Sunday, March 7, 2021

Network Cluster-Robust Inference

Interesting progression of HAC / cluster-robust inference, from serial correlation, to spatial correlation (e.g., Müller and Watson, 2021, here), and now network-induced correlation. 

Very cool new network result from Michael Leung at USC: Asymptotic independence (in the number of linking steps), the key to robust/clustered inference in network environments, holds iff network clusters have conductance (the ratio of edge boundary size to volume) approaching 0. (Yes, necessary and sufficient!)

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