Rate-Agnostic Wald Inference for Dyadic Regressions
不依赖收敛速度设定的成对数据回归 Wald 推断
This paper develops Wald inference for least-squares estimation of linear regression models on dyadic data, accommodating configurations where multiple observations share the same pair of units (e.g., directed flows, multilayer networks, and dyadic panels). We establish that the dyadic-robust Wald statistic is asymptotically $χ^2_q$ for an arbitrary nonrandom sequence of full-rank restrictions, under a single condition on the accumulation of dependence. Throughout, no…