplace heterogeneity and the rise of West German wage inequality | 0.843 | 3 | 3 | 100% |
| 3 | Finkelstein, A., M. Gentzkow, and H. Williams (2016) Sources of geographic variation in health care: Evidence from patient migration | 0.843 | 3 | 3 | 100% |
| 4 | Abowd, J. M., F. Kramarz, and D. N. Margolis (1999) High wage workers and high wage firms | 0.644 | 2 | 2 | 100% |
| 5 | Andrews, M. J., L. Gill, T. Schank, and R. Upward (2012) High wage workers match with high wage firms: Clear evidence of the effects of limited mobility bias | 0.644 | 2 | 2 | 100% |
| 6 | Chung, F. R. K (1997) Spectral Graph Theory | 0.644 | 2 | 2 | 100% |
| 7 | Erdos, P. and A. Rényi (1959) On random graphs | 0.644 | 2 | 2 | 100% |
| 8 | Jackson, C. K., J. E. Rockoff, and D. O. Staiger (2014) Teacher effects and teacher related policies | 0.644 | 2 | 2 | 100% |
| 9 | Rockoff, J. E (2004) The impact of individual teachers on student achievement: Evidence from panel data | 0.644 | 2 | 2 | 100% |
| 10 | Verdier, V (2018) Estimation and inference for linear models with two-way unobserved heterogeneity and sparsely matched data | 0.644 | 2 | 2 | 100% |
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