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预印本来自 arXiv 计量经济学及相关统计、金融分类和主题检索。主题检索从 2021 年起回补;关注作者追溯更早年份,部分历史文献按已核验编号补录。收录不表示通过同行评审,仍可能遗漏。
本库首次提交范围:2004-06-23 — 2026-10-13。
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Estimating peer effects in noisy, low-rank networks via network smoothing

通过网络平滑估计含噪低秩网络中的同伴效应

Peer effect estimation requires precise network measurement, yet most empirical networks are noisy, rendering standard estimators inconsistent. To address measurement error in networks, we propose a method to estimate peer effects in networks whose expected adjacency matrix is low-rank. Our key result shows that peer effects over a true unobserved network are asymptotically equivalent to peer effects over the expected adjacency matrix. This result reduces peer effect…

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Co-factor analysis of citation networks

引用网络的双向共因子分析

One compelling use of citation networks is to characterize papers by their relationships to the surrounding literature. We propose a method to characterize papers by embedding them into two distinct "co-factor" spaces: one describing how papers send citations, and the other describing how papers receive citations. This approach presents several challenges. First, older documents cannot cite newer documents, and thus it is not clear that co-factors are even identifiable. We…

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Estimating network-mediated causal effects via principal components network regression

通过主成分网络回归估计网络中介因果效应

We develop a method to decompose causal effects on a social network into an indirect effect mediated by the network, and a direct effect independent of the social network. To handle the complexity of network structures, we assume that latent social groups act as causal mediators. We develop principal components network regression models to differentiate the social effect from the non-social effect. Fitting the regression models is as simple as principal components analysis…

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