Network effects error components models
- Autores
- Montes Rojas, Gabriel
- Año de publicación
- 2018
- Idioma
- inglés
- Tipo de recurso
- documento de conferencia
- Estado
- versión publicada
- Descripción
- This paper develops a random effects error components structure for network data regression models. In particular, it allows for edge and triangle specific components, which serve as a basal model for modeling network effects. It then evaluates the potential effects of ignoring network effects in the estimation of the variance-covariance matrix. Network effects will typically imply heteroskedasticity, and as with the Moulton factor, the key role is given by the joint consideration of the intra-network correlation of the error term(s) and the covariates. Then it proposes consistent estimator of the variance components and Lagrange Multiplier tests for evaluating the appropriate model of random components in networks. Monte Carlo simulations show the tests have very good performance in finite samples.
Facultad de Ciencias Económicas - Materia
-
Ciencias Económicas
Networks
Clusters
Moulton factor - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- http://creativecommons.org/licenses/by-nc-sa/4.0/
- Repositorio
.jpg)
- Institución
- Universidad Nacional de La Plata
- OAI Identificador
- oai:sedici.unlp.edu.ar:10915/169449
Ver los metadatos del registro completo
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Network effects error components modelsMontes Rojas, GabrielCiencias EconómicasNetworksClustersMoulton factorThis paper develops a random effects error components structure for network data regression models. In particular, it allows for edge and triangle specific components, which serve as a basal model for modeling network effects. It then evaluates the potential effects of ignoring network effects in the estimation of the variance-covariance matrix. Network effects will typically imply heteroskedasticity, and as with the Moulton factor, the key role is given by the joint consideration of the intra-network correlation of the error term(s) and the covariates. Then it proposes consistent estimator of the variance components and Lagrange Multiplier tests for evaluating the appropriate model of random components in networks. Monte Carlo simulations show the tests have very good performance in finite samples.Facultad de Ciencias Económicas2018-11info:eu-repo/semantics/conferenceObjectinfo:eu-repo/semantics/publishedVersionObjeto de conferenciahttp://purl.org/coar/resource_type/c_5794info:ar-repo/semantics/documentoDeConferenciaapplication/pdfhttp://sedici.unlp.edu.ar/handle/10915/169449enginfo:eu-repo/semantics/altIdentifier/isbn/978-987-28590-6-0info:eu-repo/semantics/altIdentifier/url/https://bd.aaep.org.ar/anales/works/works2018/montes.pdfinfo:eu-repo/semantics/altIdentifier/issn/1852-0022info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-sa/4.0/Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-29T11:43:26Zoai:sedici.unlp.edu.ar:10915/169449Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-29 11:43:27.1SEDICI (UNLP) - Universidad Nacional de La Platafalse |
| dc.title.none.fl_str_mv |
Network effects error components models |
| title |
Network effects error components models |
| spellingShingle |
Network effects error components models Montes Rojas, Gabriel Ciencias Económicas Networks Clusters Moulton factor |
| title_short |
Network effects error components models |
| title_full |
Network effects error components models |
| title_fullStr |
Network effects error components models |
| title_full_unstemmed |
Network effects error components models |
| title_sort |
Network effects error components models |
| dc.creator.none.fl_str_mv |
Montes Rojas, Gabriel |
| author |
Montes Rojas, Gabriel |
| author_facet |
Montes Rojas, Gabriel |
| author_role |
author |
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Ciencias Económicas Networks Clusters Moulton factor |
| topic |
Ciencias Económicas Networks Clusters Moulton factor |
| dc.description.none.fl_txt_mv |
This paper develops a random effects error components structure for network data regression models. In particular, it allows for edge and triangle specific components, which serve as a basal model for modeling network effects. It then evaluates the potential effects of ignoring network effects in the estimation of the variance-covariance matrix. Network effects will typically imply heteroskedasticity, and as with the Moulton factor, the key role is given by the joint consideration of the intra-network correlation of the error term(s) and the covariates. Then it proposes consistent estimator of the variance components and Lagrange Multiplier tests for evaluating the appropriate model of random components in networks. Monte Carlo simulations show the tests have very good performance in finite samples. Facultad de Ciencias Económicas |
| description |
This paper develops a random effects error components structure for network data regression models. In particular, it allows for edge and triangle specific components, which serve as a basal model for modeling network effects. It then evaluates the potential effects of ignoring network effects in the estimation of the variance-covariance matrix. Network effects will typically imply heteroskedasticity, and as with the Moulton factor, the key role is given by the joint consideration of the intra-network correlation of the error term(s) and the covariates. Then it proposes consistent estimator of the variance components and Lagrange Multiplier tests for evaluating the appropriate model of random components in networks. Monte Carlo simulations show the tests have very good performance in finite samples. |
| publishDate |
2018 |
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2018-11 |
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info:eu-repo/semantics/conferenceObject info:eu-repo/semantics/publishedVersion Objeto de conferencia http://purl.org/coar/resource_type/c_5794 info:ar-repo/semantics/documentoDeConferencia |
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publishedVersion |
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eng |
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eng |
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