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Identification of Peer Using Group Size Variation

  • Laurent Davezies

    (Crest)

  • Xavier d'Haultfoeuille

    (Crest)

  • Denis Fougère

    (Crest)

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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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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  9. Charles F. Manski, 2000. "Economic Analysis of Social Interactions," NBER Working Papers 7580, National Bureau of Economic Research, Inc.
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  11. repec:att:wimass:9127 is not listed on IDEAS
  12. Krauth, Brian V., 2006. "Simulation-based estimation of peer effects," Journal of Econometrics, Elsevier, vol. 133(1), pages 243-271, July.
  13. Brock, William A & Durlauf, Steven N, 2001. "Discrete Choice with Social Interactions," Review of Economic Studies, Wiley Blackwell, vol. 68(2), pages 235-60, April.
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  15. Brock, William A. & Durlauf, Steven N., 2007. "Identification of binary choice models with social interactions," Journal of Econometrics, Elsevier, vol. 140(1), pages 52-75, September.
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  17. Esther Duflo & Emmanuel Saez, 2003. "The Role Of Information And Social Interactions In Retirement Plan Decisions: Evidence From A Randomized Experiment," The Quarterly Journal of Economics, MIT Press, vol. 118(3), pages 815-842, August.
  18. Case, Anne, 1992. "Neighborhood influence and technological change," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 491-508, September.
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  20. Joshua Herries & Daniel I. Rees & Jeffrey S. Zax, 2003. "Interdependence in worker productivity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(5), pages 585-604.
  21. Angrist, Joshua & Lang, Kevin, 2004. "Does School Integration Generate Peer Effects? Evidence from Boston's Metco Program," IZA Discussion Papers 976, Institute for the Study of Labor (IZA).
  22. Edward P. Lazear, 1999. "Educational Production," NBER Working Papers 7349, National Bureau of Economic Research, Inc.
  23. 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.
  24. Elie Tamer, 2003. "Incomplete Simultaneous Discrete Response Model with Multiple Equilibria," Review of Economic Studies, Wiley Blackwell, vol. 70(1), pages 147-165, January.
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  26. Caroline Hoxby, 2000. "Peer Effects in the Classroom: Learning from Gender and Race Variation," NBER Working Papers 7867, National Bureau of Economic Research, Inc.
  27. Manski, Charles F, 1993. "Identification of Endogenous Social Effects: The Reflection Problem," Review of Economic Studies, Wiley Blackwell, vol. 60(3), pages 531-42, July.
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