Identification of a Rank-dependent Peer Effect Model

Fuente: arXiv
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Main Authors: Herstad, Eyo I., Shin, Myungkou
Format: Preprint
Published: 2024
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author Herstad, Eyo I.
Shin, Myungkou
author_facet Herstad, Eyo I.
Shin, Myungkou
contents We develop a model that captures peer effect heterogeneity by modeling the endogenous spillover to be linear in ordered peer outcomes. Unlike the canonical linear-in-means model, our approach accounts for the distribution of peer outcomes as well as the size of peer groups. Under a minimal condition, our model admits a unique equilibrium and is therefore tractable and identified. Simulations show our estimator has good finite sample performance. Finally, we apply our model to educational data from Norway, finding that higher-performing friends disproportionately drive GPA spillovers. Our framework provides new insights into the structure of peer effects beyond aggregate measures.
format Preprint
id arxiv_https___arxiv_org_abs_2410_14317
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Identification of a Rank-dependent Peer Effect Model
Herstad, Eyo I.
Shin, Myungkou
Econometrics
We develop a model that captures peer effect heterogeneity by modeling the endogenous spillover to be linear in ordered peer outcomes. Unlike the canonical linear-in-means model, our approach accounts for the distribution of peer outcomes as well as the size of peer groups. Under a minimal condition, our model admits a unique equilibrium and is therefore tractable and identified. Simulations show our estimator has good finite sample performance. Finally, we apply our model to educational data from Norway, finding that higher-performing friends disproportionately drive GPA spillovers. Our framework provides new insights into the structure of peer effects beyond aggregate measures.
title Identification of a Rank-dependent Peer Effect Model
topic Econometrics
url https://arxiv.org/abs/2410.14317