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Recovering Network Structure from Aggregated Relational Data using Penalized Regression

Hossein Alidaee, Eric Auerbach, Michael P. Leung

arXiv 16 Jan 2020 · Econometrics · 14 citations (OpenAlex)

arXiv:2001.06052 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Social network data can be expensive to collect. Breza et al. (2017) propose aggregated relational data (ARD) as a low-cost substitute that can be used to recover the structure of a latent social network when it is generated by a specific parametric random effects model. Our main observation is that many economic network formation models produce networks that are effectively low-rank. As a consequence, network recovery from ARD is generally possible without parametric assumptions using a nuclear-norm penalized regression. We demonstrate how to implement this method and provide finite-sample bounds on the mean squared error of the resulting estimator for the distribution of network links. Computation takes seconds for samples with hundreds of observations. Easy-to-use code in R and Python can be found at https://github.com/mpleung/ARD.

Citation extraction

28
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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
1Breza, Chandrasekhar, McCormick and Pan (2017) Using Aggregated Relational Data to feasibly identify network structure without network data1.000165100%
2Negahban and Wainwright (2011) Estimation of (near) low-rank matrices with noise and high-dimensional scaling0.8749567%
3Ji and Ye (2009) An accelerated gradient method for trace norm minimization0.8435460%
4Hoff, Raftery and Handcock (2002) Latent Space Approaches to Social Network Analysis0.64422100%
5Wainwright (2015) High-dimensional statistics: A non-asymptotic viewpoint0.64422100%
6Abbe (2017) Community detection and stochastic block models: recent developments0.40511100%
7Athey, Bayati, Doudchenko, Imbens and Khosravi (2018) Matrix completion methods for causal panel data models0.40511100%
8Athreya, Fishkind, Tang, Priebe, Park, Vogelstein, Levin, Lyzinski a… (2017) Statistical inference on random dot product graphs: a survey0.40511100%
9Banerjee, Chandrasekhar, Duflo and Jackson (2013) The diffusion of microfinance0.40511100%
10Barigozzi and Brownlees (2018) Nets: Network estimation for time series0.40511100%

Showing the top 10 of 28 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
1Nuclear Norm Regularized Estimation of Panel Regression Models0.40511
2Policy Targeting under Network Interference0.40511
3Spectral estimation of large stochastic blockmodels with discrete nodal covariates0.40511
4Detecting Latent Communities in Network Formation Models0.40511
5The Network Propensity Score: Spillovers, Homophily, and Selection into Treatment0.40511
6Robust Estimation and Inference in Panels with Interactive Fixed Effects0.40511
7Low-rank Panel Quantile Regression: Estimation and Inference0.40511
8Model-Based Inference and Experimental Design for Interference Using Partial Network Data0.40511
9Endogenous Interference in Randomized Experiments0.40511
10Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects0.40511