WebOur approach directly relates to the literature on the regression analysis based on dyadic random variables and data.Aronow et al.(2015) andTabord-Meehan(2024) consider OLS estimation and inference in a linear dyadic regression model. Meanwhile,Graham(2024a) andGraham(2024b) explore a likelihood-based approach to dyadic regression models, while WebDyadic data are indexed by pairs of “units;” for example, trade data between pairs of countries. Because of the potential for observations with a unit in common to be correlated, standard inference procedures may not perform as expected. ... We conclude with guidelines for applied researchers wishing to use the dyadic-robust estimator for ...
Inference With Dyadic Data: Asymptotic Behavior of the …
WebAug 20, 2013 · Robust inference on average treatment effects with possibly more covariates than observations. Journal of Econometrics, Vol. 189, Issue. 1, p. ... Two-Step Estimation and Inference with Possibly Many Included Covariates. The Review of Economic Studies, Vol. 86, Issue. 3, p. 1095. ... Kernel density estimation for undirected dyadic data. Journal ... WebMar 7, 2024 · Abstract: When using dyadic data (i.e., data indexed by pairs of units), researchers typically assume a linear model, estimate it using Ordinary Least Squares and … chu ononogbu
Cluster-Robust Variance Estimation for Dyadic Data - ResearchGate
WebJan 1, 2024 · Dyadic data, where outcomes reflecting pairwise interaction among sampled units are of primary interest, arise frequently in social science research. Regression analyses with such data feature prominently in much research literature (e.g., gravity models of trade). WebIn this article, we propose a robust fuzzy neural network (RFNN) to overcome these problems. The network contains an adaptive inference engine that is capable of handling samples with high-level uncertainty and high dimensions. Unlike traditional FNNs that use a fuzzy AND operation to calculate the firing strength for each rule, our inference ... WebTitle Robust Factor Analysis for Tensor Time Series Version 0.1.0 Author Matteo Barigozzi [aut], Yong He [aut], Lorenzo Trapani [aut], Lingxiao Li [aut, cre] Maintainer Lingxiao Li Description Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order ten- determining factors of structure