regpeerw: Estimation of regressions with peer effects

Paulo Guimarães
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Paulo Guimarães: Universidade do Porto

Portugal Stata Conference 2026 from Stata Users Group

Abstract: This presentation introduces a Stata command that implements an efficient variant of the peer-effects regression model of Arcidiacono (2012). The command augments linear regressions with peer effects defined as the average of individual fixed effects within peer groups and allows for flexible specifications, including heterogeneous peer effects by individual type, subgroup-specific peer effects, and weighted peer contributions. Additional fixed effects can be absorbed directly in the regression. Compared with existing implementations, the proposed algorithm is computationally more efficient and delivers correct estimation of clustered standard errors. The command is designed for scalable and flexible empirical analysis of peer effects in large datasets.

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