Simple tests for social interaction models with network structures

Osman Doğan*, Süleyman Taṣpınar, Anil K. Bera

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8 Atıf (Scopus)

Özet

We consider an extended spatial autoregressive model that can incorporate possible endogenous interactions, exogenous interactions, unobserved group fixed effects and the correlation of unobservables. In the generalized method of moments (GMM) and the maximum likelihood (ML) frameworks, we introduce simple gradient-based robust test statistics that can be used to test for the presence of the endogenous effects, the correlation of unobservables and the contextual effects. These test statistics are robust to local parametric misspecifications and only require consistent estimates from a transformed linear regression model to compute. We carry out an extensive Monte Carlo study to investigate the size and power properties of the proposed tests. The results show that the proposed tests have good finite sample properties, and are useful for testing the presence of the various effects in a social interaction model.

Orijinal dilİngilizce
Sayfa (başlangıç-bitiş)212-246
Sayfa sayısı35
DergiSpatial Economic Analysis
Hacim13
Basın numarası2
DOI'lar
Yayın durumuYayınlandı - 3 Nis 2018
Harici olarak yayınlandıEvet

Bibliyografik not

Publisher Copyright:
© 2017 Regional Studies Association.

Finansman

This research was supported, in part, under the National Science Foundation (NSF) [grant numbers CNS-0958379, CNS-0855217 and ACI-1126113] and the City University of New York High Performance Computing Center at the College of Staten Island.

FinansörlerFinansör numarası
City University of New York High Performance Computing Center at the College of Staten Island
National Science FoundationCNS-0958379, ACI-1126113, CNS-0855217

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