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Testing for Differences in Stochastic Network Structure

Eric Auerbach

arXiv 26 Mar 2019 · Econometrics · publishedEconometrica (2022) · 1 citations (OpenAlex)

arXiv:1903.11117 · PDF · DOI · OpenAlex · Extracted main text

Abstract

How can one determine whether a community-level treatment, such as the introduction of a social program or trade shock, alters agents' incentives to form links in a network? This paper proposes analogues of a two-sample Kolmogorov-Smirnov test, widely used in the literature to test the null hypothesis of "no treatment effects", for network data. It first specifies a testing problem in which the null hypothesis is that two networks are drawn from the same random graph model. It then describes two randomization tests based on the magnitude of the difference between the networks' adjacency matrices as measured by the $2\to2$ and $\infty\to1$ operator norms. Power properties of the tests are examined analytically, in simulation, and through two real-world applications. A key finding is that the test based on the $\infty\to1$ norm can be substantially more powerful than that based on the $2\to2$ norm for the kinds of sparse and degree-heterogeneous networks common in economics.

Citation extraction

25
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appendix boundary found by appendix_command · 66% of the source is main text. Read the extracted text to check this.

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
1Banerjee, A., A. G. Chandrasekhar, E. Duflo, and M. O. Jackson (2013) The diffusion of microfinance1.00053100%
2Banerjee, A. V., A. G. Chandrasekhar, E. Duflo, and M. O. Jackson (2018) Changes in social network structure in response to exposure to formal credit markets0.84333100%
3Lehmann, E. L. and J. P. Romano (2006) Testing statistical hypotheses0.73732100%
4Jackson, M. O. and B. W. Rogers (2007) Meeting strangers and friends of friends: How random are social networks?0.64422100%
5Alon, N. and A. Naor (2006) Approximating the cut-norm via grothendieck's inequality0.5112250%
6Aronow, P. M (2012) A general method for detecting interference between units in randomized experiments0.40511100%
7Athey, S., D. Eckles, and G. W. Imbens (2018) Exact p-values for network interference0.40511100%
8Calvó-Armengol, A., E. Patacchini, and Y. Zenou (2009) Peer effects and social networks in education0.40511100%
9Fafchamps, M. and F. Gubert (2007) Risk sharing and network formation0.40511100%
10Ghoshdastidar, D., M. Gutzeit, A. Carpentier, and U. von Luxburg (2017) Two-sample hypothesis testing for inhomogeneous random graphs0.40511100%

Showing the top 10 of 25 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
1Endogenous Interference in Randomized Experiments0.81142
21 Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices0.51121
3Homophily in preferences or meetings? Identifying and estimating an iterative network formation model0.40511
4Post-selection inference for network structure 10.40511