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来源类型Working Paper
规范类型报告
DOI10.3386/w22565
来源IDWorking Paper 22565
Exclusion Bias in the Estimation of Peer Effects
Bet Caeyers; Marcel Fafchamps
发表日期2016-08-25
出版年2016
语种英语
摘要We examine a largely unexplored source of downward bias in peer effect estimation, namely, exclusion bias. We derive formulas for the magnitude of the bias in tests of random peer assignment, and for the combined reflection and exclusion bias in peer effect estimation. We show how to consistently test random peer assignment and how to estimate and conduct consistent inference on peer effects without instruments. The method corrects for the presence of reflection and exclusion bias but imposes restrictions on correlated effects. It allows the joint estimation of endogenous and exogenous peer effects in situations where instruments are not available and cannot be constructed from the network matrix. We estimate endogenous and exogenous peer effects in two datasets where instrumental approaches fail because peer assignment is to mutually exclusive groups of identical size. We find significant evidence of positive peer effects in one, negative peer effects in the other. In both cases, ignoring exclusion bias would have led to incorrect inference. We also demonstrate how the same approach applies to autoregressive models.
主题Econometrics ; Estimation Methods
URLhttps://www.nber.org/papers/w22565
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/580239
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GB/T 7714
Bet Caeyers,Marcel Fafchamps. Exclusion Bias in the Estimation of Peer Effects. 2016.
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