arXiv 8 Dec 2025 · Econometrics
arXiv:2512.08101 · PDF · DOI · OpenAlex · Extracted main text
Economists often rely on estimates of linear fixed effects models produced by other teams of researchers. Assessing the uncertainty in these estimates can be challenging. I propose a form of sample splitting for networks that partitions the data into statistically independent branches, each of which can be used to compute an unbiased estimate of the parameters of interest in two-way fixed effects models. These branches facilitate uncertainty quantification, moment estimation, and shrinkage. Drawing on results from the graph theory literature on tree packing, I develop algorithms to efficiently extract branches from large networks. I illustrate these techniques using a benchmark dataset from Veneto, Italy that has been widely used to study firm wage effects.
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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 | Kline, Patrick (2024) Firm wage effects self | 1.000 | 10 | 5 | 100% |
| 2 | Kline, Patrick and Saggio, Raffaele and Sølvsten, Mikkel (2020) Leave-out estimation of variance components self | 0.874 | 5 | 2 | 100% |
| 3 | Walters, Christopher R (2024) Empirical Bayes Methods in Labor Economics | 0.843 | 3 | 3 | 100% |
| 4 | Ignatiadis, Nikolaos and Saha, Sujayam and Sun, Dennis L and Muralid… (2023) Empirical Bayes mean estimation with nonparametric errors via order statistic regression on replicated data | 0.737 | 3 | 2 | 100% |
| 5 | Abowd, John M and Kramarz, Francis and Margolis, David N (1999) High wage workers and high wage firms | 0.644 | 2 | 2 | 100% |
| 6 | Abowd, John M and Creecy, Robert H and Kramarz, Francis (2002) Computing person and firm effects using linked longitudinal employer-employee data | 0.644 | 2 | 2 | 100% |
| 7 | Jochmans, Koen and Weidner, Martin (2019) Fixed-effect regressions on network data | 0.644 | 2 | 2 | 100% |
| 8 | Krutchkoff, Richard G (1967) A supplementary sample non-parametric empirical Bayes approach to some statistical decision problems | 0.644 | 2 | 2 | 100% |
| 9 | Nash-Williams, C.\ St.\ J.\ A (1961) Edge-Disjoint Spanning Trees of Finite Graphs | 0.644 | 2 | 2 | 100% |
| 10 | Roskind, James and Tarjan, Robert E (1985) A Note on Finding Minimum-Cost Edge-Disjoint Spanning Trees | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 47 scored citations.