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Cluster–Robust Variance Estimation for Dyadic Data

Bibliographic Data

ID7971075
AuthorsPeter M Aronow (0000-0002-4449-0756, Yale University), Cyrus Samii (0000-0002-0823-1319, New York University, corresponding author), Valentina Assenova (0000-0002-5637-8139, Whitney Museum of American Art), Valentina A Assenova
Year2015
Volume23
Issue4
Pages564-577
Publication date2015-01-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenuePolitical Analysis (JOURNAL)
Journal identifiersISSN: 1047-1987 • E-ISSN: 1476-4989
PublisherCambridge University Press (CUP) (PUBLISHER)
DOI10.1093/pan/mpv018
OpenAlexW2173631609
LanguageEN
Citations received56
References cited28

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

Causal inference · Cluster analysis · Consistency (knowledge bases · Econometrics · Economics · Estimator · Inference · Logistic regression · Statistical inference · Statistics · Variance (accounting · Computer Science · Mathematics · Spatial and Panel Data Analysis · Statistical Methods and Bayesian Inference · Statistical Methods and Inference · Artificial Intelligence

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Unique citing works56
Citations per year5,6
Citation span2016 - 2026 (11)
Citation velocitycurrent
Highly citedNo
Citation typesNeutral: 56
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