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dc.contributor.authorJochmans, K., Weidner, M.
dc.contributor.authorWeidner, M.
dc.date.accessioned2019-05-09T09:09:34Z
dc.date.available2019-05-09T09:09:34Z
dc.date.issued2019-04-01
dc.identifier.otherCWPE1938
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/292572
dc.description.abstractThis paper considers inference on fixed effects in a linear regression model estimated from network data. An important special case of our setup is the two-way regression model. This is a workhorse technique in the analysis of matched data sets, such as employer-employee or student-teacher panel data. We formalize how the structure of the network affects the accuracy with which the fixed effects can be estimated. This allows us to derive sufficient conditions on the network for consistent estimation and asymptotically-valid inference to be possible. Estimation of moments is also considered. We allow for general networks and our setup covers both the dense and sparse case. We provide numerical results for the estimation of teacher value-added models and regressions with occupational dummies.
dc.publisherFaculty of Economics
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.rightsAll Rights Reserveden
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/en
dc.subjectconnectivity
dc.subjectfixed effects
dc.subjectgraph
dc.subjectLaplacian
dc.subjectlimited mobility
dc.subjectteacher value-added
dc.subjecttwo-way regression model
dc.titleFixed-Effect Regressions on Network Data
dc.typeWorking Paper
dc.identifier.doi10.17863/CAM.39733
datacite.ispreviousversionof.doi10.17863/CAM.79582


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