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Semiparametrically efficient estimation of the average linear regression function

Graham, Bryan S.; Pinto, Cristine Campos de Xavier - 2018

Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear regression of Y onto X in a subpopulation homogenous in...

Persistent link: https://www.econbiz.de/10011924562

Quantile regression with panel data

Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2015

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section 2.6). We show that panel data allows the...

Persistent link: https://www.econbiz.de/10010494997

A quantile correlated random coefficients panel data model

Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2016

Persistent link: https://www.econbiz.de/10011524832

Identification in a binary choice panel data model with a predetermined covariate

Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - 2023

We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a covariate sequentially exogenous conditional on lagged outcomes and covariates). The choice model is indexed by a scalar parameter θ, whereas the distribution of unit-specific...

Persistent link: https://www.econbiz.de/10013489540

Kernel density estimation for undirected dyadic data

Graham, Bryan S.; Niu, Fengshi; Powell, James - 2019 - This Draft: July 2019

We study nonparametric estimation of density functions for undirected dyadic random variables (i.e., random variables … kernel estimation method of Rosenblatt (1956) and Parzen (1962). We suggest an estimate of their asymptotic variances … inspired by a combination of (i) Newey’s (1994) method of variance estimation for kernel estimators in the “monadic” setting …

Persistent link: https://www.econbiz.de/10012053034

Minimax risk and uniform convergence rates for nonparametric dyadic regression

Graham, Bryan S.; Niu, Fengshi; Powell, James - 2021 - This Draft: March 2021

Let i = 1, . . . , N index a simple random sample of units drawn from some large population. For each unit we observe the vector of regressors Xi and, for each of the N (N - 1) ordered pairs of units, an outcome Yij . The outcomes Yij and Ykl are independent if their indices are disjoint, but...

Persistent link: https://www.econbiz.de/10012482913

Sparse network asymptotics for logistic regression under possible misspecification

Graham, Bryan S. - 2022 - This Draft: September 2022

pseudo-true parameter under general misspeciﬁcation. With respect to sampling theory, sparseness implies that the ﬁrst and …

Persistent link: https://www.econbiz.de/10013387359

Identification in a binary choice panel data model with a predetermined covariate

Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - 2023

Persistent link: https://www.econbiz.de/10014316769

Teacher-to-classroom assignment and student achievement

Graham, Bryan S.; Ridder, Geert; Thiemann, Petra; … - 2020

We study the effects of counterfactual teacher-to-classroom assignments on average student achievement in elementary and middle schools in the US. We use the Measures of Effective Teaching (MET) experiment to semiparametrically identify the average reallocation effects (AREs) of such...

Persistent link: https://www.econbiz.de/10012241881

Homophily and transitivity in dynamic network formation

Graham, Bryan S. - 2016

In social and economic networks linked agents often share additional links in common. There are two competing explanations for this phenomenon. First, agents may have a structural taste for transitive links - the returns to linking may be higher if two agents share links in common. Second,...

Persistent link: https://www.econbiz.de/10011451831