NETREG: Stata module to perform linear regression of a network response with the exchangeable assumption

Dayou Luo

Statistical Software Components from Boston College Department of Economics

Abstract: netreg provides a method for performing a regression of a network response, where each data point represents an edge on a network or covariates of interest. It takes advantage of the exchangeable assumption for residuals, and this assumption dramatically simplified the covariance matrix of residuals. With this new assumption, we can provide a better estimation for the coefficients’ covariance matrix, resulting in an accurate confidence interval for coefficients. Also, applying exchangeable assumption enables the iteratively reweighted least squares method for better estimation. For more details, see Marrs (2017). This package is also available in R, you can search netregR in R for this package.

Language: Stata
Requires: Stata version 12
Keywords: regression; network (search for similar items in EconPapers)
Date: 2018-08-18
Note: This module should be installed from within Stata by typing "ssc install netreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/n/netreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/netreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wolf.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/w/wolf_undirected.dta sample data file (application/x-stata)

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