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Identification of Peer Using Group Size Variation

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  • Laurent Davezies

    (Crest)

  • Xavier d'Haultfoeuille

    (Crest)

  • Denis Fougère

    (Crest)

Abstract

This paper considers the semiparametric identification of endogenousand exogenous peer effects in the linear-in-means model. We showthat this model is generically identified when at least three differentsizes of peer groups are observed in the sample at hand. While unnecessaryin general, homoskedasticity may be required in special cases torecover all parameters. Extensions to asymmetric responses to peersand binary outcomes are also considered. Once more, most parametersare semiparametrically identified under rather weak conditions.However, recovering all of them requires more stringent assumptions.Finally, we bring theoretical evidence that the model is more adaptedto small groups.

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Bibliographic Info

Paper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 2007-34.

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Length: 28
Date of creation: 2007
Date of revision:
Handle: RePEc:crs:wpaper:2007-34

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  1. Lee, Lung-fei, 2007. "Identification and estimation of econometric models with group interactions, contextual factors and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 333-374, October.
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  12. Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2009. "Identification of peer effects through social networks," Journal of Econometrics, Elsevier, vol. 150(1), pages 41-55, May.
  13. Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics.
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  19. Joshua D. Angrist & Kevin Lang, 2004. "Does School Integration Generate Peer Effects? Evidence from Boston's Metco Program," American Economic Review, American Economic Association, vol. 94(5), pages 1613-1634, December.
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Cited by:
  1. Boucher, Vincent & Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2010. "Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation," IZA Discussion Papers 4723, Institute for the Study of Labor (IZA).
  2. Lucifora, Claudio & Tonello, Marco, 2012. "Students' Cheating as a Social Interaction: Evidence from a Randomized Experiment in a National Evaluation Program," IZA Discussion Papers 6967, Institute for the Study of Labor (IZA).
  3. Alberto Bisin & Andrea Moro & Giorgio Topa, 2011. "The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions," NBER Working Papers 17196, National Bureau of Economic Research, Inc.
  4. Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2009. "Identification of peer effects through social networks," Journal of Econometrics, Elsevier, vol. 150(1), pages 41-55, May.
  5. Giorgio Topa & Elizabeth Setren & Meta Brown, 2011. "Do Referrals Lead to Better Matches? Evidence from a Firm's Employee," 2011 Meeting Papers 711, Society for Economic Dynamics.
  6. Amara Mohamed, 2014. "Gibrat's Law and peer group effect: the case of Tunisian small manufacturing companies," Economics Bulletin, AccessEcon, vol. 34(1), pages 373-384.
  7. Qu, Xi & Lee, Lung-fei, 2012. "LM tests for spatial correlation in spatial models with limited dependent variables," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 430-445.
  8. Onur Ozgur & Alberto Bisin, 2011. "Dynamic linear economies with social interactions," Levine's Working Paper Archive 786969000000000036, David K. Levine.
  9. Lawrence E. Blume & William A. Brock & Steven N. Durlauf & Rajshri Jayaraman, 2013. "Linear Social Interactions Models," NBER Working Papers 19212, National Bureau of Economic Research, Inc.
  10. Yaman, F., 2011. "Ethnic externalities and 2nd generation immigrants," Working Papers 11/08, Department of Economics, City University London.
  11. Chi, Feng & Yang, Nathan, 2010. "Twitter Adoption in Congress: Who Tweets First?," MPRA Paper 23225, University Library of Munich, Germany.

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