Estimating Spillovers from Sampled Connections
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arXiv
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866916959408357376 |
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| author | Marray, Kieran |
| author_facet | Marray, Kieran |
| contents | Empirical researchers often estimate spillover effects by fitting linear or non-linear regression models to sampled network data. We show that common sampling schemes bias these estimates, potentially upwards, and derive biased-corrected estimators that researchers can construct from aggregate network statistics. Our results apply under different assumptions on the relationship between observed and unobserved links, allow researchers to bound true effect sizes, and to determine robustness to mismeasured links. As an application, we estimate the propagation of climate shocks between U.S. public firms from self-reported supply links, building a new dataset of county-level incidence of large climate shocks. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_17154 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Estimating Spillovers from Sampled Connections Marray, Kieran General Economics Economics Empirical researchers often estimate spillover effects by fitting linear or non-linear regression models to sampled network data. We show that common sampling schemes bias these estimates, potentially upwards, and derive biased-corrected estimators that researchers can construct from aggregate network statistics. Our results apply under different assumptions on the relationship between observed and unobserved links, allow researchers to bound true effect sizes, and to determine robustness to mismeasured links. As an application, we estimate the propagation of climate shocks between U.S. public firms from self-reported supply links, building a new dataset of county-level incidence of large climate shocks. |
| title | Estimating Spillovers from Sampled Connections |
| topic | General Economics Economics |
| url | https://arxiv.org/abs/2410.17154 |