Identifying social interactions through conditional variance restrictions
成果类型：
Article
署名作者：
Graham, Bryan S.
署名单位：
University of California System; University of California Berkeley; National Bureau of Economic Research
刊物名称：
ECONOMETRICA
ISSN/ISSBN：
0012-9682
DOI：
10.1111/j.1468-0262.2008.00850.x
发表日期：
2008
页码：
643-660
关键词：
摘要：
This paper proposes a new method for identifying social interactions using conditional variance restrictions. The method provides a consistent estimate of the social multiplier when social interactions take the linear-in-means form (Manski (1993)). When social interactions are not of the linear-in-means form, the estimator, under certain conditions, continues to form the basis of a consistent test of the no social interactions null with correct large sample size. The methods are illustrated using data from the Tennessee class size reduction experiment Project STAR. The application suggests that differences in peer group quality were an important source of individual-level variation in the academic achievement of Project STAR kindergarten students.
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