|
主讲人 |
Xi Qu |
简介 |
<p>We propose an adjusted 2SLS estimator for social network models when existing network links are missing from the sample at random (due, e.g., to recall errors by survey respondents, or lapses in data input). In the feasible structural form, missing links make all covariates endogenous and add a new source of correlation between the errors and endogenous peer outcomes (in addition to simultaneity), thus invalidating conventional estimators used in the literature. We resolve these issues by rescaling peer outcomes with estimates of missing rates and constructing instruments that exploit properties of the noisy network measures. We apply our method to study peer effects in household decisions to participate in a microfinance program in Indian villages. We find that ignoring missing links and applying conventional instruments would result in a sizeable upward bias in peer effect estimates.</p> |
|
主讲人简介 |
<div>Dr. Xi Qu is a tenured Associate Professor at Antai College of Economics and Management, Shanghai Jiao Tong University. She obtained Ph.D. from the Ohio State University in 2013. Her research interests include econometric theory and regional economics. Her research has been published in international journals such as Journal of Political Economy, Journal of Econometrics, Journal of Development Economics, Quantitative Economics, Econometric Theory, Journal of Business & Economic Statistics, among others. She was supported by the Excellent Young Scientists Fund of National Natural Science Foundation in 2022.</div> |
期数 |
高级计量经济学与统计学系列讲座2023年春季学期第一讲（总153讲） |
