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Cluster–Robust Variance Estimation for Dyadic Data

Author

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  • Aronow, Peter M.
  • Samii, Cyrus
  • Assenova, Valentina A.

Abstract

Dyadic data are common in the social sciences, although inference for such settings involves accounting for a complex clustering structure. Many analyses in the social sciences fail to account for the fact that multiple dyads share a member, and that errors are thus likely correlated across these dyads. We propose a non-parametric, sandwich-type robust variance estimator for linear regression to account for such clustering in dyadic data. We enumerate conditions for estimator consistency. We also extend our results to repeated and weighted observations, including directed dyads and longitudinal data, and provide an implementation for generalized linear models such as logistic regression. We examine empirical performance with simulations and an application to interstate disputes.

Suggested Citation

  • Aronow, Peter M. & Samii, Cyrus & Assenova, Valentina A., 2015. "Cluster–Robust Variance Estimation for Dyadic Data," Political Analysis, Cambridge University Press, vol. 23(4), pages 564-577.
  • Handle: RePEc:cup:polals:v:23:y:2015:i:04:p:564-577_01
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    Cited by:

    1. Nikolaj Harmon & Raymond Fisman & Emir Kamenica, 2018. "Peer Effects in Legislative Voting," Boston University - Department of Economics - Working Papers Series dp-304, Boston University - Department of Economics.
    2. Perez Perez, Jorge, 2020. "City Minimum Wages and Spatial Equilibrium Effects," SocArXiv fpx9e, Center for Open Science.
    3. Simons, Ronald L. & Lei, Man-Kit & Klopack, Eric & Beach, Steven R.H. & Gibbons, Frederick X. & Philibert, Robert A., 2021. "The effects of social adversity, discrimination, and health risk behaviors on the accelerated aging of African Americans: Further support for the weathering hypothesis," Social Science & Medicine, Elsevier, vol. 282(C).
    4. Áureo de Paula, 2020. "Econometric Models of Network Formation," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 775-799, August.
    5. Kim Yeaji & Antenangeli Leonardo & Kirkland Justin, 2016. "Measurement Error and Attenuation Bias in Exponential Random Graph Models," Statistics, Politics and Policy, De Gruyter, vol. 7(1-2), pages 29-54, December.
    6. Nikolaj Harmon & Raymond Fisman & Emir Kamenica, 2019. "Peer Effects in Legislative Voting," American Economic Journal: Applied Economics, American Economic Association, vol. 11(4), pages 156-180, October.
    7. Martín González Eiras & Nikolaj A. Harmon & Martín Rossi, 2017. "Fundamentals and Optimal Institutions: The case of US sports leagues," Working Papers 128, Universidad de San Andres, Departamento de Economia, revised Jan 2017.
    8. Bryan S. Graham, 2019. "Network Data," NBER Working Papers 26577, National Bureau of Economic Research, Inc.
    9. Konrad Menzel, 2021. "Bootstrap With Cluster‐Dependence in Two or More Dimensions," Econometrica, Econometric Society, vol. 89(5), pages 2143-2188, September.
    10. Federica Genovese & Richard J. McAlexander & Johannes Urpelainen, 2023. "Institutional roots of international alliances: Party groupings and position similarity at global climate negotiations," The Review of International Organizations, Springer, vol. 18(2), pages 329-359, April.
    11. Fe, Hao, 2023. "Social networks and consumer behavior: Evidence from Yelp," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 1-14.
    12. Jon Echevarria & Javier Gardeazabal, 2016. "Refugee gravitation," Public Choice, Springer, vol. 169(3), pages 269-292, December.
    13. Hanno Lustig & Robert J. Richmond, 2017. "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers 23773, National Bureau of Economic Research, Inc.
    14. Bryan S. Graham, 2019. "Dyadic Regression," Papers 1908.09029, arXiv.org.
    15. Yan, Xiaoqin & Bao, Honglin & Leppard, Tom & Davis, Andrew, 2024. "Cultural Ties in Knowledge Production," SocArXiv qvyj8, Center for Open Science.
    16. Bauer, Vincent & Platas, Melina R. & Weinstein, Jeremy M., 2022. "Legacies of Islamic Rule in Africa: Colonial Responses and Contemporary Development," World Development, Elsevier, vol. 152(C).

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