Social Interactions Models with Latent Structures
具有潜在结构的社会互动模型
This paper studies estimation and inference of heterogeneous social interactions featuring group fixed effects and slope heterogeneity under latent structure. Theoretically, in a binary choice model with social interactions we characterize the asymptotic bias of the slope coefficient due to the presence of high dimensional incidental parameters. Computationally, we invoke parametric bootstrap method to debias and establish asymptotic validity. Furthermore, tailored…