My friend far far away : a random field approach to exponential random graph models

Authors: Boucher, Vincent; Mourifié, Ismael
Abstract: We explore the asymptotic properties of strategic models of network formation in very large populations. Specifically, we focus on (undirected) exponential random graph models. We want to recover a set of parameters from the individuals' utility functions using the observation of a single, but large, social network. We show that, under some conditions, a simple logit‐based estimator is coherent, consistent and asymptotically normally distributed under a weak version of homophily. The approach is compelling as the computing time is minimal and the estimator can be easily implemented using pre‐programmed estimators available in most statistical packages. We provide an application of our method using the Add Health database.
Document Type: Article de recherche
Issue Date: 22 June 2017
Open Access Date: 22 June 2019
Document version: AM
This document was published in: Econometrics journal, Vol. 20 (3), S14-S46 (2017)
Blackwell Publishers
Alternative version: 10.1111/ectj.12096
Collection:Articles publiés dans des revues avec comité de lecture

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