Kotlarski's lemma for dyadic models

Fuente: arXiv
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Autores principales: Franguridi, Grigory, Moon, Hyungsik Roger
Formato: Preprint
Publicado: 2025
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author Franguridi, Grigory
Moon, Hyungsik Roger
author_facet Franguridi, Grigory
Moon, Hyungsik Roger
contents We show how to identify the distributions of the latent components in the two-way dyadic model for bipartite networks $y_{i,\ell}= α_i+η_{\ell}+\varepsilon_{i,\ell}$. This is achieved by a repeated application of the extension of the classical lemma of Kotlarski (1967) in Evdokimov and White (2012). We provide two separate sets of assumptions under which all the latent distributions are identified. Both rely on some of the latent components being identically distributed.
format Preprint
id arxiv_https___arxiv_org_abs_2502_02734
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Kotlarski's lemma for dyadic models
Franguridi, Grigory
Moon, Hyungsik Roger
Econometrics
We show how to identify the distributions of the latent components in the two-way dyadic model for bipartite networks $y_{i,\ell}= α_i+η_{\ell}+\varepsilon_{i,\ell}$. This is achieved by a repeated application of the extension of the classical lemma of Kotlarski (1967) in Evdokimov and White (2012). We provide two separate sets of assumptions under which all the latent distributions are identified. Both rely on some of the latent components being identically distributed.
title Kotlarski's lemma for dyadic models
topic Econometrics
url https://arxiv.org/abs/2502.02734