Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection

Tadao Hoshino*

*この研究の対応する著者

研究成果: Article査読

2 被引用数 (Scopus)

抄録

This article considers linear social interaction models under incomplete information that allow for missing outcome data due to sample selection. For model estimation, assuming that each individual forms his/her belief about the other members’ outcomes based on rational expectations, we propose a two-step series nonlinear least squares estimator. Both the consistency and asymptotic normality of the estimator are established. As an empirical illustration, we apply the proposed model and method to National Longitudinal Study of Adolescent Health (Add Health) data to examine the impacts of friendship interactions on adolescents’ academic achievements. We provide empirical evidence that the interaction effects are important determinants of grade point average and that controlling for sample selection bias has certain impacts on the estimation results. Supplementary materials for this article are available online.

本文言語English
ページ(範囲)598-612
ページ数15
ジャーナルJournal of Business and Economic Statistics
37
4
DOI
出版ステータスPublished - 2019 10 2
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率
  • 社会科学(その他)
  • 経済学、計量経済学
  • 統計学、確率および不確実性

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