摘要翻译:
我们讨论了Pelican和Graham(2019)考虑的测试问题的一个简化版本:测试网络中N个(可能是异构的)代理之间的链路偏好的相互依赖性。我们描述了一个精确的检验,它对表征任何Agent级异构的干扰参数的一个充分统计量条件。利用Blitzstein和Diaconis(2011)提出的算法,我们展示了如何模拟测试统计量的零分布以估计临界值和/或p值。我们使用Nyakatoke风险分担网络来说明我们的方法。我们发现Nyakatoke网络的传递性远远超过了单独用家庭间的程度异质性所能解释的。
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英文标题:
《Testing for Externalities in Network Formation Using Simulation》
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作者:
Bryan S. Graham, Andrin Pelican
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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:
We discuss a simplified version of the testing problem considered by Pelican and Graham (2019): testing for interdependencies in preferences over links among N (possibly heterogeneous) agents in a network. We describe an exact test which conditions on a sufficient statistic for the nuisance parameter characterizing any agent-level heterogeneity. Employing an algorithm due to Blitzstein and Diaconis (2011), we show how to simulate the null distribution of the test statistic in order to estimate critical values and/or p-values. We illustrate our methods using the Nyakatoke risk-sharing network. We find that the transitivity of the Nyakatoke network far exceeds what can be explained by degree heterogeneity across households alone.
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PDF链接:
https://arxiv.org/pdf/1908.00099