摘要翻译：
我们考虑了一个具有同向效应指数和程度异质性指数的并矢链接形成指数模型。对于未知参数的每一个可能的真值，我们给出了在一个大的网络环境下潜在的非参数同源效应函数的非参数辨识结果，未观察到的单个固定效应的实现和特殊的成对激波的未知分布，直到归一化。我们在任意分位数范围内提出了一种新的尺度归一化形式，它不仅在理论上具有鲁棒性，而且由于分位数提供了可观察的条件概率和未知指标值之间的直接联系，因此特别便于辨识分析。然后，我们使用一个归纳的“填充和扩展”算法来建立我们的主要结果，并考虑对更一般的设置的扩展，这些设置允许同源异构和度异构之间不可分离的依赖，以及一定程度的网络稀疏性和对未观察到的异构的支持的较弱假设。作为一个副产品，我们还提出了一个称为“建模等价”的概念，作为“观察等价”的改进，并用它来提供关于规范化、识别及其与反事实的相互作用的正式讨论。
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英文标题：
《Nonparametric Identification in Index Models of Link Formation》
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作者：
Wayne Yuan Gao
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最新提交年份：
2018
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  We consider an index model of dyadic link formation with a homophily effect index and a degree heterogeneity index. We provide nonparametric identification results in a single large network setting for the potentially nonparametric homophily effect function, the realizations of unobserved individual fixed effects and the unknown distribution of idiosyncratic pairwise shocks, up to normalization, for each possible true value of the unknown parameters. We propose a novel form of scale normalization on an arbitrary interquantile range, which is not only theoretically robust but also proves particularly convenient for the identification analysis, as quantiles provide direct linkages between the observable conditional probabilities and the unknown index values. We then use an inductive "in-fill and out-expansion" algorithm to establish our main results, and consider extensions to more general settings that allow nonseparable dependence between homophily and degree heterogeneity, as well as certain extents of network sparsity and weaker assumptions on the support of unobserved heterogeneity. As a byproduct, we also propose a concept called "modeling equivalence" as a refinement of "observational equivalence", and use it to provide a formal discussion about normalization, identification and their interplay with counterfactuals.
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PDF链接：
https://arxiv.org/pdf/1710.11230