论文标题
两步估算战略网络形成模型的群集模型
Two-Step Estimation of a Strategic Network Formation Model with Clustering
论文作者
论文摘要
本文使用来自单个大型网络的数据在不完整的信息下探讨了战略网络形成。我们允许实用程序功能在个人的链接选择中是不可分割的，以捕获共同的朋友的溢出效应。在具有n个个体的网络中，具有不可分割的效用函数的个体可以在链接的2^{n-1}重叠投资组合之间选择。我们开发了一种新颖的方法，该方法将Legendre变换应用于效用函数，以便可以将最佳链路选择表示为一系列相关的二进制选择。由Legendre Transform引入的辅助变量捕获了来自共同朋友的偏爱而产生的链接依赖性。我们提出了一个一致且渐近正常的两步估计器。随着n的成长，我们还会得出游戏的限制近似，从而简化了大型网络中的计算。我们采用这些方法来支持印度农村地区的交换网络，并发现相互联系的支持方向在促进偏爱条款方面至关重要。
This paper explores strategic network formation under incomplete information using data from a single large network. We allow the utility function to be nonseparable in an individual's link choices to capture the spillover effects from friends in common. In a network with n individuals, an individual with a nonseparable utility function chooses between 2^{n-1} overlapping portfolios of links. We develop a novel approach that applies the Legendre transform to the utility function so that the optimal link choices can be represented as a sequence of correlated binary choices. The link dependence that results from the preference for friends in common is captured by an auxiliary variable introduced by the Legendre transform. We propose a two-step estimator that is consistent and asymptotically normal. We also derive a limiting approximation of the game as n grows large that simplifies the computation in large networks. We apply these methods to favor exchange networks in rural India and find that the direction of support from a mutual link matters in facilitating favor provision.
