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Título : Endogeneity in the Linear-In-Means Model
Autor : Estrada Cedeño, Pablo Andrés
Sánchez Aragón, Leonardo, Director
Palabras clave : Variables instrumentales
Modelos lineales
Redes multiplexadas
Fecha de publicación : 2021
Editorial : ESPOL. FCSH
Citación : Estrada, P. (2021). Endogeneity in the Linear-In-Means Model. [Tesis de Maestría]. Escuela Superior Politécnica del Litoral.
Resumen : Linear-in-means models are widely used in different contexts to estimate peer effects. In these models, there are two potential sources of endogeneity: in the interaction network and the individual’s characteristics. This paper proposes a General Three-Stage Least Square estimation modified to account for the endogeneity of the network and covariates in the linear-in-means model. The new procedure, called G3SLSX, modifies the G3SLS (Estrada et al., 2021) to recover the social and direct effects using a predetermined network and an exogenous variable as instrument. The Monte Carlo experiments show that G3SLSX has similar performance as G3SLS for the social effects. For the direct effects, G3SLSX outperforms G3SLS in the case of over-identification.
URI : http://www.dspace.espol.edu.ec/handle/123456789/53544
Aparece en las colecciones: Tesis de Maestría en Ciencias Económicas

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