Benjamin O. Harrison, David T. Jacho-Chavez
arXiv 15 Sep 2026 · Econometrics
arXiv:2609.16968 · PDF · Extracted main text
This paper develops Wald inference for least-squares estimation of linear regression models on dyadic data, accommodating configurations where multiple observations share the same pair of units (e.g., directed flows, multilayer networks, and dyadic panels). We establish that the dyadic-robust Wald statistic is asymptotically $χ^2_q$ for an arbitrary nonrandom sequence of full-rank restrictions, under a single condition on the accumulation of dependence. Throughout, no convergence rate is assumed or estimated, permitting the condition number of the score's variance matrix to diverge. We further propose a delete-one-unit jackknife alternative that is positive semidefinite by construction. This jackknife statistic attains the same asymptotic limit under one additional condition on dyad multiplicity and remains asymptotically conservative when that condition fails. A supplement contains all proofs, Monte Carlo experiments featuring estimated coefficients that converge at heterogeneous rates, and an empirical gravity application to bilateral trade.
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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 | Hansen, Bruce E. and Seojeong Lee (2019) Asymptotic theory for clustered samples | 1.000 | 7 | 4 | 100% |
| 2 | Tabord-Meehan, Max (2019) Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust $t$-Statistic | 0.961 | 9 | 3 | 89% |
| 3 | Graham, Bryan S (2020) Network data | 0.928 | 4 | 3 | 100% |
| 4 | Santos Silva, J. M. C. and Silvana Tenreyro (2006) The Log of Gravity | 0.693 | 6 | 3 | 33% |
| 5 | Aronow, Peter M., Cyrus Samii, and Valentina A. Assenova (2015) Cluster-Robust Variance Estimation for Dyadic Data | 0.644 | 2 | 2 | 100% |
| 6 | Fafchamps, Marcel and Flore Gubert (2007) The formation of risk sharing networks | 0.644 | 2 | 2 | 100% |
| 7 | Lin, Qiaohui, Robert Lunde, and Purnamrita Sarkar (2020) On the Theoretical Properties of the Network Jackknife | 0.644 | 2 | 2 | 100% |
| 8 | Cameron, A. Colin, Jonah B. Gelbach, and Douglas L. Miller (2011) Robust Inference With Multiway Clustering | 0.511 | 4 | 2 | 25% |
| 9 | Janson, Svante (1988) Normal Convergence by Higher Semiinvariants with Applications to Sums of Dependent Random Variables and Random Graphs | 0.511 | 2 | 2 | 50% |
| 10 | Bell, Robert M. and Daniel F. McCaffrey (2002) Bias reduction in standard errors for linear regression with multi-stage samples | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 17 scored citations.