Cluster-Robust Variance Estimation for Dyadic Data

Loading...
Thumbnail Image
Penn collection
Management Papers
Degree type
Discipline
Subject
cluster robust variance estimation
dyadic data
agnostic regression
Management Sciences and Quantitative Methods
Funder
Grant number
License
Copyright date
Distributor
Related resources
Author
Aronow, Peter M
Samii, Cyrus
Assenova, Valentina A
Contributor
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.

Advisor
Date Range for Data Collection (Start Date)
Date Range for Data Collection (End Date)
Digital Object Identifier
Series name and number
Publication date
2015-01-01
Journal title
Political Analysis
Volume number
Issue number
Publisher
Publisher DOI
Journal Issue
Comments
At the time of publication, author Valentina A. Assenova was affiliated with Yale University. Currently, she is a faculty member at the University of Pennsylvania.
Recommended citation
Collection