{"title":"利用方差限制在社会网络中识别同伴效应","authors":"Christiern D. Rose","doi":"10.1111/ectj.12101","DOIUrl":null,"url":null,"abstract":"<div>\n \n <p>This paper presents a novel method to identify peer effects through exploiting fluctuations in the variances and covariances of outcomes over a social network. Endogenous and contextual peer effects can be disentangled by contrasting the covariances of the outcomes of peers with the covariances of the outcomes of peers of peers. Correlated effects are incorporated by allowing for unrestricted network level heterogeneity. The method is applied to the Project STAR data to study peer effects in academic attainment of first-year kindergarten students. Evidence is found of positive peer effects, which are statistically significant and consistent with the existing literature.</p></div>","PeriodicalId":50555,"journal":{"name":"Econometrics Journal","volume":null,"pages":null},"PeriodicalIF":2.9000,"publicationDate":"2017-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/ectj.12101","citationCount":"38","resultStr":"{\"title\":\"Identification of peer effects through social networks using variance restrictions\",\"authors\":\"Christiern D. Rose\",\"doi\":\"10.1111/ectj.12101\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div>\\n \\n <p>This paper presents a novel method to identify peer effects through exploiting fluctuations in the variances and covariances of outcomes over a social network. Endogenous and contextual peer effects can be disentangled by contrasting the covariances of the outcomes of peers with the covariances of the outcomes of peers of peers. Correlated effects are incorporated by allowing for unrestricted network level heterogeneity. The method is applied to the Project STAR data to study peer effects in academic attainment of first-year kindergarten students. Evidence is found of positive peer effects, which are statistically significant and consistent with the existing literature.</p></div>\",\"PeriodicalId\":50555,\"journal\":{\"name\":\"Econometrics Journal\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.9000,\"publicationDate\":\"2017-08-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1111/ectj.12101\",\"citationCount\":\"38\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Econometrics Journal\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1111/ectj.12101\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometrics Journal","FirstCategoryId":"96","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1111/ectj.12101","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ECONOMICS","Score":null,"Total":0}
Identification of peer effects through social networks using variance restrictions
This paper presents a novel method to identify peer effects through exploiting fluctuations in the variances and covariances of outcomes over a social network. Endogenous and contextual peer effects can be disentangled by contrasting the covariances of the outcomes of peers with the covariances of the outcomes of peers of peers. Correlated effects are incorporated by allowing for unrestricted network level heterogeneity. The method is applied to the Project STAR data to study peer effects in academic attainment of first-year kindergarten students. Evidence is found of positive peer effects, which are statistically significant and consistent with the existing literature.
期刊介绍:
The Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research with a standard of intellectual rigour and academic standing similar to those of the pre-existing top field journals in econometrics. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal for econometric research open to all areas of econometrics, whether applied, computational, methodological or theoretical contributions.