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Two-Step Estimation of a Strategic Network Formation Model with Clustering

Geert Ridder, Shuyang Sheng

arXiv 12 Jan 2020 · Econometrics

arXiv:2001.03838 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper explores strategic network formation under incomplete information using data from a single large network. We allow the utility function to be nonseparable in an individual's link choices to capture the spillover effects from friends in common. In a network with n individuals, an individual with a nonseparable utility function chooses between 2^{n-1} overlapping portfolios of links. We develop a novel approach that applies the Legendre transform to the utility function so that the optimal link choices can be represented as a sequence of correlated binary choices. The link dependence that results from the preference for friends in common is captured by an auxiliary variable introduced by the Legendre transform. We propose a two-step estimator that is consistent and asymptotically normal. We also derive a limiting approximation of the game as n grows large that simplifies the computation in large networks. We apply these methods to favor exchange networks in rural India and find that the direction of support from a mutual link matters in facilitating favor provision.

Citation extraction

69
references
163
in-text mentions
69
distinct cited
1
self-citations
22,519
main-text words

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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
1Leung, M. P (2015) Two-Step Estimation of Network-Formation Models with Incomplete Information1.000217100%
2Jackson, M. O., T. Rodriguez-Barraquer, and X. Tan (2012) Social Capital and Social Quilts: Network Patterns of Favor Exchange1.000133100%
3Jackson, M. O (2008) Social and Economic Networks1.00053100%
4Mele, A (2017) A Structural Model of Dense Network Formation0.87462100%
5Jackson, M. O. and L. Yariv (2007) Diffusion of Behavior and Equilibrium Properties in Network Games0.87452100%
6Myatt, D. P. and C. C. Wallace (2003) Sophisticated play by idiosyncratic agents0.8434375%
7Bajari, P., H. Hong, J. Krainer, and D. Nekipelov (2010) Estimating Static Models of Strategic Interactions0.81142100%
8Jackson, M. O., B. W. Rogers, and Y. Zenou (2017) The Economic Consequences of Social-Network Structure0.81142100%
9Jackson, M. O. and A. Watts (2002) The Evolution of Social and Economic Networks0.81142100%
10Myatt, D. P. and C. C. Wallace (2004) Adaptive play by idiosyncratic agents0.7946350%

Showing the top 10 of 69 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
1Robust Network Targeting with Multiple Nash Equilibria1.00053
2Normal Approximation in Large Network Models0.73732
3Two-step Estimation of Network Formation Models with Unobserved Heterogeneities and Strategic Interactions0.58531
4Social Interactions in Endogenous Groups0.40511
5Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics0.40511
6Discrete Choice with Endogenous Peer Selection0.40511
7Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity0.40511