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摘要翻译：
本文考虑了由网络数据估计的线性回归模型中固定效应的推断。我们设置的一个重要特例是双向回归模型。这是分析匹配数据集（如雇主-雇员或学生-教师面板数据）的一项重要技术。我们形式化了网络结构如何影响固定效应的估计精度。这使得我们可以在网络上导出一致估计和渐近有效推理成为可能的充分条件。同时也考虑了矩的估计问题。我们考虑了一般的网络，我们的设置涵盖了密集和稀疏的情况。我们给出了用职业假人估计教师增值模型和回归的数值结果。
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英文标题：
《Fixed-Effect Regressions on Network Data》
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作者：
Koen Jochmans, Martin Weidner
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最新提交年份：
2019
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分类信息：
一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
This 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.
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PDF链接：
https://arxiv.org/pdf/1608.01532
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